trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 502,753 2,105,155 346,961 -30,101 190 45,523,917 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -801,201 801,201 -767,628 -10,039
1 1,303,954 1,303,954 1,114,589 -20,062

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 28,903 -18,468 -5,022 127,016 0.46 0.081 -5,151
CN 34 416,740 -224,638 429,313 1,005,078 1.16 0.063 -38,091
HK 20 -74,615 -56,394 -129,616 159,090 1.26 0.098 -5,113
JP 81 -67,334 -71,040 -37,992 570,357 0.69 0.072 -1,411
KR 13 166,186 0 82,695 166,186 0.54 0.216 22,300
MY 3 4,363 0 1,223 4,363 0.25 0.183 796
NZ 3 1,571 -2,193 -481 5,957 0.31 0.058 -62
TH 3 -16,272 0 -5,000 16,272 0.40 0.133 -2,274
TW 4 43,212 -3,812 11,841 50,836 0.47 0.074 -1,095

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -49,057 -18,468 -34,883 49,057 0.54 -0.039 79
1 17 77,960 0 29,861 77,960 0.41 -0.070 -5,230
CN -1 23 -294,169 -224,638 -339,733 294,169 1.09 0.003 6,728
1 11 710,909 0 769,045 710,909 1.31 -0.072 -44,819
HK -1 19 -116,852 -56,394 -180,994 116,852 1.26 0.058 -10,754
1 1 42,237 0 51,378 42,237 1.22 0.134 5,641
JP -1 40 -318,846 -71,040 -203,584 318,846 0.62 -0.008 -3,851
1 41 251,511 0 165,593 251,511 0.76 -0.032 2,440
KR 1 13 166,186 0 82,695 166,186 0.54 0.200 22,300
MY 1 3 4,363 0 1,223 4,363 0.25 0.183 796
NZ -1 1 -2,193 -2,193 -1,198 2,193 0.55 -0.062 137
1 2 3,764 0 718 3,764 0.19 -0.056 -199
TH -1 3 -16,272 0 -5,000 16,272 0.40 0.133 -2,274
TW -1 2 -3,812 -3,812 -2,237 3,812 0.65 0.029 -105
1 2 47,024 0 14,078 47,024 0.29 0.081 -990