trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -174,664 2,298,978 37,743 138,500 225 42,114,936 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,236,821 1,236,821 -1,085,935 93,135
1 1,062,157 1,062,157 1,123,678 45,365

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -34,894 -48,553 -29,044 115,737 0.74 0.101 8,186
CN 68 -150,182 -539,578 -63,571 1,278,408 1.15 0.111 91,800
HK 9 11,042 -61,443 72,027 136,690 1.16 0.139 17,696
ID 2 -1,726 0 37 1,726 -0.01 0.074 -131
JP 102 16,321 -185,224 65,430 723,569 0.80 0.073 19,892
MY 3 -3,476 0 -1,843 3,476 0.54 0.059 241
NZ 1 -724 -724 -275 724 0.38 0.146 105
SG 3 -7,836 -7,836 -6,410 7,836 0.94 0.051 -123
TH 4 6,821 0 11,170 18,713 0.73 0.224 664
TW 2 -10,009 0 -9,777 12,099 0.71 0.011 169

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -75,316 -48,553 -46,969 75,316 0.91 -0.134 7,445
1 19 40,422 0 17,926 40,422 0.63 -0.009 741
CN -1 35 -714,295 -539,578 -742,498 714,295 1.08 -0.080 94,648
1 33 564,113 0 678,927 564,113 1.22 0.016 -2,848
HK -1 5 -62,824 -61,443 -35,089 62,824 0.96 -0.071 3,956
1 4 73,866 0 107,115 73,866 1.41 0.224 13,739
ID -1 2 -1,726 0 37 1,726 -0.01 0.074 -131
JP -1 50 -353,624 -185,224 -241,345 353,624 0.73 0.010 -11,308
1 52 369,945 0 306,776 369,945 0.86 0.072 31,200
MY -1 3 -3,476 0 -1,843 3,476 0.54 -0.059 241
NZ -1 1 -724 -724 -275 724 0.38 -0.146 105
SG -1 3 -7,836 -7,836 -6,410 7,836 0.94 -0.015 -123
TH -1 1 -5,946 0 -1,257 5,946 0.21 0.313 -1,861
1 3 12,767 0 12,427 12,767 0.91 0.194 2,525
TW -1 1 -11,054 0 -10,284 11,054 0.93 -0.015 161
1 1 1,045 0 507 1,045 0.49 0.007 7