trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -264,853 2,452,267 -322,271 87,861 170 47,492,246 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,358,560 1,358,560 -1,393,018 107,276
1 1,093,707 1,093,707 1,070,747 -19,415

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 54 -394,761 -922,636 -318,114 1,778,572 1.14 0.090 56,862
HK 12 -8,093 -57,861 -95,218 116,487 1.25 0.079 -1,369
ID 11 45,588 0 17,685 45,588 0.43 0.220 9,710
JP 79 9,249 -83,001 24,922 413,656 0.63 0.072 15,398
KR 3 10,597 0 9,689 13,632 0.98 0.180 2,238
SG 4 44,207 0 18,696 44,207 0.54 0.052 429
TH 4 255 0 140 12,020 0.36 0.193 -103
TW 3 28,106 0 19,928 28,106 0.68 0.174 4,697

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1 34 -1,086,667 -922,636 -1,162,092 1,086,667 1.08 -0.031 100,367
1 20 691,905 0 843,979 691,905 1.24 -0.088 -43,505
HK -1 10 -62,290 -57,861 -96,309 62,290 1.29 0.035 -1,578
1 2 54,197 0 1,091 54,197 0.93 0.178 209
ID 1 11 45,588 0 17,685 45,588 0.43 0.220 9,710
JP -1 38 -202,204 -83,001 -130,202 202,204 0.57 -0.043 9,862
1 41 211,452 0 155,124 211,452 0.68 0.006 5,535
KR -1 1 -1,517 0 -1,339 1,517 0.88 0.144 -218
1 2 12,114 0 11,027 12,114 1.03 0.199 2,456
SG 1 4 44,207 0 18,696 44,207 0.54 0.001 429
TH -1 3 -5,882 0 -3,076 5,882 0.30 0.200 -1,157
1 1 6,137 0 3,216 6,137 0.52 0.172 1,053
TW 1 3 28,106 0 19,928 28,106 0.68 0.174 4,697