trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 11,152 2,195,527 82,405 169,046 273 41,689,500 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,092,188 1,092,188 -1,074,976 136,724
1 1,103,339 1,103,339 1,157,381 32,322

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 17,792 -59,051 51,982 139,439 0.79 0.071 9,535
CN 64 -191,979 -416,477 -279,486 770,792 1.54 0.178 74,046
HK 19 -25,204 -28,790 -49,532 79,889 1.23 0.095 3,073
ID 1 -209 0 -98 209 0.47 0.151 -31
JP 104 -21,666 -185,940 73,030 828,917 0.59 0.074 24,601
KR 26 -10,196 -51,773 4,188 102,942 1.61 0.240 22,223
MY 1 -45 0 -8 45 0.18 0.033 -2
NZ 1 1,953 0 348 1,953 0.18 0.040 78
SG 5 106,288 0 56,451 106,288 0.66 0.037 5,361
TH 8 -4,406 0 -2,701 26,229 0.30 0.152 -179
TW 9 138,823 0 228,233 138,823 1.41 0.223 30,341

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -60,823 -59,051 -36,593 60,823 0.74 -0.058 9,661
1 23 78,616 0 88,575 78,616 0.81 0.001 -126
CN -1 37 -481,385 -416,477 -662,214 481,385 1.40 -0.196 98,534
1 27 289,406 0 382,727 289,406 1.73 -0.050 -24,487
HK -1 11 -52,547 -28,790 -82,566 52,547 1.06 0.040 1,513
1 8 27,343 0 33,033 27,343 1.48 0.027 1,560
ID -1 1 -209 0 -98 209 0.47 0.151 -31
JP -1 46 -425,291 -185,940 -191,558 425,291 0.47 -0.031 18,018
1 58 403,626 0 264,587 403,626 0.68 0.004 6,583
KR -1 17 -56,569 -51,773 -95,831 56,569 1.71 -0.168 10,826
1 9 46,373 0 100,018 46,373 1.43 0.177 11,397
MY -1 1 -45 0 -8 45 0.18 0.033 -2
NZ 1 1 1,953 0 348 1,953 0.18 0.040 78
SG 1 5 106,288 0 56,451 106,288 0.66 0.025 5,361
TH -1 6 -15,317 0 -6,109 15,317 0.34 0.149 -1,794
1 2 10,911 0 3,408 10,911 0.18 0.159 1,614
TW 1 9 138,823 0 228,233 138,823 1.41 0.223 30,341