trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 89,387 3,632,564 7,995 208,704 370 42,111,526 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,771,589 1,771,589 -1,538,725 107,128
1 1,860,976 1,860,976 1,546,720 101,576

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 61 10,449 -101,727 -35,306 340,950 0.58 0.099 13,764
CN 68 -60,428 -351,684 76,339 933,511 1.41 0.120 83,975
HK 23 21,431 -62,917 16,903 201,852 1.49 0.157 32,097
IN 2 -21,881 0 -3,319 60,922 0.34 0.154 1,372
JP 175 84,942 -306,698 -102,710 1,694,702 0.68 0.061 30,596
MY 2 -12,120 0 -3,280 12,120 0.27 0.066 110
NZ 1 -1,001 -1,001 -540 1,001 0.54 0.101 101
PH 1 3,649 0 2,662 3,649 0.73 0.322 1,176
SG 1 4,325 0 1,121 4,325 0.26 0.112 483
TH 18 47,813 -25,431 21,022 148,397 0.48 0.153 15,737
TW 18 12,207 -36,573 35,104 231,136 0.91 0.137 29,293

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 34 -165,250 -101,727 -111,467 165,250 0.57 -0.106 16,974
1 27 175,699 0 76,161 175,699 0.59 -0.051 -3,210
CN -1 30 -496,970 -351,684 -572,471 496,970 1.43 -0.060 71,277
1 38 436,542 0 648,810 436,542 1.40 0.014 12,698
HK -1 11 -90,210 -62,917 -121,731 90,210 1.45 0.007 -141
1 12 111,642 0 138,634 111,642 1.52 0.243 32,237
IN -1 1 -41,401 0 -11,284 41,401 0.27 0.076 -3,153
1 1 19,520 0 7,965 19,520 0.41 0.232 4,526
JP -1 94 -804,880 -306,698 -618,223 804,880 0.69 -0.026 16,362
1 81 889,822 0 515,513 889,822 0.65 0.009 14,233
MY -1 2 -12,120 0 -3,280 12,120 0.27 0.041 110
NZ -1 1 -1,001 -1,001 -540 1,001 0.54 -0.101 101
PH 1 1 3,649 0 2,662 3,649 0.73 0.322 1,176
SG 1 1 4,325 0 1,121 4,325 0.26 0.112 483
TH -1 10 -50,292 -25,431 -17,068 50,292 0.44 0.116 -2,788
1 8 98,105 0 38,090 98,105 0.53 0.189 18,525
TW -1 9 -109,464 -36,573 -82,660 109,464 0.86 -0.123 8,386
1 9 121,671 0 117,764 121,671 0.97 0.145 20,907