trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,193,724 2,006,821 -1,487,577 18,251 67 54,565,397 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,600,272 1,600,272 -1,753,584 895
1 406,549 406,549 266,007 17,355

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 28,257 -1,545 37,728 132,733 0.74 0.061 -4,942
CN 9 -636,923 -689,218 -651,721 849,698 0.92 0.055 63,358
HK 18 -587,265 -685,950 -872,230 948,671 1.21 0.113 -39,512
ID 1 -2,535 0 -2,716 2,535 1.07 0.113 -286
MY 3 -11,166 0 -4,543 11,166 0.46 0.056 -573
NZ 2 5,563 0 1,481 5,563 0.28 0.116 -638
SG 2 -11,313 -23,055 -13,135 34,797 0.57 0.052 -1,436
TW 2 21,659 0 17,559 21,659 0.86 0.105 2,279

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -52,238 -1,545 -18,473 52,238 0.58 -0.000 -2,276
1 19 80,495 0 56,201 80,495 0.83 -0.047 -2,666
CN -1 6 -743,310 -689,218 -744,982 743,310 0.97 -0.045 63,169
1 3 106,387 0 93,261 106,387 0.83 -0.003 189
HK -1 13 -767,968 -685,950 -965,373 767,968 1.23 0.084 -58,721
1 5 180,703 0 93,143 180,703 1.16 0.152 19,209
ID -1 1 -2,535 0 -2,716 2,535 1.07 0.113 -286
MY -1 3 -11,166 0 -4,543 11,166 0.46 0.015 -573
NZ 1 2 5,563 0 1,481 5,563 0.28 -0.116 -638
SG -1 1 -23,055 -23,055 -17,496 23,055 0.76 0.018 -417
1 1 11,742 0 4,361 11,742 0.37 -0.087 -1,019
TW 1 2 21,659 0 17,559 21,659 0.86 0.105 2,279