trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -60,068 1,008,154 -177,103 22,996 146 40,146,105 0.025

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -534,111 534,111 -537,225 6,796
1 474,043 474,043 360,122 16,200

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 13 -15,957 -189,870 -34,131 386,220 1.40 0.077 -2,276
HK 16 -81,587 -49,926 -80,080 83,996 0.93 0.088 -4,620
JP 58 -20,456 -86,423 -37,112 311,526 0.63 0.072 15,554
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 6 -201,088 -189,870 -274,213 201,088 1.52 0.001 12,075
1 7 185,132 0 240,082 185,132 1.30 -0.074 -14,352
HK -1 15 -82,791 -49,926 -80,810 82,791 0.95 -0.009 -4,800
1 1 1,204 0 730 1,204 0.61 0.149 180
JP -1 38 -165,991 -86,423 -103,672 165,991 0.69 -0.037 5,922
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