trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,150,530 4,043,809 -1,076,163 36,762 206 50,108,974 0.081

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,597,169 2,597,169 -2,636,787 81,112
1 1,446,639 1,446,639 1,560,624 -44,350

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -14,756 -39,121 -20,896 90,306 0.69 0.082 4,571
CN 57 -616,046 -1,342,643 -158,026 2,448,324 1.10 0.089 60,283
HK 20 -599,601 -718,684 -917,424 921,160 1.33 0.122 -62,063
ID 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP 91 55,472 -141,971 38,172 496,273 0.69 0.072 26,948
NZ 2 -6,085 -6,085 -3,044 6,085 0.43 0.064 400
SG 2 11,269 0 5,788 11,269 0.54 0.067 -309
TW 1 -25,588 0 -36,561 25,588 1.43 0.081 -2,070

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -52,531 -39,121 -31,045 52,531 0.83 -0.081 4,749
1 11 37,775 0 10,149 37,775 0.52 -0.049 -178
CN -1 33 -1,532,185 -1,342,643 -1,393,846 1,532,185 1.11 -0.054 151,955
1 24 916,139 0 1,235,820 916,139 1.08 -0.057 -91,672
HK -1 12 -760,380 -718,684 -1,021,175 760,380 1.30 0.036 -80,745
1 8 160,780 0 103,751 160,780 1.37 0.208 18,682
ID 1 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP -1 46 -220,400 -141,971 -151,116 220,400 0.64 -0.025 6,823
1 45 275,872 0 189,287 275,872 0.74 0.061 20,125
NZ -1 2 -6,085 -6,085 -3,044 6,085 0.43 -0.064 400
SG 1 2 11,269 0 5,788 11,269 0.54 -0.033 -309
TW -1 1 -25,588 0 -36,561 25,588 1.43 0.081 -2,070