trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -967,476 3,724,771 -884,488 12,154 215 50,231,477 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,346,123 2,346,123 -2,428,530 41,458
1 1,378,647 1,378,647 1,544,042 -29,305

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 10,874 -8,229 17,462 52,901 0.71 0.089 871
CN 73 -434,610 -920,545 -70,115 2,292,373 1.21 0.093 46,030
HK 18 -506,523 -651,146 -774,021 898,809 1.36 0.155 -60,977
ID 3 5,327 0 1,472 5,327 0.28 0.157 835
JP 89 -52,793 -227,759 -62,733 465,112 0.65 0.072 23,591
NZ 1 785 0 336 785 0.43 0.116 -91
SG 2 1,110 0 728 1,110 0.55 0.112 -163
TH 2 8,355 0 2,383 8,355 0.31 0.240 2,058

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -21,013 -8,229 -3,038 21,013 0.43 -0.080 1,546
1 19 31,887 0 20,500 31,887 0.83 -0.076 -675
CN -1 35 -1,363,491 -920,545 -1,347,062 1,363,491 1.04 -0.015 108,681
1 38 928,882 0 1,276,946 928,882 1.37 -0.019 -62,651
HK -1 8 -702,666 -651,146 -911,634 702,666 1.38 0.126 -84,638
1 10 196,143 0 137,613 196,143 1.34 0.181 23,661
ID 1 3 5,327 0 1,472 5,327 0.28 0.157 835
JP -1 51 -258,953 -227,759 -166,796 258,953 0.69 -0.067 15,869
1 38 206,160 0 104,064 206,160 0.61 0.018 7,722
NZ 1 1 785 0 336 785 0.43 -0.116 -91
SG 1 2 1,110 0 728 1,110 0.55 -0.112 -163
TH 1 2 8,355 0 2,383 8,355 0.31 0.240 2,058