trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -146,848 2,154,244 -45,329 31,622 188 47,303,075 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,150,546 1,150,546 -1,154,543 77,531
1 1,003,698 1,003,698 1,109,214 -45,909

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 6,012 -39,262 34,231 93,034 0.81 0.095 2,651
CN 40 -92,034 -697,796 -17,394 1,444,134 1.22 0.085 -6,376
HK 19 75,694 -8,538 -10,546 210,994 1.46 0.168 12,183
ID 4 -25,564 0 -7,511 25,564 0.29 0.156 -3,406
JP 66 -40,247 -80,379 4,341 250,092 0.66 0.075 8,318
KR 16 -72,718 -78,224 -50,605 83,729 0.60 0.178 16,200
NZ 1 -2,489 -2,489 -1,456 2,489 0.58 0.082 205
SG 3 7,138 0 3,352 7,138 0.60 0.023 205
TH 7 -6,379 0 -907 33,329 0.38 0.183 1,010
TW 1 3,740 0 1,165 3,740 0.31 0.169 633

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -43,511 -39,262 -16,704 43,511 0.49 -0.132 6,334
1 22 49,523 0 50,935 49,523 0.94 -0.072 -3,683
CN -1 23 -768,084 -697,796 -863,335 768,084 1.20 -0.022 65,115
1 17 676,050 0 845,941 676,050 1.24 -0.095 -71,491
HK -1 8 -67,650 -8,538 -124,255 67,650 1.73 0.101 -8,587
1 11 143,344 0 113,710 143,344 1.25 0.204 20,769
ID -1 4 -25,564 0 -7,511 25,564 0.29 0.156 -3,406
JP -1 37 -145,169 -80,379 -86,208 145,169 0.61 -0.047 5,057
1 29 104,923 0 90,549 104,923 0.73 0.003 3,261
KR -1 15 -78,224 -78,224 -51,078 78,224 0.63 -0.176 15,090
1 1 5,506 0 473 5,506 0.09 0.202 1,110
NZ -1 1 -2,489 -2,489 -1,456 2,489 0.58 -0.082 205
SG 1 3 7,138 0 3,352 7,138 0.60 0.013 205
TH -1 2 -19,854 0 -3,996 19,854 0.19 0.123 -2,278
1 5 13,475 0 3,089 13,475 0.46 0.207 3,288
TW 1 1 3,740 0 1,165 3,740 0.31 0.169 633