trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 53,231 1,998,045 269,121 61,450 270 40,986,229 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -972,407 972,407 -678,912 68,071
1 1,025,638 1,025,638 948,033 -6,621

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 26,595 -65,971 -30,218 178,534 0.87 0.139 3,713
CN 50 -58,260 -291,341 45,007 556,183 1.30 0.143 40,508
HK 26 73,493 -14,471 64,949 197,788 1.08 0.094 5,679
ID 6 -15,094 0 -5,848 15,094 0.38 0.177 -2,320
JP 123 40,649 -186,234 226,954 805,275 0.61 0.087 22,648
KR 18 -80,129 -43,653 -77,097 80,129 1.18 0.188 -13,780
MY 2 -12,789 0 -9,074 12,789 0.43 0.013 16
NZ 1 -1,216 -1,216 -643 1,216 0.53 0.091 110
PH 1 -149 0 -46 149 0.31 0.016 -2
TH 5 -3,444 0 -2,300 13,361 0.36 0.170 -442
TW 7 83,575 0 57,437 137,527 0.73 0.163 5,321

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -75,969 -65,971 -65,360 75,969 1.10 -0.168 13,379
1 17 102,565 0 35,142 102,565 0.69 -0.112 -9,667
CN -1 32 -307,221 -291,341 -307,087 307,221 1.38 -0.133 44,708
1 18 248,961 0 352,094 248,961 1.17 0.052 -4,199
HK -1 10 -62,148 -14,471 -68,058 62,148 1.05 0.045 323
1 16 135,640 0 133,008 135,640 1.10 0.027 5,356
ID -1 6 -15,094 0 -5,848 15,094 0.38 0.177 -2,320
JP -1 59 -382,313 -186,234 -128,950 382,313 0.39 -0.085 32,230
1 64 422,962 0 355,904 422,962 0.81 -0.037 -9,581
KR -1 18 -80,129 -43,653 -77,097 80,129 1.18 0.102 -13,780
MY -1 2 -12,789 0 -9,074 12,789 0.43 -0.013 16
NZ -1 1 -1,216 -1,216 -643 1,216 0.53 -0.091 110
PH -1 1 -149 0 -46 149 0.31 0.016 -2
TH -1 3 -8,403 0 -3,520 8,403 0.40 0.161 -1,342
1 2 4,958 0 1,219 4,958 0.29 0.184 899
TW -1 1 -26,976 0 -13,229 26,976 0.49 0.195 -5,250
1 6 110,551 0 70,666 110,551 0.77 0.158 10,571