trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -422,617 3,751,266 -901,639 -31,221 211 49,723,157 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,086,942 2,086,942 -2,396,067 44,587
1 1,664,324 1,664,324 1,494,428 -75,808

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 11,594 -42,210 6,718 116,111 0.62 0.085 -91
CN 54 115,905 -929,281 -35,304 2,291,627 1.14 0.094 2,510
HK 22 -631,106 -742,475 -913,369 883,800 1.06 0.104 -69,188
ID 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP 82 5,532 -120,592 16,255 355,903 0.67 0.072 19,747
KR 2 -8 0 -1,814 4,547 0.48 0.178 205
NZ 2 -2,222 -2,222 -1,163 2,222 0.43 0.065 149
SG 2 12,254 -622 2,775 13,497 0.45 0.049 451
TH 5 3,777 0 960 17,055 0.35 0.197 885
TW 2 -2,423 -2,423 -109 2,423 0.20 0.165 461

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -52,259 -42,210 -27,142 52,259 0.73 -0.108 4,115
1 13 63,852 0 33,860 63,852 0.48 -0.041 -4,207
CN -1 27 -1,087,861 -929,281 -1,278,974 1,087,861 1.22 -0.053 110,835
1 27 1,203,766 0 1,243,670 1,203,766 1.05 -0.053 -108,325
HK -1 15 -757,453 -742,475 -972,208 757,453 1.00 0.018 -79,872
1 7 126,347 0 58,839 126,347 1.20 0.185 10,685
ID 1 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP -1 43 -175,186 -120,592 -111,324 175,186 0.62 -0.052 10,457
1 39 180,718 0 127,579 180,718 0.74 0.044 9,290
KR -1 1 -2,278 0 -2,009 2,278 0.88 0.132 -301
1 1 2,269 0 195 2,269 0.09 0.223 506
NZ -1 2 -2,222 -2,222 -1,163 2,222 0.43 -0.065 149
SG -1 1 -622 -622 -406 622 0.65 -0.067 42
1 1 12,875 0 3,181 12,875 0.25 0.032 409
TH -1 3 -6,639 0 -2,731 6,639 0.30 0.200 -1,298
1 2 10,416 0 3,691 10,416 0.42 0.191 2,183
TW -1 2 -2,423 -2,423 -109 2,423 0.20 -0.140 461