trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -151,073 1,331,979 8,784 65,241 153 42,183,830 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -741,526 741,526 -704,777 41,087
1 590,453 590,453 713,561 24,154

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 19 11,154 -7,401 -5,720 68,820 0.66 0.084 3,520
CN 32 -205,553 -308,056 -94,486 612,915 1.31 0.094 35,172
HK 11 10,467 -33,796 -27,217 86,706 1.38 0.145 5,222
ID 1 -116 0 -132 116 1.13 0.109 -13
JP 80 16,042 -79,825 129,159 521,349 0.90 0.085 16,488
MY 1 4,971 0 1,066 4,971 0.21 0.199 990
NZ 1 3,198 0 1,217 3,198 0.38 0.171 -547
SG 1 -5,136 -5,136 -3,545 5,136 0.69 0.018 -91
TH 6 14,975 0 8,964 27,694 0.68 0.234 4,465
TW 1 -1,074 -1,074 -521 1,074 0.49 0.032 35

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -28,833 -7,401 -21,545 28,833 0.69 -0.058 563
1 11 39,987 0 15,825 39,987 0.64 0.002 2,957
CN -1 18 -409,234 -308,056 -395,804 409,234 1.25 -0.073 44,867
1 14 203,681 0 301,318 203,681 1.38 -0.020 -9,695
HK -1 2 -38,120 -33,796 -85,729 38,120 2.13 -0.058 4,671
1 9 48,586 0 58,512 48,586 1.22 0.087 551
ID -1 1 -116 0 -132 116 1.13 0.109 -13
JP -1 39 -252,654 -79,825 -193,215 252,654 0.82 0.020 -7,829
1 41 268,696 0 322,374 268,696 0.98 0.066 24,317
MY 1 1 4,971 0 1,066 4,971 0.21 0.199 990
NZ 1 1 3,198 0 1,217 3,198 0.38 -0.171 -547
SG -1 1 -5,136 -5,136 -3,545 5,136 0.69 0.018 -91
TH -1 2 -6,359 0 -4,285 6,359 0.65 0.190 -1,116
1 4 21,335 0 13,249 21,335 0.69 0.256 5,581
TW -1 1 -1,074 -1,074 -521 1,074 0.49 -0.032 35