trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -101,987 1,399,273 -123,653 55,889 167 42,136,631 0.033

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -750,630 750,630 -771,254 50,552
1 648,643 648,643 647,601 5,337

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 5,021 -14,276 2,273 48,887 0.78 0.091 3,255
CN 48 35,484 -323,904 -39,876 807,603 1.28 0.128 54,075
HK 6 9,838 0 -3,096 36,114 1.08 0.128 2,008
JP 78 -132,887 -147,728 -69,646 477,977 0.68 0.070 -4,973
MY 2 -9,403 0 -5,441 9,403 0.44 0.101 597
NZ 1 -2,665 -2,665 -1,014 2,665 0.38 0.132 353
SG 3 -9,388 -9,388 -7,135 9,388 0.86 0.049 -33
TH 2 120 0 -177 801 0.51 0.244 78
TW 2 1,894 -2,269 459 6,433 0.72 0.079 530

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -21,933 -14,276 -14,377 21,933 0.85 -0.099 1,585
1 15 26,954 0 16,651 26,954 0.74 -0.012 1,670
CN -1 21 -386,060 -323,904 -525,014 386,060 1.36 -0.112 54,863
1 27 421,544 0 485,137 421,544 1.22 0.050 -789
HK -1 2 -13,138 0 -24,316 13,138 1.30 0.089 -1,384
1 4 22,976 0 21,220 22,976 0.98 0.148 3,392
JP -1 50 -305,432 -147,728 -191,734 305,432 0.69 0.007 -5,517
1 28 172,545 0 122,088 172,545 0.65 0.046 544
MY -1 2 -9,403 0 -5,441 9,403 0.44 0.019 597
NZ -1 1 -2,665 -2,665 -1,014 2,665 0.38 -0.132 353
SG -1 3 -9,388 -9,388 -7,135 9,388 0.86 -0.017 -33
TH -1 1 -341 0 -274 341 0.80 0.183 -62
1 1 460 0 97 460 0.21 0.305 140
TW -1 1 -2,269 -2,269 -1,949 2,269 0.86 -0.066 150
1 1 4,164 0 2,408 4,164 0.58 0.091 380