trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 114,332 819,075 -47,036 24,170 148 40,056,862 0.020

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -352,371 352,371 -307,129 9,619
1 466,704 466,704 260,093 14,551

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 16 120,503 -46,676 5,501 227,212 1.11 0.084 -15,927
HK 15 -103,893 -100,307 -101,151 114,207 1.12 0.064 63
JP 58 43,676 -75,790 44,551 299,565 0.63 0.088 19,410
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 10 -53,355 -46,676 -90,461 53,355 1.11 -0.003 1,417
1 6 173,858 0 95,962 173,858 1.09 -0.125 -17,343
HK -1 14 -109,050 -100,307 -111,472 109,050 1.05 -0.009 -239
1 1 5,157 0 10,321 5,157 2.00 0.059 302
JP -1 32 -127,944 -75,790 -66,326 127,944 0.57 -0.072 7,883
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