trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 128,400 2,392,504 44,143 49,907 219 42,203,971 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,132,052 1,132,052 -1,306,668 42,912
1 1,260,452 1,260,452 1,350,811 6,995

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 13,811 -37,497 -2,768 141,069 0.66 0.087 8,090
CN 52 146,851 -397,507 274,551 1,230,752 1.26 0.110 -8,015
HK 20 -79,530 -36,225 -119,643 259,839 1.38 0.118 8,799
ID 3 -6,097 0 -7,912 6,097 1.08 0.099 -527
JP 94 85,624 -139,598 -80,539 695,247 0.81 0.074 40,890
MY 4 -13,220 0 -7,117 13,220 0.48 0.080 -1,395
NZ 1 1,802 0 686 1,802 0.38 0.208 -374
SG 4 981 -10,837 4,370 22,655 0.64 0.061 1,817
TW 4 -21,821 -16,277 -17,486 21,821 0.75 0.048 621

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -63,629 -37,497 -33,071 63,629 0.62 -0.121 8,294
1 24 77,440 0 30,303 77,440 0.69 -0.028 -204
CN -1 28 -541,950 -397,507 -625,404 541,950 1.31 -0.046 37,173
1 24 688,801 0 899,955 688,801 1.20 -0.005 -45,188
HK -1 13 -169,685 -36,225 -264,879 169,685 1.37 0.067 -10,484
1 7 90,155 0 145,236 90,155 1.38 0.191 19,283
ID -1 3 -6,097 0 -7,912 6,097 1.08 0.099 -527
JP -1 38 -304,812 -139,598 -344,096 304,812 0.97 -0.013 7,417
1 56 390,436 0 263,558 390,436 0.69 0.073 33,473
MY -1 4 -13,220 0 -7,117 13,220 0.48 0.076 -1,395
NZ 1 1 1,802 0 686 1,802 0.38 -0.208 -374
SG -1 1 -10,837 -10,837 -6,704 10,837 0.62 -0.167 1,812
1 3 11,818 0 11,074 11,818 0.64 -0.019 6
TW -1 4 -21,821 -16,277 -17,486 21,821 0.75 -0.003 621