trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -11,016 1,651,284 -73,340 97,196 218 41,908,172 0.039

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -831,150 831,150 -940,663 101,660
1 820,134 820,134 867,323 -4,464

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -1,190 -34,724 -28,673 72,871 0.89 0.087 4,948
CN 74 -109,967 -419,737 -90,153 774,563 1.47 0.190 83,914
HK 16 103,132 -4,752 116,006 117,475 1.11 0.147 2,302
ID 2 3,482 0 4,309 4,133 0.87 0.206 912
JP 81 -20,587 -52,799 -121,592 541,623 0.61 0.061 -12,543
MY 2 -3,575 0 -2,004 3,575 0.37 0.043 -229
SG 1 4,028 0 883 4,028 0.22 0.049 195
TH 4 -1,455 0 -482 7,244 0.38 0.108 100
TW 10 15,116 -55,328 48,365 125,772 0.77 0.190 17,596

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -37,031 -34,724 -46,252 37,031 1.13 -0.139 6,111
1 17 35,840 0 17,579 35,840 0.74 -0.032 -1,163
CN -1 46 -442,265 -419,737 -588,253 442,265 1.55 -0.220 99,154
1 28 332,298 0 498,100 332,298 1.34 -0.013 -15,240
HK -1 3 -7,171 -4,752 -10,327 7,171 1.18 -0.053 477
1 13 110,304 0 126,333 110,304 1.09 0.030 1,825
ID -1 1 -325 0 -184 325 0.57 0.158 -52
1 1 3,807 0 4,493 3,807 1.18 0.253 963
JP -1 33 -281,105 -52,799 -270,042 281,105 0.78 0.001 -6,233
1 48 260,518 0 148,450 260,518 0.49 -0.029 -6,310
MY -1 2 -3,575 0 -2,004 3,575 0.37 0.043 -229
SG 1 1 4,028 0 883 4,028 0.22 0.049 195
TH -1 2 -4,350 0 -1,603 4,350 0.36 0.089 -259
1 2 2,894 0 1,121 2,894 0.39 0.128 360
TW -1 2 -55,328 -55,328 -21,998 55,328 0.39 -0.051 2,690
1 8 70,444 0 70,364 70,444 0.87 0.225 14,906