trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -106,454 1,525,307 -229,950 74,930 161 41,558,479 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -815,880 815,880 -850,008 61,161
1 709,426 709,426 620,057 13,769

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 45 -175,378 -372,194 -212,364 896,667 1.18 0.095 43,700
HK 11 -61,113 -57,861 -95,218 63,467 1.25 0.079 -1,369
ID 11 45,588 0 17,685 45,588 0.43 0.220 9,710
JP 80 1,284 -90,966 11,493 421,621 0.64 0.072 15,629
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 29 -536,022 -372,194 -605,653 536,022 1.10 -0.032 54,021
1 16 360,644 0 393,289 360,644 1.31 -0.098 -10,322
HK -1 10 -62,290 -57,861 -96,309 62,290 1.29 0.035 -1,578
1 1 1,177 0 1,091 1,177 0.93 0.178 209
ID 1 11 45,588 0 17,685 45,588 0.43 0.220 9,710
JP -1 39 -210,168 -90,966 -143,632 210,168 0.60 -0.042 10,093
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