trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 74,072 1,276,863 -15,606 31,778 185 41,780,278 0.031

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -601,395 601,395 -625,481 14,848
1 675,468 675,468 609,876 16,930

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 60 101,869 -215,063 37,337 633,268 1.18 0.084 4,448
HK 17 -3,332 -17,549 -13,299 165,149 1.26 0.134 2,363
ID 4 13,958 0 3,934 13,958 0.30 0.158 2,273
JP 69 -14,086 -107,897 -23,157 380,542 0.69 0.077 15,122
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 38 -265,700 -215,063 -311,594 265,700 1.19 -0.030 14,861
1 22 367,569 0 348,931 367,569 1.16 -0.012 -10,413
HK -1 9 -84,240 -17,549 -124,147 84,240 1.16 0.042 -13,703
1 8 80,908 0 110,848 80,908 1.38 0.203 16,066
ID 1 4 13,958 0 3,934 13,958 0.30 0.158 2,273
JP -1 31 -197,314 -107,897 -155,495 197,314 0.65 -0.067 8,978
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