trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 185,946 1,989,752 -39,452 5,118 200 42,331,324 0.047

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -901,903 901,903 -906,694 11,762
1 1,087,849 1,087,849 867,242 -6,644

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 42 80,312 -23,087 88,599 215,306 0.74 0.085 -3,290
CN 55 128,662 -314,186 -89,038 1,019,922 1.25 0.113 19,477
HK 19 -20,110 -6,312 -38,722 154,371 1.26 0.102 -5,906
JP 66 40,744 -44,452 22,187 463,976 0.75 0.067 3,035
MY 4 -22,799 0 -10,653 22,799 0.48 0.133 -2,515
NZ 1 3,497 0 1,330 3,497 0.38 0.228 -796
SG 2 9,542 0 6,691 9,542 0.88 0.018 118
TH 9 -4,153 0 2,183 62,035 0.56 0.269 952
TW 2 -29,748 0 -22,030 38,304 0.76 0.106 -5,956

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -67,497 -23,087 -43,582 67,497 0.49 -0.110 5,632
1 30 147,809 0 132,182 147,809 0.85 -0.055 -8,922
CN -1 33 -445,630 -314,186 -505,340 445,630 1.17 -0.049 34,968
1 22 574,292 0 416,303 574,292 1.36 -0.084 -15,491
HK -1 13 -87,241 -6,312 -122,316 87,241 1.30 0.077 -7,075
1 6 67,130 0 83,594 67,130 1.17 0.030 1,169
JP -1 29 -211,616 -44,452 -184,017 211,616 0.83 0.016 -5,581
1 37 252,360 0 206,204 252,360 0.69 -0.002 8,615
MY -1 4 -22,799 0 -10,653 22,799 0.48 0.126 -2,515
NZ 1 1 3,497 0 1,330 3,497 0.38 -0.228 -796
SG 1 2 9,542 0 6,691 9,542 0.88 0.018 118
TH -1 5 -33,094 0 -15,412 33,094 0.52 0.252 -7,892
1 4 28,941 0 17,596 28,941 0.62 0.291 8,844
TW -1 1 -34,026 0 -25,372 34,026 0.75 0.170 -5,775
1 1 4,278 0 3,342 4,278 0.78 -0.042 -181