trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 10,589 1,398,545 22,128 24,637 151 39,457,932 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -693,978 693,978 -547,998 45,405
1 704,567 704,567 570,126 -20,768

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -40,572 -69,607 -91,788 116,801 0.77 0.069 4,094
CN 24 63,480 -404,463 212,430 876,132 1.17 0.096 3,421
HK 15 -9,932 -32,392 -38,614 55,536 1.53 0.111 5,719
ID 1 207 0 164 207 0.79 0.256 53
JP 47 18,900 -98,680 -39,488 229,844 0.61 0.093 11,199
KR 14 -34,907 -27,683 -31,653 42,221 1.11 0.132 -2,490
MY 1 -3,851 0 -969 3,851 0.25 0.257 -989
NZ 2 -1,731 -8,305 -3,343 14,879 0.36 0.094 319
SG 1 1,774 0 1,435 1,774 0.81 0.048 86
TH 9 76 0 -4,555 40,156 0.46 0.182 -1
TW 4 17,146 0 18,509 17,146 1.07 0.180 3,226

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -78,687 -69,607 -97,515 78,687 1.14 -0.076 4,390
1 14 38,114 0 5,727 38,114 0.26 -0.029 -296
CN -1 13 -406,326 -404,463 -253,634 406,326 1.16 -0.115 34,501
1 11 469,806 0 466,063 469,806 1.18 -0.045 -31,080
HK -1 12 -32,734 -32,392 -54,610 32,734 1.60 -0.017 1,467
1 3 22,802 0 15,996 22,802 1.24 0.116 4,252
ID 1 1 207 0 164 207 0.79 0.256 53
JP -1 24 -105,472 -98,680 -90,887 105,472 0.80 -0.094 11,859
1 23 124,372 0 51,400 124,372 0.41 -0.017 -660
KR -1 12 -38,564 -27,683 -34,577 38,564 1.15 0.040 -3,043
1 2 3,657 0 2,924 3,657 0.86 0.127 552
MY -1 1 -3,851 0 -969 3,851 0.25 0.257 -989
NZ -1 1 -8,305 -8,305 -4,537 8,305 0.55 -0.105 871
1 1 6,574 0 1,194 6,574 0.18 -0.084 -552
SG 1 1 1,774 0 1,435 1,774 0.81 0.048 86
TH -1 4 -20,040 0 -11,269 20,040 0.53 0.186 -3,652
1 5 20,116 0 6,714 20,116 0.40 0.179 3,651
TW 1 4 17,146 0 18,509 17,146 1.07 0.141 3,226