trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -142,750 5,785,809 -622,269 49,518 214 50,998,886 0.113

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,964,279 2,964,279 -2,301,748 -37,699
1 2,821,529 2,821,529 1,679,479 87,217

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 41,296 -243,598 146,037 663,672 0.66 0.113 15,826
HK 26 -65,958 -87,778 -173,187 759,870 1.77 0.112 2,200
JP 126 473,684 -998,486 -214,758 3,079,558 0.65 0.053 63,343
MY 2 -44,102 0 -12,441 44,102 0.28 0.071 -4,682
NZ 1 91,464 0 27,936 91,464 0.31 0.151 -13,812
PH 1 -11,220 0 -8,508 11,220 0.76 0.080 -896
SG 3 -266,555 -123,414 -107,463 266,555 0.45 0.039 3,549
TH 13 -245,606 -93,639 -118,354 467,931 0.49 0.078 1,683
TW 11 -115,754 -16,931 -161,531 401,437 0.93 0.086 -17,695

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -311,188 -243,598 -92,737 311,188 0.51 -0.121 37,145
1 18 352,484 0 238,774 352,484 0.77 -0.095 -21,319
HK -1 16 -412,914 -87,778 -649,953 412,914 1.80 0.119 -69,871
1 10 346,956 0 476,766 346,956 1.74 0.042 72,071
JP -1 63 -1,302,937 -998,486 -989,767 1,302,937 0.80 -0.001 11,750
1 63 1,776,621 0 775,009 1,776,621 0.51 0.021 51,593
MY -1 2 -44,102 0 -12,441 44,102 0.28 0.071 -4,682
NZ 1 1 91,464 0 27,936 91,464 0.31 -0.151 -13,812
PH -1 1 -11,220 0 -8,508 11,220 0.76 0.080 -896
SG -1 3 -266,555 -123,414 -107,463 266,555 0.45 -0.022 3,549
TH -1 7 -356,768 -93,639 -153,023 356,768 0.55 0.008 2,164
1 6 111,163 0 34,670 111,163 0.43 0.003 -480
TW -1 5 -258,595 -16,931 -287,856 258,595 0.93 0.062 -16,858
1 6 142,841 0 126,325 142,841 0.93 -0.043 -837