trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -181,575 1,606,732 -355,511 67,271 225 41,964,522 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -894,154 894,154 -1,013,298 93,945
1 712,579 712,579 657,787 -26,674

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -43,024 -46,413 -13,900 70,603 0.58 0.068 -156
CN 68 -205,966 -454,040 -453,021 789,974 1.20 0.199 63,243
HK 18 7,955 -1,330 -35,287 92,279 0.66 0.097 -858
ID 5 -16,273 0 -8,882 16,273 0.61 0.187 -3,297
JP 89 130,603 -110,631 208,730 554,745 0.62 0.075 19,561
KR 10 -45,364 -17,561 -54,591 51,764 1.33 0.192 -9,407
MY 1 -44 0 -7 44 0.16 0.059 -3
TH 7 -9,463 0 1,447 31,050 0.33 0.170 -1,814

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -56,813 -46,413 -23,538 56,813 0.50 -0.017 871
1 8 13,790 0 9,638 13,790 0.75 -0.051 -1,027
CN -1 45 -497,970 -454,040 -764,953 497,970 1.29 -0.180 113,776
1 23 292,004 0 311,932 292,004 1.03 -0.191 -50,533
HK -1 5 -42,162 -1,330 -60,805 42,162 1.00 0.040 -3,369
1 13 50,117 0 25,518 50,117 0.53 0.021 2,511
ID -1 5 -16,273 0 -8,882 16,273 0.61 0.187 -3,297
JP -1 39 -212,071 -110,631 -91,838 212,071 0.41 -0.013 -318
1 50 342,674 0 300,568 342,674 0.79 0.044 19,880
KR -1 7 -48,564 -17,561 -59,985 48,564 1.21 0.095 -9,972
1 3 3,200 0 5,395 3,200 1.61 0.142 565
MY -1 1 -44 0 -7 44 0.16 0.059 -3
TH -1 5 -20,257 0 -3,289 20,257 0.29 0.160 -3,744
1 2 10,794 0 4,736 10,794 0.44 0.194 1,930