trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -12,828 1,466,538 61,369 57,263 235 42,113,985 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -739,683 739,683 -592,997 70,495
1 726,855 726,855 654,366 -13,232

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 7,679 -31,565 -268 107,908 0.70 0.108 3,219
CN 47 -3,668 -188,070 8,751 379,192 1.24 0.165 6,608
HK 16 -80,659 -29,098 -80,825 82,714 1.19 0.110 -838
ID 5 -8,154 0 -3,277 8,154 0.51 0.203 -1,607
JP 103 -11,107 -253,414 40,015 643,096 0.61 0.117 21,103
KR 14 -38,625 -38,010 -43,370 38,625 1.13 0.145 2,135
MY 1 -45 0 -7 45 0.15 0.007 0
NZ 2 -1,203 -4,347 -1,091 7,491 0.24 0.063 336
SG 1 7,198 0 4,932 7,198 0.69 0.064 -459
TH 6 -23,445 0 -11,062 37,786 0.37 0.119 -1,440
TW 8 139,201 0 147,570 154,331 1.05 0.205 28,205

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -50,114 -31,565 -33,274 50,114 0.59 -0.120 5,400
1 16 57,793 0 33,006 57,793 0.81 -0.082 -2,181
CN -1 23 -191,430 -188,070 -237,562 191,430 1.26 -0.128 26,547
1 24 187,762 0 246,314 187,762 1.23 -0.053 -19,939
HK -1 15 -81,686 -29,098 -82,495 81,686 1.17 -0.027 -868
1 1 1,027 0 1,669 1,027 1.63 0.029 30
ID -1 5 -8,154 0 -3,277 8,154 0.51 0.203 -1,607
JP -1 55 -327,102 -253,414 -172,549 327,102 0.55 -0.129 42,852
1 48 315,994 0 212,564 315,994 0.67 -0.047 -21,749
KR -1 14 -38,625 -38,010 -43,370 38,625 1.13 0.014 2,135
MY -1 1 -45 0 -7 45 0.15 -0.007 0
NZ -1 1 -4,347 -4,347 -1,494 4,347 0.34 -0.098 426
1 1 3,144 0 403 3,144 0.13 -0.028 -89
SG 1 1 7,198 0 4,932 7,198 0.69 -0.064 -459
TH -1 5 -30,615 0 -12,339 30,615 0.41 0.110 -2,597
1 1 7,171 0 1,277 7,171 0.18 0.161 1,158
TW -1 3 -7,565 0 -6,630 7,565 0.82 0.213 -1,792
1 5 146,766 0 154,201 146,766 1.19 0.200 29,997