trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -398,748 2,093,602 -234,515 81,792 181 41,952,816 0.050

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,246,175 1,246,175 -1,305,075 107,283
1 847,427 847,427 1,070,560 -25,491

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 462 -28,634 -9,797 57,731 0.92 0.091 5,276
CN 56 -424,261 -398,678 -325,306 1,292,928 1.31 0.123 43,659
HK 19 -28,195 -54,756 42,164 236,229 1.27 0.126 16,917
JP 73 65,478 -115,373 55,081 458,670 0.74 0.085 15,076
SG 3 -12,909 -12,909 -9,117 12,909 0.72 0.094 974
TH 3 -17,230 0 -10,266 17,230 0.72 0.189 -3,406
TW 3 17,906 0 22,726 17,906 1.24 0.190 3,296

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -28,634 -28,634 -23,294 28,634 1.08 -0.130 4,244
1 11 29,096 0 13,497 29,096 0.73 0.006 1,032
CN -1 26 -858,594 -398,678 -990,875 858,594 1.37 -0.101 100,280
1 30 434,333 0 665,570 434,333 1.25 -0.023 -56,621
HK -1 11 -132,212 -54,756 -128,995 132,212 0.95 0.008 -4,461
1 8 104,017 0 171,159 104,017 1.71 0.193 21,378
JP -1 40 -196,596 -115,373 -142,528 196,596 0.74 -0.052 9,651
1 33 262,074 0 197,609 262,074 0.74 0.013 5,425
SG -1 3 -12,909 -12,909 -9,117 12,909 0.72 -0.094 974
TH -1 3 -17,230 0 -10,266 17,230 0.72 0.189 -3,406
TW 1 3 17,906 0 22,726 17,906 1.24 0.190 3,296