trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 402,214 1,493,442 352,453 6,863 148 45,466,050 0.033

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -545,614 545,614 -574,380 23,572
1 947,828 947,828 926,833 -16,709

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 75 -12,515 -8,699 56,035 0.73 0.067 789
CN 18 290,021 -253,445 288,616 805,295 1.06 0.077 -39,061
HK 19 -24,030 -73,528 -28,754 142,576 1.29 0.085 1,011
JP 61 41,250 -103,248 32,914 346,163 0.63 0.094 21,602
KR 14 7,326 -23,422 -4,060 54,169 0.65 0.178 10,117
MY 2 4,274 0 1,202 4,274 0.25 0.156 768
NZ 2 -454 -816 -380 1,178 0.36 0.073 34
SG 1 2,540 0 2,054 2,540 0.81 0.033 83
TH 3 5,518 0 2,443 5,518 0.40 0.146 861
TW 7 75,693 0 67,116 75,693 0.86 0.166 10,658

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -27,980 -12,515 -16,970 27,980 0.79 -0.035 378
1 5 28,055 0 8,271 28,055 0.55 -0.052 411
CN -1 8 -257,637 -253,445 -347,172 257,637 1.08 -0.022 13,796
1 10 547,658 0 635,788 547,658 1.04 -0.059 -52,857
HK -1 16 -83,303 -73,528 -105,386 83,303 1.29 0.021 -5,645
1 3 59,273 0 76,632 59,273 1.27 0.117 6,656
JP -1 34 -152,456 -103,248 -87,738 152,456 0.58 -0.077 12,620
1 27 193,706 0 120,653 193,706 0.69 0.021 8,982
KR -1 6 -23,422 -23,422 -16,668 23,422 0.93 -0.080 2,363
1 8 30,748 0 12,608 30,748 0.44 0.232 7,754
MY 1 2 4,274 0 1,202 4,274 0.25 0.156 768
NZ -1 1 -816 -816 -446 816 0.55 -0.073 60
1 1 362 0 66 362 0.18 -0.072 -26
SG 1 1 2,540 0 2,054 2,540 0.81 0.033 83
TH 1 3 5,518 0 2,443 5,518 0.40 0.146 861
TW 1 7 75,693 0 67,116 75,693 0.86 0.166 10,658