trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,138,566 3,869,576 -1,359,265 -42,528 244 50,022,968 0.077

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,504,071 2,504,071 -2,848,701 16,674
1 1,365,505 1,365,505 1,489,436 -59,201

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 24,952 -1,991 12,712 93,039 0.62 0.076 -3,588
CN 83 -580,277 -1,182,728 -438,948 2,116,684 1.19 0.081 23,297
HK 24 -605,782 -683,268 -942,204 1,025,182 1.24 0.126 -76,161
JP 103 21,720 -104,585 8,542 623,191 0.68 0.069 14,104
KR 1 1,648 0 142 1,648 0.09 0.247 407
TW 2 -827 0 491 9,832 0.71 0.173 -587

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -34,043 -1,991 -15,492 34,043 0.66 -0.034 57
1 18 58,995 0 28,204 58,995 0.60 -0.083 -3,645
CN -1 62 -1,348,480 -1,182,728 -1,518,995 1,348,480 1.22 -0.028 109,703
1 21 768,204 0 1,080,048 768,204 1.10 -0.057 -86,406
HK -1 11 -815,482 -683,268 -1,104,384 815,482 1.29 0.019 -97,932
1 13 209,700 0 162,180 209,700 1.19 0.160 21,771
JP -1 45 -300,735 -104,585 -206,654 300,735 0.65 -0.057 6,008
1 58 322,456 0 215,196 322,456 0.70 0.020 8,096
KR 1 1 1,648 0 142 1,648 0.09 0.247 407
TW -1 1 -5,330 0 -3,176 5,330 0.60 0.218 -1,163
1 1 4,502 0 3,667 4,502 0.81 0.128 576