trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -820,471 3,866,619 -1,165,710 -34,441 242 49,808,223 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,343,545 2,343,545 -2,504,422 -4,806
1 1,523,074 1,523,074 1,338,712 -29,634

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 6,686 -26,063 -25,392 90,459 0.65 0.081 1,597
CN 77 -178,852 -969,438 -62,695 2,066,386 1.11 0.081 -15,593
HK 26 -700,980 -744,047 -1,056,481 1,012,786 1.12 0.103 -73,893
ID 12 143,967 0 49,175 143,967 0.39 0.199 28,934
JP 92 -122,471 -175,895 -80,268 505,657 0.64 0.069 23,084
KR 2 -5,019 0 -4,624 5,514 0.48 0.175 -601
NZ 1 2,709 0 1,584 2,709 0.58 0.067 -182
SG 4 22,809 0 9,519 22,809 0.54 0.071 -109
TH 4 7,570 0 1,733 13,223 0.18 0.206 2,419
TW 1 3,109 0 1,739 3,109 0.56 0.031 -96

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -41,887 -26,063 -40,000 41,887 0.78 -0.079 2,497
1 14 48,572 0 14,608 48,572 0.56 -0.064 -900
CN -1 59 -1,122,619 -969,438 -1,113,101 1,122,619 1.13 -0.028 71,977
1 18 943,767 0 1,050,406 943,767 1.01 -0.081 -87,570
HK -1 15 -856,883 -744,047 -1,140,223 856,883 1.20 0.034 -89,146
1 11 155,903 0 83,742 155,903 1.00 0.159 15,253
ID 1 12 143,967 0 49,175 143,967 0.39 0.199 28,934
JP -1 52 -314,064 -175,895 -205,926 314,064 0.64 -0.041 10,861
1 40 191,593 0 125,657 191,593 0.65 0.039 12,223
KR -1 1 -5,266 0 -4,646 5,266 0.88 0.125 -657
1 1 248 0 21 248 0.09 0.225 56
NZ 1 1 2,709 0 1,584 2,709 0.58 -0.067 -182
SG 1 4 22,809 0 9,519 22,809 0.54 -0.020 -109
TH -1 2 -2,826 0 -527 2,826 0.18 0.134 -339
1 2 10,397 0 2,261 10,397 0.17 0.279 2,758
TW 1 1 3,109 0 1,739 3,109 0.56 -0.031 -96