trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -220,067 3,091,739 -143,140 161,255 235 41,825,354 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,655,903 1,655,903 -1,776,047 201,739
1 1,435,836 1,435,836 1,632,907 -40,483

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -82,494 -169,953 -26,817 393,068 0.72 0.075 9,302
CN 113 -475,977 -929,071 -320,256 1,964,157 1.34 0.153 132,512
HK 17 82,475 0 74,701 156,634 0.92 0.093 -8,831
ID 1 -3,726 0 -2,363 3,726 0.63 0.231 -860
KR 38 25,301 -28,370 58,167 155,634 1.44 0.192 9,323
MY 1 -44 0 -7 44 0.16 0.073 -3
SG 12 248,931 0 136,541 248,931 0.61 0.063 19,784
TH 8 -1,158 0 -18,951 57,035 0.39 0.183 4,374
TW 13 -13,375 -5,498 -44,156 112,509 0.99 0.131 -4,345

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -237,781 -169,953 -115,733 237,781 0.72 -0.049 16,087
1 15 155,287 0 88,916 155,287 0.73 -0.050 -6,785
CN -1 61 -1,220,067 -929,071 -1,445,341 1,220,067 1.16 -0.125 204,594
1 52 744,090 0 1,125,085 744,090 1.54 -0.104 -72,081
HK -1 4 -37,080 0 -31,327 37,080 0.84 0.130 -4,823
1 13 119,555 0 106,028 119,555 0.94 -0.036 -4,009
ID -1 1 -3,726 0 -2,363 3,726 0.63 0.231 -860
KR -1 20 -65,166 -28,370 -79,169 65,166 1.32 0.016 -93
1 18 90,468 0 137,336 90,468 1.57 0.049 9,416
MY -1 1 -44 0 -7 44 0.16 0.073 -3
SG 1 12 248,931 0 136,541 248,931 0.61 0.057 19,784
TH -1 5 -29,097 0 -18,788 29,097 0.49 0.144 -3,889
1 3 27,939 0 -163 27,939 0.22 0.248 8,263
TW -1 6 -62,942 -5,498 -83,319 62,942 1.43 0.071 -9,274
1 7 49,567 0 39,163 49,567 0.60 0.138 4,929