trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 207,863 1,810,488 290,113 -72,393 177 45,746,059 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -801,313 801,313 -768,306 -141
1 1,009,176 1,009,176 1,058,419 -72,252

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -9,127 -17,938 -7,998 62,704 0.51 0.075 1,791
CN 24 33,585 -378,329 100,156 816,135 1.20 0.067 -43,198
HK 22 88,529 -97,857 121,105 407,296 1.28 0.109 -56,480
JP 78 30,745 -78,101 50,640 435,830 0.61 0.074 8,754
KR 14 45,691 -7,071 14,944 59,834 0.64 0.186 13,812
MY 2 5,509 0 1,438 5,509 0.25 0.164 937
NZ 3 1,076 -1,462 -320 4,000 0.31 0.069 -56
SG 1 1,195 0 495 1,195 0.41 0.068 81
TH 3 -1,737 0 -784 5,590 0.43 0.138 -202
TW 3 12,395 0 10,436 12,395 0.72 0.177 2,168

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -35,915 -17,938 -17,530 35,915 0.50 -0.028 1,830
1 11 26,788 0 9,533 26,788 0.53 -0.069 -39
CN -1 16 -391,275 -378,329 -393,848 391,275 1.24 0.010 -93
1 8 424,860 0 494,004 424,860 1.11 -0.079 -43,105
HK -1 18 -159,383 -97,857 -234,773 159,383 1.35 0.047 -9,758
1 4 247,912 0 355,878 247,912 0.98 -0.016 -46,722
JP -1 38 -202,542 -78,101 -112,126 202,542 0.52 -0.010 7,870
1 40 233,288 0 162,766 233,288 0.69 -0.031 884
KR -1 5 -7,071 -7,071 -7,561 7,071 1.00 -0.071 383
1 9 52,763 0 22,506 52,763 0.44 0.231 13,429
MY 1 2 5,509 0 1,438 5,509 0.25 0.164 937
NZ -1 1 -1,462 -1,462 -799 1,462 0.55 -0.075 110
1 2 2,538 0 478 2,538 0.19 -0.066 -166
SG 1 1 1,195 0 495 1,195 0.41 0.068 81
TH -1 1 -3,664 0 -1,669 3,664 0.46 0.132 -483
1 2 1,927 0 886 1,927 0.42 0.141 281
TW 1 3 12,395 0 10,436 12,395 0.72 0.177 2,168