trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 693,171 2,708,730 684,910 -59,134 207 45,033,688 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,007,779 1,007,779 -1,138,389 -5,579
1 1,700,950 1,700,950 1,823,300 -53,555

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 18,123 -8,968 -12,526 106,243 0.61 0.087 -2,340
CN 36 376,184 -369,370 547,461 1,351,491 1.27 0.055 -45,698
HK 34 216,034 -124,456 175,166 581,970 1.37 0.077 -38,670
JP 68 24,673 -147,759 2,927 442,837 0.71 0.077 415
KR 24 -7,621 -50,973 -48,909 96,272 0.85 0.179 10,230
MY 1 -1,162 0 215 1,162 -0.19 0.015 -17
NZ 1 3,822 0 694 3,822 0.18 0.079 -303
SG 3 -16,407 0 -6,510 16,407 0.43 0.025 -536
TH 4 -8,722 0 -7,778 20,278 0.57 0.144 -1,286
TW 6 88,248 0 34,169 88,248 0.47 0.184 19,072

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -44,060 -8,968 -37,749 44,060 0.79 -0.052 -230
1 17 62,183 0 25,223 62,183 0.47 -0.087 -2,110
CN -1 27 -487,653 -369,370 -609,714 487,653 1.28 -0.009 -2,602
1 9 863,837 0 1,157,175 863,837 1.25 -0.037 -43,096
HK -1 28 -182,968 -124,456 -272,154 182,968 1.40 0.012 -9,050
1 6 399,002 0 447,320 399,002 1.21 0.001 -29,621
JP -1 42 -209,082 -147,759 -137,598 209,082 0.75 -0.050 11,206
1 26 233,755 0 140,525 233,755 0.65 0.006 -10,791
KR -1 13 -51,946 -50,973 -64,331 51,946 1.21 0.055 -2,182
1 11 44,326 0 15,422 44,326 0.43 0.250 12,412
MY -1 1 -1,162 0 215 1,162 -0.19 0.015 -17
NZ 1 1 3,822 0 694 3,822 0.18 -0.079 -303
SG -1 3 -16,407 0 -6,510 16,407 0.43 0.025 -536
TH -1 2 -14,500 0 -10,549 14,500 0.69 0.144 -2,168
1 2 5,778 0 2,771 5,778 0.44 0.144 882
TW 1 6 88,248 0 34,169 88,248 0.47 0.184 19,072