trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 301,751 1,587,637 261,987 -23,761 153 45,524,139 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -642,943 642,943 -652,286 1,823
1 944,694 944,694 914,272 -25,583

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 1,560 -8,766 -25,281 106,204 0.73 0.083 -1,509
CN 20 299,271 -303,999 345,150 930,125 1.29 0.072 -52,368
HK 17 -40,503 -49,926 -30,105 125,080 0.95 0.088 -1,121
JP 57 -14,949 -80,916 -27,279 306,019 0.61 0.073 15,390
KR 19 39,219 -13,949 2,193 69,337 0.76 0.211 10,891
MY 2 266 0 178 693 0.05 0.101 86
TH 4 -10,270 0 -6,874 10,541 0.56 0.147 -1,581
TW 3 27,157 0 4,004 39,638 0.68 0.206 6,451

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -52,322 -8,766 -44,144 52,322 0.88 -0.053 -826
1 16 53,882 0 18,863 53,882 0.59 -0.088 -683
CN -1 8 -315,427 -303,999 -399,107 315,427 1.42 0.016 7,267
1 12 614,698 0 744,257 614,698 1.20 -0.069 -59,635
HK -1 15 -82,791 -49,926 -80,810 82,791 0.95 -0.009 -4,800
1 2 42,288 0 50,705 42,288 0.91 0.117 3,679
JP -1 37 -160,484 -80,916 -93,838 160,484 0.67 -0.037 5,757
1 20 145,535 0 66,559 145,535 0.52 0.020 9,632
KR -1 6 -15,059 -13,949 -20,232 15,059 1.37 0.172 -2,767
1 13 54,278 0 22,425 54,278 0.48 0.228 13,658
MY -1 1 -213 0 40 213 -0.19 0.016 -3
1 1 479 0 138 479 0.29 0.187 90
TH -1 3 -10,406 0 -6,922 10,406 0.63 0.148 -1,601
1 1 136 0 48 136 0.36 0.144 20
TW -1 1 -6,240 0 -7,272 6,240 1.17 0.193 -1,205
1 2 33,397 0 11,277 33,397 0.43 0.213 7,656