trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 470,819 1,958,205 356,549 -40,983 205 45,261,493 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -743,693 743,693 -796,027 -7,903
1 1,214,512 1,214,512 1,152,576 -33,080

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 7,750 -43,118 -31,316 97,345 0.75 0.057 2,301
CN 44 322,125 -313,599 397,271 1,204,434 1.18 0.063 -78,608
HK 17 49,292 -45,531 28,447 161,532 1.34 0.129 12,099
JP 87 28,774 -98,760 -45,173 372,852 0.65 0.077 5,660
KR 9 69,200 0 24,236 69,200 0.55 0.204 15,147
MY 2 15,132 0 4,287 15,132 0.27 0.207 2,945
NZ 2 -3,966 -5,885 -2,844 7,803 0.37 0.067 333
SG 1 1,910 0 373 1,910 0.20 0.025 -48
TH 4 3,954 0 1,609 4,644 0.46 0.133 560
TW 5 -23,353 -6,391 -20,342 23,353 0.69 0.053 -1,372

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -44,798 -43,118 -48,790 44,798 0.98 -0.044 2,811
1 12 52,548 0 17,474 52,548 0.34 -0.026 -510
CN -1 30 -441,154 -313,599 -498,841 441,154 1.16 0.026 -10,388
1 14 763,280 0 896,112 763,280 1.24 -0.068 -68,219
HK -1 11 -56,120 -45,531 -89,838 56,120 1.39 0.063 -5,369
1 6 105,412 0 118,285 105,412 1.25 0.115 17,468
JP -1 47 -172,039 -98,760 -134,736 172,039 0.81 -0.043 6,003
1 40 200,813 0 89,563 200,813 0.45 -0.015 -344
KR 1 9 69,200 0 24,236 69,200 0.55 0.204 15,147
MY 1 2 15,132 0 4,287 15,132 0.27 0.207 2,945
NZ -1 1 -5,885 -5,885 -3,215 5,885 0.55 -0.076 446
1 1 1,918 0 371 1,918 0.19 -0.059 -113
SG 1 1 1,910 0 373 1,910 0.20 -0.025 -48
TH -1 1 -345 0 -266 345 0.77 0.096 -33
1 3 4,299 0 1,875 4,299 0.36 0.145 593
TW -1 5 -23,353 -6,391 -20,342 23,353 0.69 0.053 -1,372