trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -261,025 1,516,637 -457,809 25,399 216 41,751,493 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -888,831 888,831 -1,066,479 53,699
1 627,806 627,806 608,670 -28,300

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 17,968 -25,670 15,275 77,832 0.76 0.071 2,365
CN 58 -132,236 -289,778 -244,032 502,746 1.51 0.182 40,293
HK 14 52,954 0 35,178 52,954 0.81 0.126 9,134
JP 81 -13,732 -138,200 -49,395 501,224 0.64 0.079 -9,955
KR 21 23,118 -20,401 50,812 72,969 1.40 0.236 14,618
MY 1 -44 0 -8 44 0.18 0.019 -1
NZ 1 -939 -939 -233 939 0.25 0.066 62
PH 1 -311 0 -82 311 0.26 0.074 23
SG 1 629 0 644 629 1.02 0.043 -27
TH 6 -3,502 0 35 23,698 0.32 0.171 -278
TW 4 -204,930 0 -266,003 283,289 0.84 0.134 -30,835

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -29,932 -25,670 -25,425 29,932 0.75 -0.090 3,701
1 18 47,900 0 40,700 47,900 0.76 -0.005 -1,337
CN -1 36 -317,491 -289,778 -531,289 317,491 1.45 -0.169 70,049
1 22 185,255 0 287,258 185,255 1.60 -0.112 -29,756
HK 1 14 52,954 0 35,178 52,954 0.81 0.126 9,134
JP -1 44 -257,478 -138,200 -184,658 257,478 0.66 -0.056 13,460
1 37 243,746 0 135,262 243,746 0.62 -0.049 -23,415
KR -1 5 -24,925 -20,401 -22,229 24,925 1.28 -0.088 2,874
1 16 48,044 0 73,041 48,044 1.44 0.177 11,744
MY -1 1 -44 0 -8 44 0.18 0.019 -1
NZ -1 1 -939 -939 -233 939 0.25 -0.066 62
PH -1 1 -311 0 -82 311 0.26 -0.074 23
SG 1 1 629 0 644 629 1.02 -0.043 -27
TH -1 4 -13,600 0 -3,295 13,600 0.34 0.148 -2,124
1 2 10,098 0 3,330 10,098 0.30 0.217 1,846
TW -1 2 -244,110 0 -299,260 244,110 1.08 0.149 -34,346
1 2 39,180 0 33,257 39,180 0.59 0.118 3,511