trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,159,634 3,078,058 -1,445,150 -15,877 152 54,671,309 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,118,846 2,118,846 -2,407,334 1,313
1 959,212 959,212 962,184 -17,189

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -6,446 -36,870 -25,178 119,964 0.78 0.083 2,212
CN 76 -686,883 -1,018,262 -710,192 1,856,803 1.18 0.103 28,676
HK 25 -442,462 -717,295 -693,186 1,044,129 1.25 0.136 -46,445
ID 1 -1,037 0 -691 1,037 0.67 0.182 -188
MY 3 -9,596 0 -5,568 9,596 0.55 0.105 499
NZ 1 1,012 0 385 1,012 0.38 0.127 -129
SG 4 -1,879 -12,554 -5,336 23,229 0.39 0.084 1,687
TH 6 -17,316 0 -10,060 17,316 0.68 0.178 -3,154
TW 1 4,973 0 4,677 4,973 0.94 0.194 966

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -63,205 -36,870 -52,524 63,205 0.89 -0.072 2,958
1 19 56,759 0 27,346 56,759 0.69 -0.026 -746
CN -1 45 -1,271,843 -1,018,262 -1,388,469 1,271,843 1.19 -0.038 79,914
1 31 584,960 0 678,277 584,960 1.16 -0.011 -51,238
HK -1 11 -743,296 -717,295 -942,255 743,296 1.32 0.047 -80,582
1 14 300,833 0 249,069 300,833 1.18 0.161 34,136
ID -1 1 -1,037 0 -691 1,037 0.67 0.182 -188
MY -1 3 -9,596 0 -5,568 9,596 0.55 0.034 499
NZ 1 1 1,012 0 385 1,012 0.38 -0.127 -129
SG -1 1 -12,554 -12,554 -7,766 12,554 0.62 -0.149 1,864
1 3 10,675 0 2,430 10,675 0.27 -0.034 -178
TH -1 6 -17,316 0 -10,060 17,316 0.68 0.178 -3,154
TW 1 1 4,973 0 4,677 4,973 0.94 0.194 966