trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -383,878 2,021,400 -179,882 81,325 195 41,985,779 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,202,639 1,202,639 -968,701 77,641
1 818,761 818,761 788,819 3,684

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 49 -412,837 -629,581 -128,356 1,227,250 1.13 0.093 39,162
HK 16 -19,751 -20,189 -23,147 103,419 1.36 0.121 3,487
ID 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP 92 39,065 -158,379 10,505 512,680 0.70 0.072 27,082
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 29 -820,043 -629,581 -638,815 820,043 1.15 -0.060 74,442
1 20 407,206 0 510,459 407,206 1.10 -0.056 -35,280
HK -1 10 -61,585 -20,189 -80,454 61,585 1.29 0.019 -6,837
1 6 41,834 0 57,307 41,834 1.48 0.221 10,324
ID 1 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP -1 47 -236,808 -158,379 -178,782 236,808 0.67 -0.024 6,957
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