trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,041,838 5,255,747 -925,619 101,092 241 53,992,433 0.097

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,148,793 3,148,793 -3,299,104 153,881
1 2,106,954 2,106,954 2,373,485 -52,789

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 -28,584 -58,223 -22,648 87,863 0.87 0.088 8,607
CN 68 -490,208 -1,572,150 -230,036 3,350,652 1.23 0.107 79,431
HK 22 -513,029 -723,484 -704,631 965,200 1.30 0.137 -26,687
ID 3 3,827 0 1,067 3,827 0.33 0.132 535
JP 113 -54,689 -298,342 -13,649 775,725 0.80 0.070 28,811
NZ 1 -875 -875 -235 875 0.27 0.061 53
SG 3 -4,452 -5,788 -3,139 7,125 0.78 0.108 272
TH 5 -3,125 0 999 15,185 0.54 0.188 -1,330
TW 4 49,297 0 46,652 49,297 0.96 0.189 11,401

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -58,223 -58,223 -33,807 58,223 0.90 -0.095 7,149
1 5 29,639 0 11,159 29,639 0.77 -0.003 1,458
CN -1 38 -1,920,430 -1,572,150 -2,014,745 1,920,430 1.26 -0.094 195,349
1 30 1,430,222 0 1,784,709 1,430,222 1.20 -0.020 -115,918
HK -1 10 -739,115 -723,484 -923,943 739,115 1.14 0.025 -60,232
1 12 226,086 0 219,312 226,086 1.45 0.173 33,545
ID 1 3 3,827 0 1,067 3,827 0.33 0.132 535
JP -1 63 -415,207 -298,342 -320,935 415,207 0.81 -0.042 13,442
1 50 360,518 0 307,286 360,518 0.79 0.043 15,369
NZ -1 1 -875 -875 -235 875 0.27 -0.061 53
SG -1 2 -5,788 -5,788 -4,100 5,788 0.81 -0.073 512
1 1 1,336 0 961 1,336 0.72 -0.179 -240
TH -1 2 -9,155 0 -1,339 9,155 0.21 0.233 -2,392
1 3 6,030 0 2,338 6,030 0.76 0.158 1,062
TW 1 4 49,297 0 46,652 49,297 0.96 0.189 11,401