trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -182,696 2,771,886 -113,382 98,342 228 41,929,695 0.066

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,477,291 1,477,291 -1,449,866 116,369
1 1,294,595 1,294,595 1,336,484 -18,027

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 58 -161,491 -557,932 -198,462 1,649,627 1.27 0.109 27,957
HK 18 37,628 -46,911 107,778 162,132 1.34 0.138 22,028
ID 3 3,827 0 1,067 3,827 0.33 0.132 535
JP 114 -74,921 -318,574 -45,394 795,957 0.81 0.069 28,819
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 32 -905,559 -557,932 -995,131 905,559 1.31 -0.097 96,574
1 26 744,068 0 796,669 744,068 1.23 -0.018 -68,617
HK -1 8 -62,252 -46,911 -62,574 62,252 1.10 0.002 1,023
1 10 99,880 0 170,351 99,880 1.53 0.172 21,005
ID 1 3 3,827 0 1,067 3,827 0.33 0.132 535
JP -1 64 -435,439 -318,574 -352,681 435,439 0.82 -0.041 13,450
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