trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -134,197 1,740,330 -399,228 74,688 238 41,800,652 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -937,263 937,263 -1,093,846 90,714
1 803,066 803,066 694,618 -16,026

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 30,091 -27,372 17,610 93,341 0.78 0.080 4,065
CN 52 -182,557 -343,024 -240,854 563,750 1.51 0.198 51,556
HK 18 -136,665 -51,685 -144,087 149,214 1.23 0.088 7,097
JP 108 42,470 -64,644 -120,379 791,647 0.61 0.070 -4,617
KR 14 18,960 -4,800 14,941 29,387 1.05 0.240 8,299
MY 1 -44 0 -8 44 0.18 0.027 -1
NZ 2 9,956 0 763 9,956 0.12 0.020 244
SG 4 35,218 0 18,109 35,218 0.51 0.049 572
TH 5 -9,699 0 -4,127 9,699 0.34 0.137 -1,193
TW 6 58,073 0 58,803 58,073 0.83 0.190 8,666

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -31,625 -27,372 -17,653 31,625 0.96 -0.106 4,978
1 19 61,716 0 35,263 61,716 0.70 -0.009 -913
CN -1 30 -373,153 -343,024 -570,585 373,153 1.35 -0.186 84,972
1 22 190,596 0 329,731 190,596 1.73 -0.135 -33,416
HK -1 17 -142,939 -51,685 -148,808 142,939 1.25 -0.022 7,391
1 1 6,275 0 4,721 6,275 0.75 -0.047 -294
JP -1 52 -374,589 -64,644 -347,059 374,589 0.81 0.008 -6,416
1 56 417,059 0 226,679 417,059 0.42 -0.019 1,799
KR -1 7 -5,213 -4,800 -5,605 5,213 1.09 -0.156 984
1 7 24,174 0 20,547 24,174 1.01 0.298 7,315
MY -1 1 -44 0 -8 44 0.18 0.027 -1
NZ 1 2 9,956 0 763 9,956 0.12 0.020 244
SG 1 4 35,218 0 18,109 35,218 0.51 0.020 572
TH -1 5 -9,699 0 -4,127 9,699 0.34 0.137 -1,193
TW 1 6 58,073 0 58,803 58,073 0.83 0.190 8,666