trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 150,036 3,481,989 102,076 70,382 247 42,131,360 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,665,977 1,665,977 -1,375,214 127,444
1 1,816,013 1,816,013 1,477,290 -57,063

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -23,836 -81,202 -26,536 171,338 0.64 0.069 10,211
CN 90 137,882 -863,889 249,094 2,367,218 1.20 0.114 -17,581
HK 10 -30,091 -47,787 -75,135 76,166 1.36 0.185 15,519
ID 11 68,170 0 14,157 68,170 0.29 0.229 14,991
JP 84 40,855 -209,316 1,036 654,399 0.66 0.071 42,181
KR 1 -15,390 0 831 15,390 -0.05 0.184 2,833
MY 3 -923 0 -895 7,285 0.47 0.251 19
NZ 1 3,141 0 1,359 3,141 0.43 0.164 -514
PH 1 7,140 0 4,454 7,140 0.62 0.344 2,454
TH 9 9,504 0 -9,254 65,326 0.41 0.206 677
TW 5 -46,416 -10,327 -57,035 46,416 1.00 0.017 -410

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -97,587 -81,202 -58,107 97,587 0.67 -0.069 7,174
1 9 73,751 0 31,571 73,751 0.57 0.070 3,037
CN -1 51 -1,114,668 -863,889 -939,338 1,114,668 1.15 -0.054 100,235
1 39 1,252,550 0 1,188,432 1,252,550 1.27 -0.060 -117,815
HK -1 6 -53,129 -47,787 -101,017 53,129 1.40 -0.086 8,645
1 4 23,038 0 25,882 23,038 1.30 0.261 6,874
ID 1 11 68,170 0 14,157 68,170 0.29 0.229 14,991
JP -1 42 -306,772 -209,316 -199,035 306,772 0.64 -0.040 17,071
1 42 347,627 0 200,071 347,627 0.67 0.039 25,110
KR -1 1 -15,390 0 831 15,390 -0.05 -0.184 2,833
MY -1 1 -4,104 0 -1,961 4,104 0.48 0.223 -914
1 2 3,181 0 1,066 3,181 0.47 0.264 934
NZ 1 1 3,141 0 1,359 3,141 0.43 -0.164 -514
PH 1 1 7,140 0 4,454 7,140 0.62 0.344 2,454
TH -1 2 -27,911 0 -19,552 27,911 0.64 0.266 -7,190
1 7 37,415 0 10,298 37,415 0.35 0.189 7,867
TW -1 5 -46,416 -10,327 -57,035 46,416 1.00 -0.001 -410