trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 237,479 1,485,131 284,000 -39,513 161 45,638,537 0.033

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -623,826 623,826 -591,290 13,555
1 861,305 861,305 875,289 -53,068

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 23,001 -9,353 -7,236 110,165 0.62 0.062 -923
CN 26 147,737 -317,001 288,744 879,462 1.29 0.058 -59,704
HK 15 29,022 -35,752 30,635 127,565 1.04 0.142 7,590
ID 1 12,836 0 6,157 12,836 0.48 0.200 2,565
JP 65 -3,046 -84,211 -47,545 304,115 0.62 0.079 6,036
KR 10 7,464 -2,398 1,225 12,259 0.57 0.218 2,509
MY 1 3,790 0 1,093 3,790 0.29 0.211 800
NZ 3 909 -1,555 -387 4,020 0.31 0.049 -19
SG 2 10,223 0 7,476 10,223 0.50 0.025 149
TH 5 -397 0 -1,545 14,756 0.34 0.166 80
TW 1 5,940 0 5,383 5,940 0.91 0.236 1,404

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -43,582 -9,353 -30,560 43,582 0.71 -0.021 -531
1 17 66,583 0 23,323 66,583 0.53 -0.059 -393
CN -1 16 -365,863 -317,001 -366,164 365,863 1.20 -0.007 -2,275
1 10 513,600 0 654,908 513,600 1.45 -0.056 -57,429
HK -1 10 -49,271 -35,752 -59,007 49,271 1.09 -0.051 2,771
1 5 78,293 0 89,642 78,293 0.94 0.008 4,819
ID 1 1 12,836 0 6,157 12,836 0.48 0.200 2,565
JP -1 35 -153,580 -84,211 -128,247 153,580 0.72 -0.039 14,741
1 30 150,535 0 80,702 150,535 0.50 -0.070 -8,704
KR -1 2 -2,398 -2,398 -3,010 2,398 1.20 0.033 -86
1 8 9,862 0 4,235 9,862 0.41 0.264 2,595
MY 1 1 3,790 0 1,093 3,790 0.29 0.211 800
NZ -1 1 -1,555 -1,555 -850 1,555 0.55 -0.058 91
1 2 2,465 0 463 2,465 0.19 -0.045 -110
SG 1 2 10,223 0 7,476 10,223 0.50 -0.004 149
TH -1 1 -7,576 0 -3,452 7,576 0.46 0.153 -1,157
1 4 7,180 0 1,907 7,180 0.31 0.170 1,237
TW 1 1 5,940 0 5,383 5,940 0.91 0.236 1,404