trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 93,176 1,619,379 31,881 57,672 226 41,788,318 0.039

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -763,101 763,101 -849,185 91,159
1 856,278 856,278 881,066 -33,487

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 -10,929 -22,496 -15,193 48,510 0.83 0.071 2,495
CN 61 14,763 -319,478 20,973 693,958 1.45 0.173 25,242
HK 14 35,628 -4,964 51,608 77,747 1.21 0.112 -5,505
ID 1 -162 0 -76 162 0.47 0.151 -25
JP 91 20,542 -102,012 -54,885 500,847 0.60 0.077 7,498
KR 20 -7,840 -27,227 14,105 81,382 1.45 0.262 15,168
MY 1 -44 0 -8 44 0.18 0.054 -2
NZ 2 -10,047 -10,047 -4,548 10,047 0.39 0.049 474
SG 3 1,436 0 1,094 1,436 0.77 0.021 -9
TH 6 -3,827 0 110 47,241 0.31 0.129 595
TW 4 53,656 -52,174 18,701 158,005 0.46 0.102 11,741

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -29,720 -22,496 -30,339 29,720 0.54 -0.083 3,384
1 15 18,791 0 15,146 18,791 0.98 -0.044 -888
CN -1 30 -339,597 -319,478 -512,138 339,597 1.45 -0.195 75,790
1 31 354,361 0 533,111 354,361 1.44 -0.101 -50,547
HK -1 6 -21,059 -4,964 -14,415 21,059 0.75 -0.035 -399
1 8 56,687 0 66,022 56,687 1.55 -0.051 -5,106
ID -1 1 -162 0 -76 162 0.47 0.151 -25
JP -1 48 -240,153 -102,012 -199,875 240,153 0.71 -0.051 8,832
1 43 260,695 0 144,990 260,695 0.49 -0.029 -1,335
KR -1 9 -44,611 -27,227 -56,613 44,611 1.22 -0.005 4,668
1 11 36,771 0 70,718 36,771 1.63 0.097 10,499
MY -1 1 -44 0 -8 44 0.18 0.054 -2
NZ -1 2 -10,047 -10,047 -4,548 10,047 0.39 -0.049 474
SG 1 3 1,436 0 1,094 1,436 0.77 -0.002 -9
TH -1 4 -25,534 0 -6,615 25,534 0.36 0.112 -2,996
1 2 21,707 0 6,724 21,707 0.22 0.161 3,591
TW -1 1 -52,174 -52,174 -24,559 52,174 0.47 -0.027 1,434
1 3 105,830 0 43,260 105,830 0.46 0.127 10,307