trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 3,096 1,139,503 17,315 8,171 177 41,357,173 0.028

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -568,204 568,204 -553,819 18,277
1 571,300 571,300 571,134 -10,107

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -4,757 -13,059 -2,243 36,945 0.56 0.094 2,411
CN 45 61,115 -154,902 41,056 589,768 1.36 0.081 -14,597
HK 10 -6,104 -8,137 -7,016 16,735 1.33 0.086 1,330
JP 82 446 -107,906 -8,437 363,689 0.68 0.073 9,501
KR 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ 3 -76,367 -76,367 -14,961 76,367 0.20 0.075 6,009
SG 5 14,633 0 7,094 14,633 0.49 0.055 478
TH 9 4,086 0 -3,060 31,323 0.41 0.199 1,117
TW 1 4,602 0 3,560 4,602 0.77 0.151 695

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -20,851 -13,059 -9,502 20,851 0.58 -0.126 2,340
1 10 16,094 0 7,259 16,094 0.55 -0.035 70
CN -1 30 -264,326 -154,902 -375,883 264,326 1.33 -0.005 4,576
1 15 325,441 0 416,939 325,441 1.41 -0.055 -19,173
HK -1 8 -11,419 -8,137 -15,812 11,419 1.31 -0.042 337
1 2 5,316 0 8,797 5,316 1.39 0.186 993
JP -1 43 -181,621 -107,906 -128,939 181,621 0.67 -0.043 7,866
1 39 182,068 0 120,502 182,068 0.68 0.020 1,635
KR 1 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ -1 3 -76,367 -76,367 -14,961 76,367 0.20 -0.075 6,009
SG 1 5 14,633 0 7,094 14,633 0.49 0.023 478
TH -1 5 -13,619 0 -8,721 13,619 0.51 0.180 -2,850
1 4 17,704 0 5,662 17,704 0.28 0.222 3,967
TW 1 1 4,602 0 3,560 4,602 0.77 0.151 695