trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -191,685 2,100,072 46,605 15,567 213 42,028,923 0.050

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,145,878 1,145,878 -1,053,850 50,953
1.0000 954,194 954,194 1,100,455 -35,386

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 18,075 -12,870 15,763 70,203 0.71 0.071 -282
CN 57 -278,656 -336,660 74,471 1,129,266 1.34 0.116 -16,484
HK 13 11,373 -23,616 15,188 89,786 1.13 0.124 7,564
ID 1 1,621 0 416 1,621 0.26 0.143 232
JP 113 19,033 -155,455 -70,467 767,196 0.82 0.067 19,569
MY 1 -367 0 -214 367 0.58 0.136 -50
NZ 1 1,910 0 818 1,910 0.43 0.094 -180
SG 1 -1,149 -1,149 -826 1,149 0.72 0.171 196
TH 2 -112 0 -548 1,986 0.32 0.228 120
TW 2 36,588 0 12,004 36,588 0.62 0.109 4,881

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -26,064 -12,870 -11,218 26,064 0.59 -0.080 1,481
1.0000 14 44,139 0 26,981 44,139 0.78 -0.032 -1,762
CN -1.0000 35 -703,961 -336,660 -632,215 703,961 1.20 -0.062 49,533
1.0000 22 425,305 0 706,686 425,305 1.57 -0.098 -66,018
HK -1.0000 7 -39,206 -23,616 -40,203 39,206 1.07 0.028 -1,371
1.0000 6 50,579 0 55,390 50,579 1.20 0.140 8,935
ID 1.0000 1 1,621 0 416 1,621 0.26 0.143 232
JP -1.0000 66 -374,081 -155,455 -368,569 374,081 0.89 -0.020 1,325
1.0000 47 393,115 0 298,102 393,115 0.72 0.007 18,244
MY -1.0000 1 -367 0 -214 367 0.58 0.136 -50
NZ 1.0000 1 1,910 0 818 1,910 0.43 -0.094 -180
SG -1.0000 1 -1,149 -1,149 -826 1,149 0.72 -0.171 196
TH -1.0000 1 -1,049 0 -605 1,049 0.58 0.154 -162
1.0000 1 937 0 57 937 0.06 0.301 282
TW 1.0000 2 36,588 0 12,004 36,588 0.62 0.109 4,881