trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -650,805 3,233,599 -830,492 -24,686 198 49,948,857 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,942,202 1,942,202 -2,194,759 -4,925
1 1,291,397 1,291,397 1,364,268 -19,761

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -35,950 -49,381 -26,976 63,657 0.67 0.075 5,619
CN 70 -113,623 -929,826 -30,940 1,848,606 1.15 0.083 22,841
HK 21 -527,014 -656,963 -782,340 920,844 1.24 0.136 -72,016
ID 4 13,958 0 3,934 13,958 0.30 0.158 2,273
JP 68 211 -93,600 -725 366,246 0.67 0.077 14,644
KR 1 1,482 0 107 1,482 0.07 0.234 346
NZ 1 478 0 205 478 0.43 0.130 -62
SG 2 -882 -2,380 -556 3,878 0.70 0.152 76
TH 5 2,541 0 749 6,456 0.47 0.199 433
TW 2 7,994 0 6,051 7,994 0.73 0.148 1,159

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -49,804 -49,381 -31,308 49,804 0.73 -0.083 4,823
1 6 13,853 0 4,332 13,853 0.46 0.035 797
CN -1 45 -981,114 -929,826 -1,089,283 981,114 1.16 -0.031 79,352
1 25 867,492 0 1,058,342 867,492 1.14 -0.018 -56,511
HK -1 11 -723,929 -656,963 -938,169 723,929 1.18 0.060 -97,488
1 10 196,915 0 155,829 196,915 1.30 0.197 25,472
ID 1 4 13,958 0 3,934 13,958 0.30 0.158 2,273
JP -1 30 -183,017 -93,600 -133,063 183,017 0.62 -0.068 8,499
1 38 183,228 0 132,338 183,228 0.72 0.014 6,145
KR 1 1 1,482 0 107 1,482 0.07 0.234 346
NZ 1 1 478 0 205 478 0.43 -0.130 -62
SG -1 1 -2,380 -2,380 -1,633 2,380 0.69 -0.137 326
1 1 1,498 0 1,077 1,498 0.72 -0.167 -250
TH -1 3 -1,958 0 -1,303 1,958 0.58 0.174 -437
1 2 4,499 0 2,052 4,499 0.31 0.236 870
TW 1 2 7,994 0 6,051 7,994 0.73 0.148 1,159