trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -125,151 1,233,283 -110,652 -32,548 169 40,373,137 0.031

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -679,217 679,217 -634,958 3,252
1 554,066 554,066 524,306 -35,801

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 17 -256,455 -256,453 -248,334 281,904 1.25 0.070 2,078
HK 21 45,555 -97,857 68,831 364,322 1.28 0.108 -61,912
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 14 -269,180 -256,453 -260,499 269,180 1.26 0.005 3,300
1 3 12,725 0 12,165 12,725 1.19 -0.106 -1,222
HK -1 18 -159,383 -97,857 -234,773 159,383 1.35 0.047 -9,758
1 3 204,938 0 303,604 204,938 0.90 -0.063 -52,154
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