trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 98,268 1,658,054 -123,006 6,406 207 40,958,468 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -779,893 779,893 -781,608 13,732
1 878,161 878,161 658,602 -7,326

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 27,886 -17,859 16,053 101,127 0.83 0.093 -1,093
CN 43 -50,293 -282,251 -127,917 754,988 1.03 0.077 -11,177
HK 13 6,115 -4,329 -33,586 92,164 1.51 0.141 4,329
ID 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP 99 -9,857 -109,677 -56,526 506,357 0.70 0.061 9,734
KR 1 341 0 29 341 0.09 0.208 71
NZ 3 5,531 0 947 5,531 0.20 0.079 -462
SG 5 19,215 0 9,017 19,215 0.51 0.056 850
TH 5 -12,294 0 -3,747 23,303 0.52 0.175 -1,714
TW 5 121,563 0 77,200 145,088 0.85 0.139 7,716

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -36,620 -17,859 -19,765 36,620 0.52 -0.093 3,380
1 20 64,506 0 35,819 64,506 0.95 -0.093 -4,473
CN -1 34 -402,640 -282,251 -423,111 402,640 1.07 -0.016 16,249
1 9 352,348 0 295,194 352,348 0.89 -0.083 -27,426
HK -1 7 -43,024 -4,329 -89,098 43,024 1.77 0.068 -4,704
1 6 49,140 0 55,513 49,140 1.21 0.169 9,034
ID -1 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP -1 47 -258,107 -109,677 -221,718 258,107 0.77 -0.033 4,556
1 52 248,250 0 165,192 248,250 0.63 0.007 5,178
KR 1 1 341 0 29 341 0.09 0.208 71
NZ 1 3 5,531 0 947 5,531 0.20 -0.079 -462
SG 1 5 19,215 0 9,017 19,215 0.51 0.025 850
TH -1 4 -17,799 0 -6,631 17,799 0.52 0.171 -2,766
1 1 5,505 0 2,884 5,505 0.52 0.191 1,051
TW -1 1 -11,762 0 -16,807 11,762 1.43 0.096 -1,135
1 4 133,325 0 94,006 133,325 0.71 0.149 8,851