trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -160,141 1,944,054 -348,054 52,779 194 42,065,855 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,052,098 1,052,098 -1,232,283 83,535
1 891,957 891,957 884,229 -30,756

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 54,724 -444 45,603 73,668 0.73 0.068 -1,872
CN 64 -267,130 -452,362 -413,410 1,308,650 1.35 0.121 50,005
HK 12 13,552 -1,569 14,916 28,328 1.10 0.078 -1,606
ID 1 570 0 209 570 0.37 0.245 139
JP 78 -1,412 -116,254 -33,549 454,271 0.78 0.075 -2,217
NZ 1 7,415 0 3,175 7,415 0.43 0.143 -1,059
SG 2 -7,469 -7,469 -5,611 7,469 0.74 0.101 274
TH 6 1,533 0 633 25,607 0.59 0.193 -11
TW 4 38,076 0 39,979 38,076 0.77 0.252 9,125

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 3 -9,472 -444 -1,917 9,472 0.59 0.034 -999
1 23 64,196 0 47,520 64,196 0.75 -0.023 -874
CN -1 41 -787,890 -452,362 -1,002,180 787,890 1.41 -0.109 85,862
1 23 520,760 0 588,771 520,760 1.24 -0.034 -35,857
HK -1 4 -7,388 -1,569 -5,623 7,388 0.89 0.035 -323
1 8 20,940 0 20,540 20,940 1.21 -0.019 -1,283
ID 1 1 570 0 209 570 0.37 0.245 139
JP -1 36 -227,841 -116,254 -211,065 227,841 0.94 -0.004 1,259
1 42 226,429 0 177,516 226,429 0.64 -0.020 -3,475
NZ 1 1 7,415 0 3,175 7,415 0.43 -0.143 -1,059
SG -1 2 -7,469 -7,469 -5,611 7,469 0.74 -0.099 274
TH -1 2 -12,037 0 -5,885 12,037 0.54 0.212 -2,538
1 4 13,570 0 6,519 13,570 0.62 0.183 2,528
TW 1 4 38,076 0 39,979 38,076 0.77 0.100 9,125