trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 20,708 1,641,385 100,866 20,602 270 19,947,339 0.082

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -810,338 810,338 -496,503 9,578
1 831,047 831,047 597,369 11,024

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 42,334 -11,984 -15,441 70,458 0.70 0.111 5,129
CN 67 -6,060 -162,921 86,712 409,416 1.05 0.148 21,807
HK 31 40,400 -97,976 70,436 250,010 0.94 0.097 -13,996
ID 2 -1,558 0 -715 2,012 0.66 0.182 -302
JP 129 77,907 -284,505 -62,014 667,057 0.69 0.073 35,330
KR 7 -11,906 0 -28,687 22,040 1.51 0.252 -5,823
TH 6 9,055 0 2,730 9,373 0.36 0.179 1,656
TW 8 -129,464 0 47,845 211,020 0.28 0.143 -23,199

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -14,062 -11,984 -13,666 14,062 0.98 -0.099 1,480
1 7 56,396 0 -1,775 56,396 0.18 0.038 3,648
CN -1 24 -207,738 -162,921 -136,792 207,738 1.01 -0.203 34,361
1 43 201,678 0 223,504 201,678 1.08 -0.046 -12,553
HK -1 24 -104,805 -97,976 -111,595 104,805 1.02 -0.029 2,466
1 7 145,205 0 182,031 145,205 0.66 0.020 -16,463
ID -1 1 -1,785 0 -900 1,785 0.50 0.191 -341
1 1 227 0 185 227 0.82 0.173 39
JP -1 73 -294,575 -284,505 -212,713 294,575 0.86 -0.001 3,204
1 56 372,482 0 150,699 372,482 0.47 0.093 32,127
KR -1 2 -16,973 0 -35,205 16,973 2.07 0.345 -5,580
1 5 5,067 0 6,517 5,067 1.28 0.016 -242
TH -1 1 -159 0 -59 159 0.37 0.132 -21
1 5 9,214 0 2,789 9,214 0.35 0.188 1,677
TW -1 2 -170,242 0 14,426 170,242 0.13 0.166 -25,991
1 6 40,778 0 33,418 40,778 0.34 0.135 2,792