trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -83,674 2,332,089 186,302 764 181 47,145,818 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,207,882 1,207,882 -1,342,117 69,448
1 1,124,207 1,124,207 1,528,419 -68,684

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 16,193 -12,827 19,009 62,610 0.66 0.098 311
CN 51 1,941 -727,050 330,699 1,726,544 1.23 0.080 -16,992
HK 13 -40,132 -47,488 -137,107 172,880 1.31 0.107 -1,097
ID 2 -2,488 0 -1,178 2,488 0.47 0.120 -329
JP 55 24,637 -35,537 23,241 244,853 0.76 0.078 656
KR 16 -61,090 -69,971 -41,078 78,852 0.57 0.206 17,515
MY 2 -11,588 0 -3,515 11,588 0.43 0.031 387
NZ 1 -831 -831 -486 831 0.58 0.078 65
SG 3 -5,514 0 -1,295 9,953 0.52 0.018 -281
TH 7 -4,801 0 -1,988 21,489 0.46 0.178 530

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -23,209 -12,827 -9,327 23,209 0.33 -0.092 2,939
1 20 39,402 0 28,336 39,402 0.85 -0.096 -2,628
CN -1 32 -862,302 -727,050 -1,037,672 862,302 1.13 -0.018 57,057
1 19 864,242 0 1,368,372 864,242 1.40 -0.089 -74,048
HK -1 10 -106,506 -47,488 -155,548 106,506 1.38 0.041 -5,404
1 3 66,374 0 18,441 66,374 1.00 0.240 4,307
ID -1 2 -2,488 0 -1,178 2,488 0.47 0.120 -329
JP -1 30 -110,108 -35,537 -85,922 110,108 0.75 -0.024 622
1 25 134,745 0 109,163 134,745 0.76 -0.016 34
KR -1 13 -69,971 -69,971 -43,085 69,971 0.59 -0.217 15,957
1 3 8,881 0 2,008 8,881 0.46 0.092 1,558
MY -1 2 -11,588 0 -3,515 11,588 0.43 -0.031 387
NZ -1 1 -831 -831 -486 831 0.58 -0.078 65
SG -1 1 -7,734 0 -1,911 7,734 0.25 0.031 -238
1 2 2,219 0 616 2,219 0.65 -0.011 -43
TH -1 3 -13,145 0 -3,473 13,145 0.46 0.132 -1,607
1 4 8,344 0 1,484 8,344 0.45 0.213 2,137