trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -150,239 4,202,753 -355,062 -37,585 258 42,464,069 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,176,496 2,176,496 -2,102,507 -29,302
1 2,026,257 2,026,257 1,747,444 -8,283

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 57,060 -110,831 37,719 463,342 0.60 0.097 -9,361
CN 73 -99,600 -265,794 -121,163 1,467,773 1.29 0.096 25,147
HK 20 -142,584 -5,538 -235,639 342,024 1.49 0.139 -30,521
JP 84 -133,810 -282,488 -102,454 1,285,207 0.73 0.056 1,057
KR 19 125,603 -7,449 49,306 156,226 0.48 0.142 -12,033
MY 2 -20,033 0 -5,626 20,033 0.28 0.118 -1,759
SG 4 103,262 0 60,717 103,262 0.73 0.044 184
TH 13 -41,574 -46,410 -31,791 129,713 0.39 0.093 1,051
TW 12 1,436 0 -6,130 235,172 0.77 0.107 -11,351

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -203,141 -110,831 -94,733 203,141 0.44 -0.094 13,194
1 16 260,201 0 132,452 260,201 0.75 -0.088 -22,555
CN -1 45 -783,686 -265,794 -971,067 783,686 1.22 0.033 9,763
1 28 684,086 0 849,904 684,086 1.42 -0.023 15,384
HK -1 11 -242,304 -5,538 -378,905 242,304 1.53 0.145 -37,359
1 9 99,720 0 143,265 99,720 1.43 0.057 6,839
JP -1 40 -709,508 -282,488 -509,722 709,508 0.74 -0.004 -1,061
1 44 575,699 0 407,268 575,699 0.71 -0.006 2,118
KR -1 4 -15,311 -7,449 -11,084 15,311 0.86 -0.130 2,139
1 15 140,915 0 60,390 140,915 0.38 -0.126 -14,171
MY -1 2 -20,033 0 -5,626 20,033 0.28 0.118 -1,759
SG 1 4 103,262 0 60,717 103,262 0.73 -0.009 184
TH -1 7 -85,644 -46,410 -41,328 85,644 0.43 0.067 -1,410
1 6 44,069 0 9,536 44,069 0.35 0.066 2,461
TW -1 5 -116,868 0 -90,041 116,868 0.78 0.108 -12,808
1 7 118,304 0 83,912 118,304 0.76 -0.064 1,457