trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 53,643 2,506,676 -93,431 26,986 215 46,871,682 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,226,516 1,226,516 -1,228,122 71,658
1 1,280,160 1,280,160 1,134,691 -44,672

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 27,886 -17,859 16,053 101,127 0.83 0.093 -1,093
CN 51 -159,481 -739,036 -115,842 1,559,803 1.02 0.076 9,533
HK 14 60,301 -4,329 -33,586 146,350 1.51 0.141 4,329
ID 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP 98 521 -99,299 -39,027 495,979 0.69 0.061 9,605
KR 1 341 0 29 341 0.09 0.208 71
NZ 3 5,531 0 947 5,531 0.20 0.079 -462
SG 5 19,215 0 9,017 19,215 0.51 0.056 850
TH 5 -12,294 0 -3,747 23,303 0.52 0.175 -1,714
TW 5 121,563 0 77,200 145,088 0.85 0.139 7,716

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -36,620 -17,859 -19,765 36,620 0.52 -0.093 3,380
1 20 64,506 0 35,819 64,506 0.95 -0.093 -4,473
CN -1 38 -859,642 -739,036 -887,125 859,642 1.05 -0.018 74,304
1 13 700,161 0 771,283 700,161 0.92 -0.076 -64,772
HK -1 7 -43,024 -4,329 -89,098 43,024 1.77 0.068 -4,704
1 7 103,325 0 55,513 103,325 1.21 0.169 9,034
ID -1 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP -1 46 -247,729 -99,299 -204,218 247,729 0.75 -0.033 4,427
1 52 248,250 0 165,192 248,250 0.63 0.007 5,178
KR 1 1 341 0 29 341 0.09 0.208 71
NZ 1 3 5,531 0 947 5,531 0.20 -0.079 -462
SG 1 5 19,215 0 9,017 19,215 0.51 0.025 850
TH -1 4 -17,799 0 -6,631 17,799 0.52 0.171 -2,766
1 1 5,505 0 2,884 5,505 0.52 0.191 1,051
TW -1 1 -11,762 0 -16,807 11,762 1.43 0.096 -1,135
1 4 133,325 0 94,006 133,325 0.71 0.149 8,851