trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -151,490 2,301,651 -63,466 87,663 193 46,752,398 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,226,570 1,226,570 -1,213,568 123,495
1 1,075,081 1,075,081 1,150,101 -35,832

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 -19,491 -28,487 -15,407 54,859 0.67 0.088 3,731
CN 40 -197,283 -801,660 -66,370 1,562,954 1.14 0.087 48,986
HK 17 44,665 -39,014 -16,663 137,983 1.15 0.131 12,243
ID 2 -8,494 0 2,574 8,494 -0.25 0.123 -808
JP 92 -16,081 -126,550 -641 454,475 0.65 0.070 14,933
KR 1 1,933 0 166 1,933 0.09 0.229 443
MY 1 -4,845 0 113 4,845 -0.02 0.042 -203
NZ 1 149 0 25 149 0.17 0.060 -9
TH 7 -6,582 0 -4,615 21,418 0.44 0.196 -1,691
TW 3 54,540 0 37,351 54,540 0.71 0.182 10,037

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -37,175 -28,487 -25,660 37,175 0.67 -0.095 3,401
1 8 17,684 0 10,253 17,684 0.67 -0.041 330
CN -1 24 -880,118 -801,660 -971,000 880,118 1.17 -0.033 110,813
1 16 682,836 0 904,630 682,836 1.09 -0.074 -61,826
HK -1 10 -46,659 -39,014 -61,172 46,659 1.22 -0.061 4,943
1 7 91,324 0 44,509 91,324 1.05 0.174 7,301
ID -1 2 -8,494 0 2,574 8,494 -0.25 0.123 -808
JP -1 47 -235,278 -126,550 -149,922 235,278 0.60 -0.052 8,449
1 45 219,197 0 149,281 219,197 0.69 0.017 6,485
KR 1 1 1,933 0 166 1,933 0.09 0.229 443
MY -1 1 -4,845 0 113 4,845 -0.02 0.042 -203
NZ 1 1 149 0 25 149 0.17 -0.060 -9
TH -1 6 -14,000 0 -8,501 14,000 0.43 0.197 -3,099
1 1 7,418 0 3,887 7,418 0.52 0.190 1,408
TW 1 3 54,540 0 37,351 54,540 0.71 0.182 10,037