trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -139,739 4,587,862 -64,908 256,794 387 41,940,693 0.109

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,363,800 2,363,800 -2,366,107 241,297
1 2,224,061 2,224,061 2,301,198 15,496

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -20,422 -142,426 -39,493 267,116 0.79 0.080 16,161
CN 84 -353,561 -881,155 -576,356 1,536,252 1.30 0.177 97,783
HK 23 27,609 -32,344 37,195 118,802 0.86 0.119 3,205
JP 190 37,369 -628,467 325,680 2,316,849 0.85 0.068 99,548
KR 24 32,292 -9,256 61,310 70,297 1.70 0.177 10,976
MY 2 285 0 43 374 0.16 0.167 84
SG 7 55,374 0 24,137 55,374 0.55 0.047 3,850
TH 8 -4,674 0 4,145 34,855 0.34 0.195 -673
TW 14 85,988 -14,400 98,430 187,943 0.68 0.167 25,861

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -143,769 -142,426 -103,658 143,769 0.86 -0.085 15,127
1 14 123,347 0 64,165 123,347 0.69 0.016 1,034
CN -1 51 -944,907 -881,155 -1,234,676 944,907 1.34 -0.169 213,703
1 33 591,345 0 658,320 591,345 1.23 -0.143 -115,921
HK -1 9 -45,596 -32,344 -32,340 45,596 1.01 -0.120 1,591
1 14 73,206 0 69,535 73,206 0.77 -0.006 1,614
JP -1 103 -1,139,740 -628,467 -911,157 1,139,740 0.75 -0.015 19,326
1 87 1,177,109 0 1,236,837 1,177,109 0.97 0.049 80,221
KR -1 10 -19,003 -9,256 -23,515 19,003 1.45 -0.010 -673
1 14 51,294 0 84,825 51,294 1.88 0.101 11,649
MY -1 1 -44 0 -7 44 0.16 0.069 -3
1 1 330 0 50 330 0.15 0.265 87
SG 1 7 55,374 0 24,137 55,374 0.55 0.047 3,850
TH -1 5 -19,764 0 -2,837 19,764 0.31 0.188 -3,820
1 3 15,091 0 6,982 15,091 0.38 0.207 3,146
TW -1 3 -50,977 -14,400 -57,917 50,977 0.93 -0.023 -3,954
1 11 136,966 0 156,347 136,966 0.62 0.158 29,815