trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 456,184 1,378,364 362,399 -18,982 155 45,349,012 0.030

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -461,090 461,090 -421,913 5,153
1 917,274 917,274 784,311 -24,135

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -14,745 -19,175 -6,903 68,233 0.62 0.071 2,799
CN 23 413,815 -160,886 352,650 749,351 1.10 0.078 -63,172
HK 16 -61,048 -100,307 -49,034 157,052 1.12 0.067 4,425
JP 57 49,371 -70,095 54,720 293,870 0.61 0.088 19,142
KR 20 56,193 -10,318 12,108 76,828 0.79 0.165 15,515
MY 1 -110 0 20 110 -0.19 0.016 -2
NZ 1 -2,801 -2,801 -1,530 2,801 0.55 0.065 183
SG 2 6,232 0 2,931 6,232 0.45 0.052 300
TH 5 7,881 0 2,278 9,669 0.47 0.173 1,234
TW 3 1,396 0 -4,841 14,218 0.70 0.193 595

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -41,489 -19,175 -14,706 41,489 0.69 -0.073 2,393
1 7 26,744 0 7,803 26,744 0.42 -0.033 406
CN -1 12 -167,768 -160,886 -215,413 167,768 1.11 0.007 -2,780
1 11 581,583 0 568,063 581,583 1.08 -0.099 -60,391
HK -1 14 -109,050 -100,307 -111,472 109,050 1.05 -0.009 -239
1 2 48,002 0 62,438 48,002 1.61 0.080 4,664
JP -1 31 -122,249 -70,095 -56,156 122,249 0.53 -0.072 7,615
1 26 171,621 0 110,877 171,621 0.69 0.044 11,527
KR -1 6 -10,318 -10,318 -14,360 10,318 1.22 -0.017 -720
1 14 66,511 0 26,468 66,511 0.61 0.194 16,235
MY -1 1 -110 0 20 110 -0.19 0.016 -2
NZ -1 1 -2,801 -2,801 -1,530 2,801 0.55 -0.065 183
SG 1 2 6,232 0 2,931 6,232 0.45 0.052 300
TH -1 1 -894 0 -824 894 0.92 0.214 -191
1 4 8,775 0 3,101 8,775 0.36 0.163 1,425
TW -1 1 -6,411 0 -7,471 6,411 1.17 0.172 -1,105
1 2 7,807 0 2,630 7,807 0.47 0.204 1,700