trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -34,473 1,410,697 153,492 -1,167 173 41,175,339 0.034

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -722,585 722,585 -836,229 28,220
1 688,112 688,112 989,722 -29,387

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 16,193 -12,827 19,009 62,610 0.66 0.098 311
CN 43 102,089 -239,392 302,587 850,527 1.28 0.081 -18,998
HK 12 -88,293 -47,488 -137,107 124,719 1.31 0.107 -1,097
ID 2 -2,488 0 -1,178 2,488 0.47 0.120 -329
JP 56 21,851 -38,322 18,544 247,639 0.77 0.077 732
KR 16 -61,090 -69,971 -41,078 78,852 0.57 0.206 17,515
MY 2 -11,588 0 -3,515 11,588 0.43 0.031 387
NZ 1 -831 -831 -486 831 0.58 0.078 65
SG 3 -5,514 0 -1,295 9,953 0.52 0.018 -281
TH 7 -4,801 0 -1,988 21,489 0.46 0.178 530

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -23,209 -12,827 -9,327 23,209 0.33 -0.092 2,939
1 20 39,402 0 28,336 39,402 0.85 -0.096 -2,628
CN -1 28 -374,219 -239,392 -527,087 374,219 1.15 -0.017 15,753
1 15 476,308 0 829,674 476,308 1.51 -0.099 -34,752
HK -1 10 -106,506 -47,488 -155,548 106,506 1.38 0.041 -5,404
1 2 18,213 0 18,441 18,213 1.00 0.240 4,307
ID -1 2 -2,488 0 -1,178 2,488 0.47 0.120 -329
JP -1 31 -112,894 -38,322 -90,620 112,894 0.78 -0.024 698
1 25 134,745 0 109,163 134,745 0.76 -0.016 34
KR -1 13 -69,971 -69,971 -43,085 69,971 0.59 -0.217 15,957
1 3 8,881 0 2,008 8,881 0.46 0.092 1,558
MY -1 2 -11,588 0 -3,515 11,588 0.43 -0.031 387
NZ -1 1 -831 -831 -486 831 0.58 -0.078 65
SG -1 1 -7,734 0 -1,911 7,734 0.25 0.031 -238
1 2 2,219 0 616 2,219 0.65 -0.011 -43
TH -1 3 -13,145 0 -3,473 13,145 0.46 0.132 -1,607
1 4 8,344 0 1,484 8,344 0.45 0.213 2,137