trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -215,957 2,214,362 -110,829 88,035 198 42,130,180 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,215,160 1,215,160 -1,160,120 66,287
1 999,203 999,203 1,049,291 21,748

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -18,175 -79,029 -20,585 181,544 0.71 0.085 13,760
CN 47 -170,539 -536,150 -200,525 1,220,824 1.21 0.105 34,179
HK 12 9,440 -51,348 33,567 121,398 1.10 0.125 13,401
ID 3 -31,360 0 -48 31,360 0.03 0.057 -1,926
JP 93 -7,564 -154,678 74,226 652,765 0.84 0.087 28,540
MY 2 -1,155 0 -620 1,155 0.55 0.046 58
NZ 1 1,718 0 654 1,718 0.38 0.177 -304
TH 4 1,679 0 2,502 3,598 0.61 0.210 326

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -99,860 -79,029 -60,065 99,860 0.75 -0.103 9,828
1 21 81,684 0 39,480 81,684 0.68 0.018 3,932
CN -1 22 -695,682 -536,150 -806,783 695,682 1.14 -0.066 58,011
1 25 525,143 0 606,258 525,143 1.28 0.003 -23,832
HK -1 5 -55,979 -51,348 -50,880 55,979 0.90 -0.045 3,803
1 7 65,419 0 84,447 65,419 1.24 0.144 9,598
ID -1 3 -31,360 0 -48 31,360 0.03 0.057 -1,926
JP -1 44 -330,165 -154,678 -241,530 330,165 0.65 -0.029 -3,285
1 49 322,600 0 315,756 322,600 1.00 0.090 31,825
MY -1 2 -1,155 0 -620 1,155 0.55 -0.046 58
NZ 1 1 1,718 0 654 1,718 0.38 -0.177 -304
TH -1 2 -960 0 -194 960 0.20 0.219 -203
1 2 2,639 0 2,696 2,639 1.01 0.200 528