trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 91,041 1,532,961 59,023 128,859 208 41,767,589 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -720,960 720,960 -722,537 113,622
1 812,001 812,001 781,561 15,238

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -51,537 -69,791 -49,158 191,946 0.74 0.103 6,348
CN 48 -57,402 -308,081 -83,042 558,759 1.48 0.203 43,709
HK 15 106,667 0 80,668 106,667 0.75 0.167 17,558
JP 90 -18,918 -251,689 -13,981 549,215 0.51 0.085 42,347
KR 11 54,293 -4,371 81,133 63,035 1.01 0.240 13,692
MY 1 -45 0 -8 45 0.18 0.001 0
NZ 2 1,614 -659 241 2,931 0.21 0.035 60
SG 1 389 0 398 389 1.02 0.049 -19
TH 4 13,567 0 4,989 17,562 0.25 0.181 2,407
TW 3 42,412 0 37,784 42,412 0.85 0.101 2,759

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -121,742 -69,791 -49,348 121,742 0.85 -0.103 5,504
1 11 70,205 0 189 70,205 0.53 0.015 843
CN -1 20 -308,081 -308,081 -484,073 308,081 1.62 -0.237 77,975
1 28 250,679 0 401,031 250,679 1.38 -0.093 -34,266
HK 1 15 106,667 0 80,668 106,667 0.75 0.167 17,558
JP -1 52 -284,066 -251,689 -184,983 284,066 0.42 -0.083 29,387
1 38 265,148 0 171,002 265,148 0.62 0.036 12,960
KR -1 3 -4,371 -4,371 -3,799 4,371 1.30 -0.194 939
1 8 58,664 0 84,931 58,664 0.90 0.258 12,753
MY -1 1 -45 0 -8 45 0.18 -0.001 0
NZ -1 1 -659 -659 -164 659 0.25 -0.062 41
1 1 2,273 0 404 2,273 0.18 0.009 19
SG 1 1 389 0 398 389 1.02 -0.049 -19
TH -1 2 -1,997 0 -163 1,997 0.21 0.140 -224
1 2 15,564 0 5,152 15,564 0.30 0.222 2,631
TW 1 3 42,412 0 37,784 42,412 0.85 0.050 2,759