trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 371,958 1,775,618 362,003 -50,442 130 43,981,827 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -701,830 701,830 -1,000,469 6,952
1 1,073,788 1,073,788 1,362,472 -57,394

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -34,350 -51,375 -86,053 134,430 0.76 0.070 3,348
CN 32 391,226 -272,104 468,512 1,210,418 1.39 0.060 -80,336
HK 25 -29,339 -116,408 -42,359 237,779 1.54 0.088 10,315
ID 3 -18,248 0 -8,449 18,248 0.60 0.151 -2,359
KR 21 -24,519 -32,714 -42,173 53,068 0.93 0.174 2,264
NZ 3 -994 -9,668 -3,692 18,341 0.31 0.071 267
SG 5 9,533 -1,129 3,364 11,790 0.51 0.076 869
TH 5 -1,016 0 578 11,880 0.41 0.169 -83
TW 9 79,664 0 72,273 79,664 0.71 0.191 15,272

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -84,390 -51,375 -99,037 84,390 1.03 -0.065 2,949
1 10 50,040 0 12,984 50,040 0.31 -0.040 399
CN -1 18 -409,596 -272,104 -633,064 409,596 1.43 -0.023 3,206
1 14 800,822 0 1,101,577 800,822 1.34 -0.061 -83,542
HK -1 20 -133,559 -116,408 -202,814 133,559 1.64 -0.033 5,073
1 5 104,220 0 160,455 104,220 1.13 0.089 5,243
ID -1 3 -18,248 0 -8,449 18,248 0.60 0.151 -2,359
KR -1 12 -38,793 -32,714 -49,275 38,793 1.20 0.006 -1,808
1 9 14,275 0 7,102 14,275 0.58 0.256 4,072
NZ -1 1 -9,668 -9,668 -5,281 9,668 0.55 -0.081 787
1 2 8,674 0 1,589 8,674 0.19 -0.065 -519
SG -1 1 -1,129 -1,129 -839 1,129 0.74 -0.123 138
1 4 10,662 0 4,203 10,662 0.46 0.064 731
TH -1 3 -6,448 0 -1,709 6,448 0.40 0.159 -1,034
1 2 5,432 0 2,287 5,432 0.44 0.183 951
TW 1 9 79,664 0 72,273 79,664 0.71 0.191 15,272