trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -408,177 1,787,899 -607,077 -85,439 221 41,663,005 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,098,038 1,098,038 -1,134,920 -60,900
1 689,861 689,861 527,843 -24,538

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -18,482 -51,891 -34,178 149,610 0.65 0.109 6,441
CN 49 36,875 -192,196 -35,205 434,127 1.20 0.144 978
HK 14 -79,075 -46,108 -105,676 82,808 1.32 0.081 -4,109
ID 2 -328 0 -129 328 0.45 0.207 -67
JP 98 65,730 -158,204 29,112 557,862 0.56 0.104 24,431
KR 9 26,027 -4,531 31,096 35,089 1.22 0.254 10,619
MY 2 -8,767 0 -4,636 8,767 0.34 0.034 -454
NZ 3 27 -3,024 -644 6,075 0.21 0.052 217
SG 1 -745 -745 -345 745 0.46 0.162 121
TH 4 -5,621 0 -2,688 5,621 0.47 0.120 -623
TW 6 -423,816 -12,582 -483,784 506,865 1.15 0.204 -122,992

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -84,046 -51,891 -40,695 84,046 0.70 -0.112 8,142
1 11 65,564 0 6,517 65,564 0.55 -0.078 -1,700
CN -1 23 -198,626 -192,196 -295,674 198,626 1.31 -0.101 24,871
1 26 235,501 0 260,469 235,501 1.10 -0.063 -23,893
HK -1 13 -80,942 -46,108 -107,968 80,942 1.32 -0.001 -3,597
1 1 1,866 0 2,292 1,866 1.23 -0.274 -512
ID -1 2 -328 0 -129 328 0.45 0.207 -67
JP -1 46 -246,066 -158,204 -172,065 246,066 0.53 -0.094 34,727
1 52 311,796 0 201,177 311,796 0.58 -0.064 -10,296
KR -1 2 -4,531 -4,531 -6,810 4,531 1.41 -0.199 919
1 7 30,558 0 37,905 30,558 1.17 0.269 9,699
MY -1 2 -8,767 0 -4,636 8,767 0.34 0.018 -454
NZ -1 1 -3,024 -3,024 -1,039 3,024 0.34 -0.094 285
1 2 3,051 0 395 3,051 0.14 -0.030 -69
SG -1 1 -745 -745 -345 745 0.46 -0.162 121
TH -1 4 -5,621 0 -2,688 5,621 0.47 0.120 -623
TW -1 4 -465,341 -12,582 -502,871 465,341 1.50 0.254 -125,225
1 2 41,525 0 19,087 41,525 0.45 0.103 2,233