trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 2,792 1,289,858 43,658 48,453 179 40,644,549 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -643,533 643,533 -495,654 38,487
1 646,325 646,325 539,312 9,965

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -34,163 -64,610 -5,753 117,563 0.59 0.092 5,630
CN 37 -26,170 -233,405 558 617,605 1.13 0.070 -4,245
HK 16 16,335 -38,412 16,124 125,237 1.18 0.107 17,167
JP 74 31,964 -148,394 28,183 372,647 0.63 0.085 22,372
KR 8 657 -10,505 -1,658 21,667 0.25 0.210 3,446
NZ 1 -807 -807 -472 807 0.58 0.063 51
SG 2 -5,210 -5,705 -3,646 6,199 0.41 0.055 503
TH 5 17,334 0 8,116 25,280 0.50 0.138 3,062
TW 1 2,853 0 2,206 2,853 0.77 0.164 467

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -75,863 -64,610 -32,513 75,863 0.50 -0.097 8,082
1 10 41,700 0 26,760 41,700 0.82 -0.051 -2,452
CN -1 25 -321,888 -233,405 -289,544 321,888 1.08 0.005 9,330
1 12 295,718 0 290,102 295,718 1.23 -0.079 -13,575
HK -1 13 -54,451 -38,412 -64,054 54,451 1.16 -0.011 1,932
1 3 70,786 0 80,178 70,786 1.27 0.216 15,235
JP -1 35 -170,341 -148,394 -98,701 170,341 0.64 -0.092 16,781
1 39 202,305 0 126,884 202,305 0.62 0.022 5,590
KR -1 4 -10,505 -10,505 -4,102 10,505 0.33 -0.226 2,233
1 4 11,162 0 2,444 11,162 0.17 0.090 1,213
NZ -1 1 -807 -807 -472 807 0.58 -0.063 51
SG -1 1 -5,705 -5,705 -3,729 5,705 0.65 -0.090 513
1 1 495 0 83 495 0.17 -0.019 -10
TH -1 2 -3,973 0 -2,538 3,973 0.58 0.108 -434
1 3 21,307 0 10,655 21,307 0.45 0.157 3,497
TW 1 1 2,853 0 2,206 2,853 0.77 0.164 467