trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -43,085 915,205 -187,597 46,351 188 39,843,065 0.023

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -479,145 479,145 -498,934 22,165
1 436,060 436,060 311,337 24,185

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 4,129 -29,431 12,585 99,106 0.61 0.072 1,806
CN 23 -50,391 -152,194 -124,431 273,322 1.27 0.058 5,912
HK 19 -74,430 -66,364 -83,848 106,393 1.19 0.120 7,613
JP 81 -14,898 -112,944 -28,890 307,986 0.65 0.077 8,379
KR 18 41,200 -2,199 17,485 50,549 0.67 0.246 11,071
NZ 3 73 -1,816 -643 3,704 0.31 0.052 4
SG 2 -300 -3,588 -1,512 6,876 0.58 0.059 401
TH 5 -3,393 0 -3,733 12,344 0.46 0.161 -577
TW 5 54,925 0 25,391 54,925 0.47 0.189 11,742

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -47,489 -29,431 -11,497 47,489 0.55 -0.071 2,891
1 17 51,618 0 24,082 51,618 0.67 -0.056 -1,085
CN -1 16 -161,856 -152,194 -251,942 161,856 1.14 -0.016 7,042
1 7 111,466 0 127,511 111,466 1.57 -0.024 -1,129
HK -1 16 -90,412 -66,364 -99,951 90,412 1.27 -0.023 5,314
1 3 15,982 0 16,102 15,982 0.77 0.069 2,299
JP -1 44 -161,442 -112,944 -119,690 161,442 0.66 -0.056 8,794
1 37 146,544 0 90,799 146,544 0.63 -0.011 -414
KR -1 2 -4,674 -2,199 -6,015 4,674 1.29 0.162 -793
1 16 45,874 0 23,500 45,874 0.59 0.256 11,864
NZ -1 1 -1,816 -1,816 -992 1,816 0.55 -0.057 103
1 2 1,889 0 349 1,889 0.19 -0.050 -99
SG -1 1 -3,588 -3,588 -2,777 3,588 0.77 -0.052 187
1 1 3,288 0 1,265 3,288 0.38 0.065 214
TH -1 3 -7,869 0 -6,071 7,869 0.46 0.164 -1,372
1 2 4,475 0 2,338 4,475 0.44 0.156 795
TW 1 5 54,925 0 25,391 54,925 0.47 0.189 11,742