trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -8,773 332,670 -15,476 -7,585 54 42,024,881 0.008

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -170,721 170,721 -135,061 -11,990
1 161,948 161,948 119,585 4,406

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
HK 14 -39,238 0 -51,850 124,217 1.24 0.114 -1,989
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
HK -1 11 -81,727 0 -91,832 81,727 1.21 0.085 -8,438
1 3 42,490 0 39,982 42,490 1.32 0.148 6,449
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