trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 22,872 3,143,039 197,279 91,905 305 41,787,398 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,560,083 1,560,083 -1,598,492 115,161
1 1,582,955 1,582,955 1,795,771 -23,256

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -8,573 -97,653 63,917 238,780 0.74 0.071 8,115
CN 65 -246,384 -522,427 -187,297 1,040,294 1.27 0.157 39,676
HK 18 127,809 -21,638 191,249 239,879 0.82 0.129 -25,627
ID 2 -1,533 0 -835 1,533 0.49 0.196 -313
JP 116 157,022 -224,061 43,033 1,045,368 0.79 0.071 51,853
KR 43 26,779 -27,215 144,741 260,643 1.43 0.186 15,227
MY 1 -45 0 -7 45 0.16 0.057 -3
SG 4 26,107 0 20,237 26,107 0.78 0.026 733
TH 11 -6,982 0 -13,048 85,885 0.38 0.151 4,306
TW 18 -51,329 -16,751 -64,709 204,505 1.11 0.133 -2,063

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -123,677 -97,653 -31,734 123,677 0.34 -0.040 12,157
1 18 115,104 0 95,651 115,104 0.94 -0.035 -4,043
CN -1 35 -643,339 -522,427 -763,395 643,339 1.19 -0.096 106,460
1 30 396,955 0 576,098 396,955 1.36 -0.177 -66,784
HK -1 6 -56,035 -21,638 -54,279 56,035 0.95 -0.032 709
1 12 183,844 0 245,529 183,844 0.76 -0.072 -26,336
ID -1 2 -1,533 0 -835 1,533 0.49 0.196 -313
JP -1 53 -444,173 -224,061 -453,032 444,173 0.92 -0.012 25,051
1 63 601,195 0 496,065 601,195 0.67 0.049 26,802
KR -1 23 -116,932 -27,215 -116,632 116,932 0.98 0.048 -7,998
1 20 143,711 0 261,373 143,711 1.95 0.069 23,225
MY -1 1 -45 0 -7 45 0.16 0.057 -3
SG 1 4 26,107 0 20,237 26,107 0.78 0.021 733
TH -1 8 -46,434 0 -17,461 46,434 0.43 0.122 -5,601
1 3 39,451 0 4,413 39,451 0.22 0.230 9,907
TW -1 10 -127,917 -16,751 -161,116 127,917 1.22 0.108 -15,303
1 8 76,588 0 96,407 76,588 0.96 0.149 13,240