trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -255,309 8,611,363 -867,561 247,595 260 51,456,606 0.167

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,433,336 4,433,336 -3,308,940 134,868
1 4,178,027 4,178,027 2,441,379 112,727

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 50,769 -541,242 78,736 1,532,802 0.63 0.108 87,501
HK 29 77,228 -89,272 -113,117 955,332 1.78 0.119 40,161
JP 154 70,494 -1,466,799 -512,412 4,260,482 0.73 0.052 93,950
MY 1 -5,222 0 -1,463 5,222 0.28 0.040 -208
NZ 1 92,780 0 28,338 92,780 0.31 0.132 -12,267
PH 1 -55,075 0 -41,762 55,075 0.76 0.094 -5,168
SG 4 -300,408 -169,692 -116,303 364,117 0.64 0.089 9,128
TH 20 -157,066 -240,191 -109,280 900,802 0.44 0.080 45,180
TW 13 -28,809 -19,340 -80,298 444,752 0.90 0.082 -10,682

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -741,017 -541,242 -257,846 741,017 0.68 -0.122 113,212
1 26 791,785 0 336,583 791,785 0.60 -0.079 -25,711
HK -1 15 -439,052 -89,272 -786,115 439,052 2.00 0.128 -68,096
1 14 516,280 0 672,997 516,280 1.54 0.090 108,257
JP -1 86 -2,094,994 -1,466,799 -1,612,981 2,094,994 0.92 -0.018 63,668
1 68 2,165,488 0 1,100,568 2,165,488 0.49 -0.001 30,282
MY -1 1 -5,222 0 -1,463 5,222 0.28 0.040 -208
NZ 1 1 92,780 0 28,338 92,780 0.31 -0.132 -12,267
PH -1 1 -55,075 0 -41,762 55,075 0.76 0.094 -5,168
SG -1 2 -332,262 -169,692 -143,600 332,262 0.43 -0.036 12,405
1 2 31,854 0 27,298 31,854 0.86 -0.102 -3,278
TH -1 9 -528,934 -240,191 -210,278 528,934 0.48 -0.014 34,876
1 11 371,868 0 100,998 371,868 0.42 0.061 10,303
TW -1 6 -236,781 -19,340 -254,895 236,781 0.92 0.033 -15,822
1 7 207,971 0 174,597 207,971 0.89 -0.023 5,140