trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 319,255 1,709,030 185,983 21,313 185 44,813,296 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -694,888 694,888 -715,985 24,321
1 1,014,142 1,014,142 901,968 -3,007

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -12,563 -31,012 -9,774 103,325 0.65 0.088 1,457
CN 26 325,605 -262,550 267,072 904,819 1.10 0.053 -31,440
HK 18 -53,210 -77,869 -91,339 143,116 1.40 0.118 10,188
JP 77 -38,536 -158,385 -23,102 412,727 0.58 0.079 13,263
KR 21 72,587 -2,355 37,980 87,697 0.63 0.236 20,707
MY 1 1,889 0 545 1,889 0.29 0.195 368
NZ 2 738 -2,629 -825 5,997 0.36 0.076 -37
SG 1 -2,861 -2,861 -2,214 2,861 0.77 0.049 140
TH 6 -5,891 0 -1,231 15,102 0.46 0.157 -789
TW 2 31,496 0 8,871 31,496 0.33 0.188 7,456

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -57,944 -31,012 -30,054 57,944 0.68 -0.066 3,178
1 13 45,381 0 20,280 45,381 0.61 -0.081 -1,721
CN -1 15 -289,607 -262,550 -385,717 289,607 1.17 -0.006 5,809
1 11 615,212 0 652,789 615,212 0.99 -0.028 -37,249
HK -1 16 -98,163 -77,869 -145,434 98,163 1.43 -0.026 5,452
1 2 44,953 0 54,095 44,953 1.15 0.133 4,736
JP -1 42 -225,631 -158,385 -140,712 225,631 0.59 -0.053 12,299
1 35 187,096 0 117,610 187,096 0.56 0.008 964
KR -1 4 -7,555 -2,355 -6,887 7,555 0.71 -0.003 -1,176
1 17 80,142 0 44,868 80,142 0.61 0.252 21,883
MY 1 1 1,889 0 545 1,889 0.29 0.195 368
NZ -1 1 -2,629 -2,629 -1,436 2,629 0.55 -0.079 208
1 1 3,368 0 612 3,368 0.18 -0.073 -245
SG -1 1 -2,861 -2,861 -2,214 2,861 0.77 -0.049 140
TH -1 4 -10,497 0 -3,531 10,497 0.46 0.156 -1,589
1 2 4,606 0 2,299 4,606 0.44 0.158 800
TW 1 2 31,496 0 8,871 31,496 0.33 0.188 7,456