trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 159,198 1,530,731 -71,174 10,150 183 40,196,284 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -685,766 685,766 -645,331 -6,254
1 844,964 844,964 574,157 16,404

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 27 120,888 -103,958 72,317 467,424 1.18 0.064 7,632
HK 19 -116,852 -56,394 -180,994 116,852 1.26 0.096 -10,754
JP 82 -72,801 -76,507 -47,753 575,824 0.70 0.072 -1,241
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 21 -173,268 -103,958 -207,674 173,268 1.09 -0.001 10,343
1 6 294,156 0 279,991 294,156 1.51 -0.079 -2,711
HK -1 19 -116,852 -56,394 -180,994 116,852 1.26 0.058 -10,754
JP -1 41 -324,312 -76,507 -213,346 324,312 0.65 -0.009 -3,681
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