trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -39,625 1,668,685 106,572 85,124 238 41,672,162 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -854,155 854,155 -1,055,979 122,161
1 814,530 814,530 1,162,551 -37,038

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -86,267 -67,101 -72,706 97,897 0.92 0.072 5,698
CN 63 -9,247 -345,280 183,825 751,897 1.63 0.189 -6,593
HK 13 -17,500 -33,799 -34,680 54,461 1.11 0.105 1,279
JP 87 39,619 -227,151 49,809 530,679 0.56 0.085 38,073
KR 33 -60,104 -95,192 -135,938 130,281 1.64 0.201 28,079
MY 1 -45 0 -8 45 0.18 0.034 -2
NZ 2 2,070 -406 340 2,881 0.21 0.034 112
SG 1 3,232 0 1,213 3,232 0.38 0.089 286
TH 6 9,635 0 -798 18,330 0.37 0.133 1,900
TW 6 78,981 0 115,514 78,981 1.51 0.237 16,290

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -92,082 -67,101 -75,596 92,082 1.06 -0.066 5,885
1 6 5,815 0 2,890 5,815 0.49 0.014 -187
CN -1 34 -380,572 -345,280 -618,670 380,572 1.74 -0.178 70,650
1 29 371,325 0 802,495 371,325 1.50 -0.129 -77,243
HK -1 9 -35,981 -33,799 -55,762 35,981 1.18 -0.045 2,297
1 4 18,481 0 21,082 18,481 0.96 0.026 -1,018
JP -1 43 -245,530 -227,151 -127,442 245,530 0.52 -0.080 26,175
1 44 285,149 0 177,251 285,149 0.60 0.029 11,898
KR -1 25 -95,192 -95,192 -175,475 95,192 1.82 -0.163 17,483
1 8 35,089 0 39,537 35,089 1.08 0.240 10,596
MY -1 1 -45 0 -8 45 0.18 0.034 -2
NZ -1 1 -406 -406 -101 406 0.25 -0.028 11
1 1 2,475 0 440 2,475 0.18 0.041 101
SG 1 1 3,232 0 1,213 3,232 0.38 0.089 286
TH -1 3 -4,347 0 -2,927 4,347 0.58 0.106 -339
1 3 13,982 0 2,129 13,982 0.16 0.161 2,239
TW 1 6 78,981 0 115,514 78,981 1.51 0.237 16,290