trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 18,359 1,399,318 -1,012 417 141 42,202,070 0.033

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -690,480 690,480 -796,807 30,060
1 708,838 708,838 795,795 -29,643

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 68 -60,419 -283,477 -83,347 1,013,111 1.21 0.109 -17,076
HK 22 109,066 -24,302 124,107 209,080 1.24 0.138 15,601
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 40 -536,765 -283,477 -657,558 536,765 1.22 -0.040 32,320
1 28 476,346 0 574,211 476,346 1.19 -0.009 -49,396
HK -1 9 -50,007 -24,302 -62,639 50,007 1.33 0.033 -4,240
1 13 159,073 0 186,746 159,073 1.18 0.161 19,840
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