trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 60,708 1,935,322 13,689 99,754 239 41,438,984 0.047

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -937,307 937,307 -669,851 106,956
1 998,015 998,015 683,540 -7,202

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 -1,988 -57,184 -52,691 140,634 0.88 0.135 4,614
CN 47 33,056 -254,479 43,924 555,246 1.07 0.139 67,136
HK 12 4,444 -36,137 -7,053 101,067 0.82 0.144 13,620
ID 2 -1,875 0 -730 1,875 0.43 0.206 -379
JP 115 8,212 -257,481 46,766 1,025,692 0.55 0.095 12,637
KR 11 -4,859 -11,188 -14,225 17,517 1.06 0.189 229
MY 2 -5,091 0 -3,597 5,091 0.43 0.016 -41
NZ 1 -1,573 -1,573 -832 1,573 0.53 0.085 134
SG 2 -11,923 -7,940 -8,015 11,923 0.60 0.056 692
TW 7 42,307 0 10,142 74,704 0.93 0.166 1,112

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -71,311 -57,184 -88,450 71,311 1.10 -0.157 11,294
1 16 69,323 0 35,758 69,323 0.56 -0.095 -6,680
CN -1 22 -261,095 -254,479 -237,362 261,095 1.21 -0.161 44,060
1 25 294,151 0 281,287 294,151 0.94 0.060 23,076
HK -1 5 -48,312 -36,137 -55,018 48,312 0.81 -0.020 9,976
1 7 52,756 0 47,966 52,756 0.83 -0.003 3,644
ID -1 2 -1,875 0 -730 1,875 0.43 0.206 -379
JP -1 61 -508,740 -257,481 -235,772 508,740 0.52 -0.089 45,681
1 54 516,952 0 282,538 516,952 0.58 -0.057 -33,044
KR -1 7 -11,188 -11,188 -17,419 11,188 1.41 0.062 -1,404
1 4 6,329 0 3,194 6,329 0.45 0.257 1,634
MY -1 2 -5,091 0 -3,597 5,091 0.43 -0.008 -41
NZ -1 1 -1,573 -1,573 -832 1,573 0.53 -0.085 134
SG -1 2 -11,923 -7,940 -8,015 11,923 0.60 -0.039 692
TW -1 3 -16,199 0 -22,655 16,199 1.32 0.190 -3,056
1 4 58,505 0 32,797 58,505 0.64 0.149 4,168