trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 233,665 1,734,955 -163,460 31,858 200 41,597,542 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -750,645 750,645 -799,001 54,549
1 984,310 984,310 635,541 -22,691

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 46 238,926 -240,032 -121,576 1,037,835 1.18 0.100 -2,892
HK 18 -90,081 -87,100 -75,827 113,518 1.05 0.099 -883
ID 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP 83 -2,231 -128,355 3,163 363,667 0.69 0.071 19,924
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 23 -399,455 -240,032 -550,978 399,455 1.30 -0.061 44,019
1 23 638,381 0 429,402 638,381 1.07 -0.053 -46,910
HK -1 13 -101,799 -87,100 -90,046 101,799 0.96 0.000 -3,270
1 5 11,719 0 14,220 11,719 1.29 0.195 2,387
ID 1 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP -1 44 -182,949 -128,355 -124,415 182,949 0.64 -0.051 10,633
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