trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 80,997 3,087,845 -125,959 24,439 216 46,771,527 0.066

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,503,424 1,503,424 -1,479,678 117,728
1 1,584,421 1,584,421 1,353,719 -93,290

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -48,801 -52,081 -27,082 65,901 0.66 0.106 7,821
CN 67 139,863 -992,164 2,385 2,306,518 1.18 0.075 -22,051
HK 12 -18,338 -70,112 -130,557 123,238 1.37 0.098 6,993
ID 1 -7,067 0 2,239 7,067 -0.32 0.092 -649
JP 89 -50,331 -113,923 -9,949 437,828 0.68 0.067 18,064
KR 2 3,027 0 518 3,027 0.52 0.208 682
NZ 3 -30,180 -30,180 -6,229 30,180 0.20 0.071 2,250
SG 8 43,988 0 18,605 43,988 0.53 0.063 2,682
TH 6 13,143 0 673 34,405 0.33 0.212 2,344
TW 3 35,693 0 23,437 35,693 0.71 0.172 6,302

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -57,351 -52,081 -32,333 57,351 0.64 -0.119 7,568
1 6 8,550 0 5,251 8,550 0.72 -0.037 254
CN -1 42 -1,083,327 -992,164 -1,145,965 1,083,327 1.13 -0.014 94,451
1 25 1,223,191 0 1,148,350 1,223,191 1.26 -0.076 -116,502
HK -1 10 -70,788 -70,112 -132,447 70,788 1.43 -0.068 6,629
1 2 52,450 0 1,891 52,450 0.74 0.142 363
ID -1 1 -7,067 0 2,239 7,067 -0.32 0.092 -649
JP -1 46 -244,079 -113,923 -157,834 244,079 0.64 -0.037 9,888
1 43 193,749 0 147,885 193,749 0.73 0.031 8,175
KR 1 2 3,027 0 518 3,027 0.52 0.208 682
NZ -1 3 -30,180 -30,180 -6,229 30,180 0.20 -0.071 2,250
SG 1 8 43,988 0 18,605 43,988 0.53 0.044 2,682
TH -1 2 -10,631 0 -7,109 10,631 0.44 0.196 -2,409
1 4 23,774 0 7,782 23,774 0.28 0.221 4,753
TW 1 3 35,693 0 23,437 35,693 0.71 0.172 6,302