trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 126,161 7,867,294 -277,090 -288,225 317 44,560,701 0.177

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,870,566 3,870,566 -3,441,250 -110,402
1 3,996,728 3,996,728 3,164,159 -177,823

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 127,945 -13,137 8,843 913,744 0.54 0.099 -66,585
CN 96 -296,065 -532,951 23,449 2,639,951 1.29 0.102 -49,002
HK 25 -263,709 -2,474 -546,349 669,067 1.47 0.143 -69,771
JP 113 285,209 -200,627 144,585 2,557,599 0.68 0.053 -27,735
KR 17 171,478 0 105,996 330,413 0.54 0.122 -43,145
MY 2 -53,743 0 -15,101 53,743 0.28 0.121 -5,211
SG 3 46,206 0 56,906 108,975 0.63 0.055 -6,907
TH 13 25,648 0 -37,695 235,315 0.40 0.054 -6,435
TW 12 83,192 0 -17,724 358,487 0.84 0.103 -13,435

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -392,900 -13,137 -210,726 392,900 0.49 -0.010 -4,759
1 24 520,844 0 219,569 520,844 0.57 -0.116 -61,826
CN -1 49 -1,468,008 -532,951 -1,499,513 1,468,008 1.22 0.036 45,366
1 47 1,171,943 0 1,522,961 1,171,943 1.36 -0.071 -94,368
HK -1 15 -466,388 -2,474 -735,338 466,388 1.79 0.167 -81,907
1 10 202,679 0 188,989 202,679 1.01 0.095 12,137
JP -1 53 -1,136,195 -200,627 -676,015 1,136,195 0.71 0.023 -44,506
1 60 1,421,404 0 820,600 1,421,404 0.65 -0.004 16,771
KR -1 6 -79,468 0 -82,664 79,468 0.86 -0.012 1,145
1 11 250,945 0 188,661 250,945 0.36 -0.150 -44,290
MY -1 2 -53,743 0 -15,101 53,743 0.28 0.121 -5,211
SG -1 1 -31,384 0 -4,982 31,384 0.16 0.024 -740
1 2 77,590 0 61,889 77,590 0.86 -0.059 -6,168
TH -1 5 -104,833 0 -69,230 104,833 0.47 0.061 -5,154
1 8 130,482 0 31,535 130,482 0.35 0.024 -1,280
TW -1 5 -137,647 0 -147,680 137,647 0.99 0.117 -14,635
1 7 220,839 0 129,956 220,839 0.74 -0.041 1,200