trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -10,214 1,445,963 -47,837 44,493 202 41,776,633 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -728,089 728,089 -635,699 90,246
1 717,875 717,875 587,862 -45,752

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 9,900 -49,714 15,615 131,762 0.68 0.135 5,821
CN 52 27,057 -271,398 8,823 579,707 1.08 0.156 19,606
HK 9 -43,147 -49,623 -59,491 71,226 1.42 0.173 8,977
ID 2 1,476 0 724 1,476 0.61 0.260 405
JP 68 -22,520 -144,788 2,988 468,379 0.51 0.105 3,755
KR 20 4,362 -27,140 -6,358 61,616 1.10 0.207 5,014
MY 3 -2,474 0 -1,332 2,474 0.46 0.025 -100
NZ 1 809 0 104 809 0.13 0.055 -45
SG 3 -23,848 -12,522 -13,977 23,848 0.62 0.072 1,017
TH 7 652 0 -1,083 13,371 0.31 0.180 336
TW 9 37,517 -4,598 6,151 91,296 1.14 0.167 -292

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -60,931 -49,714 -20,714 60,931 0.92 -0.188 12,326
1 16 70,831 0 36,328 70,831 0.51 -0.093 -6,504
CN -1 25 -276,325 -271,398 -342,425 276,325 1.04 -0.147 49,324
1 27 303,382 0 351,249 303,382 1.11 -0.001 -29,718
HK -1 7 -57,186 -49,623 -74,195 57,186 1.52 -0.008 7,977
1 2 14,040 0 14,704 14,040 1.07 0.062 1,000
ID 1 2 1,476 0 724 1,476 0.61 0.260 405
JP -1 34 -245,450 -144,788 -101,242 245,450 0.51 -0.099 24,625
1 34 222,930 0 104,230 222,930 0.51 -0.087 -20,870
KR -1 14 -28,627 -27,140 -35,304 28,627 1.22 -0.019 1,733
1 6 32,989 0 28,945 32,989 0.80 0.248 3,281
MY -1 3 -2,474 0 -1,332 2,474 0.46 0.006 -100
NZ 1 1 809 0 104 809 0.13 -0.055 -45
SG -1 3 -23,848 -12,522 -13,977 23,848 0.62 -0.060 1,017
TH -1 3 -6,359 0 -2,651 6,359 0.40 0.171 -992
1 4 7,011 0 1,568 7,011 0.24 0.186 1,327
TW -1 4 -26,889 -4,598 -43,860 26,889 1.66 0.206 -5,664
1 5 64,407 0 50,011 64,407 0.73 0.136 5,372