trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -230,334 1,866,151 -623,340 44,839 166 40,482,394 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,048,243 1,048,243 -1,287,371 46,770
1 817,909 817,909 664,032 -1,931

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 -21,645 -20,754 -9,718 37,956 0.67 0.111 2,097
CN 39 -266,650 -211,634 -285,532 764,174 1.29 0.085 43,384
HK 20 -24,420 -126,189 -73,964 227,958 1.09 0.123 21,458
JP 57 41,056 -27,186 -269,185 724,096 0.65 0.076 -38,493
KR 13 -11 -16,726 -8,725 33,441 0.60 0.180 5,734
MY 2 -9,731 0 -1,395 9,731 0.08 0.047 170
NZ 2 1,248 0 310 1,248 0.22 0.073 -83
SG 1 -5,205 -5,205 -3,402 5,205 0.65 0.104 543
TH 4 288 0 209 7,609 0.34 0.132 311
TW 6 54,735 0 28,063 54,735 0.40 0.182 9,720

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -29,801 -20,754 -18,440 29,801 0.52 -0.112 2,958
1 9 8,155 0 8,721 8,155 0.89 -0.094 -861
CN -1 28 -515,412 -211,634 -598,657 515,412 1.26 -0.040 54,919
1 11 248,762 0 313,125 248,762 1.38 -0.067 -11,535
HK -1 12 -126,189 -126,189 -146,690 126,189 1.19 -0.041 1,383
1 8 101,769 0 72,726 101,769 0.94 0.207 20,075
JP -1 18 -341,520 -27,186 -503,246 341,520 0.73 -0.026 -15,302
1 39 382,576 0 234,061 382,576 0.61 -0.038 -23,191
KR -1 10 -16,726 -16,726 -14,473 16,726 0.70 -0.172 2,475
1 3 16,715 0 5,748 16,715 0.29 0.210 3,258
MY -1 2 -9,731 0 -1,395 9,731 0.08 0.010 170
NZ 1 2 1,248 0 310 1,248 0.22 -0.073 -83
SG -1 1 -5,205 -5,205 -3,402 5,205 0.65 -0.104 543
TH -1 2 -3,660 0 -1,069 3,660 0.34 0.112 -376
1 2 3,948 0 1,278 3,948 0.34 0.152 687
TW 1 6 54,735 0 28,063 54,735 0.40 0.101 9,720