trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -87,765 1,226,778 -68,237 26,397 180 41,381,027 0.030

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -657,272 657,272 -639,547 30,695
1 569,507 569,507 571,311 -4,298

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 6,012 -39,262 34,231 93,034 0.81 0.095 2,651
CN 32 17,241 -202,196 -35,668 561,364 1.27 0.089 -11,676
HK 18 28,250 -8,538 -10,546 163,550 1.46 0.168 12,183
ID 4 -25,564 0 -7,511 25,564 0.29 0.156 -3,406
JP 67 -42,995 -83,127 -293 252,840 0.68 0.074 8,392
KR 16 -72,718 -78,224 -50,605 83,729 0.60 0.178 16,200
NZ 1 -2,489 -2,489 -1,456 2,489 0.58 0.082 205
SG 3 7,138 0 3,352 7,138 0.60 0.023 205
TH 7 -6,379 0 -907 33,329 0.38 0.183 1,010
TW 1 3,740 0 1,165 3,740 0.31 0.169 633

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -43,511 -39,262 -16,704 43,511 0.49 -0.132 6,334
1 22 49,523 0 50,935 49,523 0.94 -0.072 -3,683
CN -1 19 -272,061 -202,196 -343,705 272,061 1.24 -0.022 18,205
1 13 289,303 0 308,038 289,303 1.32 -0.107 -29,880
HK -1 8 -67,650 -8,538 -124,255 67,650 1.73 0.101 -8,587
1 10 95,900 0 113,710 95,900 1.25 0.204 20,769
ID -1 4 -25,564 0 -7,511 25,564 0.29 0.156 -3,406
JP -1 38 -147,917 -83,127 -90,842 147,917 0.64 -0.046 5,131
1 29 104,923 0 90,549 104,923 0.73 0.003 3,261
KR -1 15 -78,224 -78,224 -51,078 78,224 0.63 -0.176 15,090
1 1 5,506 0 473 5,506 0.09 0.202 1,110
NZ -1 1 -2,489 -2,489 -1,456 2,489 0.58 -0.082 205
SG 1 3 7,138 0 3,352 7,138 0.60 0.013 205
TH -1 2 -19,854 0 -3,996 19,854 0.19 0.123 -2,278
1 5 13,475 0 3,089 13,475 0.46 0.207 3,288
TW 1 1 3,740 0 1,165 3,740 0.31 0.169 633