trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -124,296 1,503,215 -117,240 72,623 186 40,933,918 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -813,756 813,756 -811,327 70,619
1 689,460 689,460 694,086 2,004

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 -19,491 -28,487 -15,407 54,859 0.67 0.088 3,731
CN 33 -113,723 -382,018 -111,895 811,101 1.19 0.092 33,916
HK 16 -6,809 -39,014 -16,663 86,509 1.15 0.131 12,243
ID 2 -8,494 0 2,574 8,494 -0.25 0.123 -808
JP 93 -20,973 -131,441 -8,890 459,367 0.66 0.070 14,963
KR 1 1,933 0 166 1,933 0.09 0.229 443
MY 1 -4,845 0 113 4,845 -0.02 0.042 -203
NZ 1 149 0 25 149 0.17 0.060 -9
TH 7 -6,582 0 -4,615 21,418 0.44 0.196 -1,691
TW 3 54,540 0 37,351 54,540 0.71 0.182 10,037

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -37,175 -28,487 -25,660 37,175 0.67 -0.095 3,401
1 8 17,684 0 10,253 17,684 0.67 -0.041 330
CN -1 21 -462,412 -382,018 -560,510 462,412 1.23 -0.036 57,907
1 12 348,689 0 448,615 348,689 1.12 -0.077 -23,991
HK -1 10 -46,659 -39,014 -61,172 46,659 1.22 -0.061 4,943
1 6 39,850 0 44,509 39,850 1.05 0.174 7,301
ID -1 2 -8,494 0 2,574 8,494 -0.25 0.123 -808
JP -1 48 -240,170 -131,441 -158,171 240,170 0.63 -0.051 8,479
1 45 219,197 0 149,281 219,197 0.69 0.017 6,485
KR 1 1 1,933 0 166 1,933 0.09 0.229 443
MY -1 1 -4,845 0 113 4,845 -0.02 0.042 -203
NZ 1 1 149 0 25 149 0.17 -0.060 -9
TH -1 6 -14,000 0 -8,501 14,000 0.43 0.197 -3,099
1 1 7,418 0 3,887 7,418 0.52 0.190 1,408
TW 1 3 54,540 0 37,351 54,540 0.71 0.182 10,037