trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 464,090 3,382,740 421,374 -17,889 229 46,890,280 0.072

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,459,325 1,459,325 -1,429,958 84,871
1 1,923,415 1,923,415 1,851,332 -102,760

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 266,434 -40,706 343,945 362,745 0.65 0.104 -47,126
CN 58 -44,881 -989,568 -67,548 1,957,078 1.13 0.075 -17,998
HK 22 -69,809 -99,080 -98,482 188,050 1.03 0.066 -775
ID 9 30,001 0 12,011 30,001 0.42 0.219 6,574
JP 87 31,078 -142,418 61,189 458,852 0.64 0.074 30,321
KR 4 30,175 0 29,268 30,175 0.87 0.180 6,018
MY 1 -138 0 3 138 -0.02 0.060 -8
NZ 4 105,734 -50,994 82,078 207,721 0.30 0.059 -5,982
SG 4 60,155 0 22,589 60,155 0.54 0.058 1,511
TH 6 4,929 0 2,375 37,415 0.51 0.203 184
TW 3 50,411 0 33,945 50,411 0.68 0.183 9,393

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -48,156 -40,706 -22,863 48,156 0.64 -0.116 5,730
1 14 314,590 0 366,808 314,590 0.66 -0.063 -52,856
CN -1 29 -1,000,980 -989,568 -1,159,546 1,000,980 1.17 -0.022 65,800
1 29 956,098 0 1,091,998 956,098 1.09 -0.043 -83,799
HK -1 19 -128,929 -99,080 -108,410 128,929 1.01 0.011 -1,646
1 3 59,121 0 9,927 59,121 1.23 0.096 870
ID 1 9 30,001 0 12,011 30,001 0.42 0.219 6,574
JP -1 45 -213,887 -142,418 -121,355 213,887 0.61 -0.063 15,377
1 42 244,965 0 182,544 244,965 0.67 0.037 14,944
KR 1 4 30,175 0 29,268 30,175 0.87 0.180 6,018
MY -1 1 -138 0 3 138 -0.02 0.060 -8
NZ -1 3 -50,994 -50,994 -9,575 50,994 0.20 -0.059 3,310
1 1 156,727 0 91,654 156,727 0.58 -0.059 -9,291
SG 1 4 60,155 0 22,589 60,155 0.54 0.009 1,511
TH -1 4 -16,243 0 -8,211 16,243 0.55 0.207 -3,691
1 2 21,172 0 10,586 21,172 0.42 0.196 3,875
TW 1 3 50,411 0 33,945 50,411 0.68 0.183 9,393