trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 20,671 2,010,890 178,550 -2,372 196 42,165,859 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -995,110 995,110 -1,172,015 58,655
1 1,015,781 1,015,781 1,350,565 -61,027

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 20,055 -2,592 16,733 53,518 0.80 0.070 -2,106
CN 66 29,545 -481,394 118,681 1,251,050 1.31 0.108 -25,957
HK 20 33,885 -24,950 59,435 176,161 1.36 0.154 7,495
ID 8 -18,696 0 -5,721 18,696 0.36 0.074 -1,523
JP 71 -10,286 -133,363 20,429 471,219 0.80 0.075 18,629
MY 1 -698 0 -425 698 0.61 0.027 19
NZ 1 -443 -443 -168 443 0.38 0.169 75
SG 3 2,756 -452 2,083 3,659 0.61 0.067 124
TW 3 -35,446 -9,730 -32,497 35,446 0.73 0.058 872

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 6 -16,732 -2,592 -15,500 16,732 0.87 -0.078 120
1 17 36,786 0 32,234 36,786 0.78 -0.047 -2,226
CN -1 38 -610,753 -481,394 -839,458 610,753 1.28 -0.038 59,427
1 28 640,297 0 958,139 640,297 1.35 -0.040 -85,384
HK -1 10 -71,138 -24,950 -93,086 71,138 1.33 0.096 -8,502
1 10 105,023 0 152,521 105,023 1.39 0.110 15,998
ID -1 8 -18,696 0 -5,721 18,696 0.36 0.074 -1,523
JP -1 39 -240,753 -133,363 -184,879 240,753 0.80 -0.022 8,088
1 32 230,467 0 205,309 230,467 0.80 0.056 10,541
MY -1 1 -698 0 -425 698 0.61 -0.027 19
NZ -1 1 -443 -443 -168 443 0.38 -0.169 75
SG -1 1 -452 -452 -279 452 0.62 -0.177 80
1 2 3,208 0 2,363 3,208 0.61 0.012 45
TW -1 3 -35,446 -9,730 -32,497 35,446 0.73 -0.005 872