trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 37,749 4,263,500 373,087 176,104 321 41,961,469 0.102

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,112,876 2,112,876 -1,647,049 203,791
1 2,150,625 2,150,625 2,020,136 -27,687

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -75,326 -190,140 -64,526 353,807 0.70 0.079 20,039
CN 79 -514,922 -972,047 121,920 1,582,599 1.17 0.154 86,130
HK 21 161,091 -19,971 232,275 276,689 0.80 0.106 -26,015
JP 165 301,186 -403,513 366 1,824,941 0.75 0.074 80,601
MY 1 -44 0 -7 44 0.16 0.063 -3
SG 9 169,132 0 91,941 169,132 0.64 0.058 12,511
TH 10 -3,368 0 -8,882 56,288 0.37 0.169 2,841

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -214,566 -190,140 -116,928 214,566 0.73 -0.081 21,084
1 13 139,241 0 52,402 139,241 0.66 -0.013 -1,045
CN -1 42 -1,048,760 -972,047 -738,653 1,048,760 0.88 -0.125 164,571
1 37 533,838 0 860,573 533,838 1.50 -0.139 -78,441
HK -1 7 -57,799 -19,971 -28,626 57,799 0.66 -0.042 -2,052
1 14 218,890 0 260,901 218,890 0.87 -0.012 -23,963
JP -1 64 -761,877 -403,513 -751,185 761,877 0.89 -0.010 24,183
1 101 1,063,064 0 751,551 1,063,064 0.67 0.055 56,418
MY -1 1 -44 0 -7 44 0.16 0.063 -3
SG 1 9 169,132 0 91,941 169,132 0.64 0.058 12,511
TH -1 7 -29,828 0 -11,650 29,828 0.43 0.140 -3,992
1 3 26,460 0 2,768 26,460 0.22 0.237 6,833