trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,341,886 4,048,711 -1,650,185 107,754 220 54,475,952 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,695,299 2,695,299 -3,043,898 70,568
1 1,353,413 1,353,413 1,393,713 37,186

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -4,050 -25,436 -9,067 67,125 0.81 0.091 4,366
CN 71 -799,159 -1,308,397 -833,117 2,187,204 1.19 0.103 101,496
HK 13 -540,539 -719,196 -819,046 924,873 0.96 0.107 -27,165
JP 98 101,512 -131,754 127,798 769,859 0.73 0.080 26,337
MY 1 -26,137 0 -15,926 26,137 0.61 0.102 2,672
TH 2 -5,250 0 -1,574 5,250 0.33 0.242 -1,364
TW 4 -68,263 -15,375 -99,252 68,263 1.03 0.094 1,410

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -35,588 -25,436 -30,096 35,588 0.93 -0.126 3,371
1 18 31,538 0 21,030 31,538 0.73 0.017 995
CN -1 41 -1,493,182 -1,308,397 -1,757,916 1,493,182 1.20 -0.051 114,812
1 30 694,023 0 924,799 694,023 1.19 -0.031 -13,316
HK -1 7 -732,706 -719,196 -926,925 732,706 0.96 0.060 -43,319
1 6 192,167 0 107,879 192,167 0.97 0.106 16,154
JP -1 38 -334,174 -131,754 -212,208 334,174 0.65 -0.002 -7,015
1 60 435,686 0 340,006 435,686 0.78 0.069 33,353
MY -1 1 -26,137 0 -15,926 26,137 0.61 -0.102 2,672
TH -1 2 -5,250 0 -1,574 5,250 0.33 0.242 -1,364
TW -1 4 -68,263 -15,375 -99,252 68,263 1.03 -0.088 1,410