trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -92,848 4,369,254 -424,096 -3,672 201 50,822,162 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,231,051 2,231,051 -1,544,465 -8,707
1 2,138,203 2,138,203 1,120,370 5,035

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 35,473 -94,956 81,845 342,418 0.69 0.098 -3,153
HK 18 -125,394 -66,684 -228,673 179,051 1.80 0.148 -19,826
JP 116 451,051 -891,556 -32,627 2,585,901 0.64 0.046 45,000
KR 8 -93,823 0 29,073 257,367 0.54 0.099 -10,237
MY 2 -46,414 0 -13,106 46,414 0.28 0.078 -5,938
NZ 1 -86,515 -86,515 -26,425 86,515 0.31 0.149 12,929
PH 1 -9,321 0 -7,068 9,321 0.76 0.080 -747
SG 3 -21,328 -19,991 -7,793 47,535 0.50 0.078 -2,141
TH 14 -75,028 -89,905 -48,304 432,188 0.44 0.084 6,632
TW 13 -121,549 0 -171,019 382,544 0.94 0.084 -26,190

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -153,472 -94,956 -69,008 153,472 0.53 -0.099 13,797
1 14 188,946 0 150,853 188,946 0.82 -0.086 -16,950
HK -1 16 -152,222 -66,684 -247,309 152,222 1.90 0.156 -21,479
1 2 26,828 0 18,637 26,828 1.00 0.021 1,653
JP -1 57 -1,067,425 -891,556 -760,701 1,067,425 0.77 -0.005 11,577
1 59 1,518,476 0 728,074 1,518,476 0.50 0.008 33,423
KR -1 2 -175,595 0 -23,371 175,595 0.12 -0.016 -2,769
1 6 81,772 0 52,444 81,772 0.68 -0.122 -7,468
MY -1 2 -46,414 0 -13,106 46,414 0.28 0.078 -5,938
NZ -1 1 -86,515 -86,515 -26,425 86,515 0.31 -0.149 12,929
PH -1 1 -9,321 0 -7,068 9,321 0.76 0.080 -747
SG -1 2 -34,431 -19,991 -16,169 34,431 0.43 0.006 -24
1 1 13,104 0 8,376 13,104 0.64 -0.162 -2,117
TH -1 6 -253,608 -89,905 -94,758 253,608 0.50 0.029 6,415
1 8 178,580 0 46,454 178,580 0.39 0.037 217
TW -1 5 -252,047 0 -286,550 252,047 0.99 0.108 -22,467
1 8 130,498 0 115,532 130,498 0.91 -0.037 -3,723