trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -128,000 1,916,301 -207,210 117,093 202 42,152,623 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,022,150 1,022,150 -1,154,942 64,053
1 894,151 894,151 947,732 53,039

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -22,200 -34,381 -13,755 54,449 0.59 0.097 5,595
CN 59 -165,084 -365,591 -309,672 1,042,356 1.22 0.105 79,488
HK 17 7,307 -60,661 77,562 218,940 1.42 0.158 6,350
ID 5 -7,342 0 -3,151 7,342 0.54 0.113 -873
JP 85 114,083 -100,769 77,457 505,724 0.78 0.074 25,453
MY 1 -1,385 0 -844 1,385 0.61 0.012 17
NZ 1 -542 -542 -206 542 0.38 0.185 100
SG 4 315 -11,480 3,526 23,276 0.74 0.066 2,435
TW 6 -53,150 -16,700 -38,128 62,287 0.70 0.054 -1,473

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -38,324 -34,381 -23,400 38,324 0.63 -0.106 5,896
1 10 16,125 0 9,645 16,125 0.55 -0.010 -301
CN -1 33 -603,720 -365,591 -803,103 603,720 1.19 -0.064 70,353
1 26 438,636 0 493,431 438,636 1.25 0.028 9,135
HK -1 6 -105,817 -60,661 -107,769 105,817 1.20 0.122 -14,109
1 11 113,123 0 185,331 113,123 1.54 0.176 20,458
ID -1 5 -7,342 0 -3,151 7,342 0.54 0.113 -873
JP -1 37 -195,821 -100,769 -167,670 195,821 0.82 -0.017 1,654
1 48 309,903 0 245,128 309,903 0.75 0.069 23,800
MY -1 1 -1,385 0 -844 1,385 0.61 -0.012 17
NZ -1 1 -542 -542 -206 542 0.38 -0.185 100
SG -1 1 -11,480 -11,480 -7,102 11,480 0.62 -0.195 2,240
1 3 11,795 0 10,628 11,795 0.78 0.019 196
TW -1 5 -57,718 -16,700 -41,697 57,718 0.69 0.001 -1,225
1 1 4,568 0 3,569 4,568 0.78 -0.054 -248