trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 107,880 2,246,993 -179,538 15,800 208 40,935,930 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,069,557 1,069,557 -1,044,433 67,397
1 1,177,437 1,177,437 864,895 -51,597

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 59 219,063 -556,195 -47,094 1,513,120 1.21 0.076 -30,702
HK 11 -68,223 -70,112 -130,557 73,352 1.37 0.098 6,993
ID 1 -7,067 0 2,239 7,067 -0.32 0.092 -649
JP 90 -52,762 -116,354 -14,049 440,259 0.69 0.067 18,076
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 38 -647,029 -556,195 -706,620 647,029 1.15 -0.012 44,107
1 21 866,092 0 659,526 866,092 1.31 -0.078 -74,809
HK -1 10 -70,788 -70,112 -132,447 70,788 1.43 -0.068 6,629
1 1 2,565 0 1,891 2,565 0.74 0.142 363
ID -1 1 -7,067 0 2,239 7,067 -0.32 0.092 -649
JP -1 47 -246,511 -116,354 -161,933 246,511 0.66 -0.036 9,901
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