trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -48,370 1,352,769 -30,932 96,003 161 41,908,392 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -700,570 700,570 -878,991 108,727
1 652,200 652,200 848,058 -12,723

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -23,834 -26,258 -20,930 213,690 0.84 0.076 -5,719
CN 63 -138,246 -407,211 -84,377 790,240 1.52 0.175 72,827
HK 25 39,644 -10,249 52,861 97,515 1.06 0.122 3,740
KR 17 -11,054 -30,855 -32,212 73,031 1.54 0.243 14,579
MY 1 -44 0 -8 44 0.18 0.054 -2
SG 7 51,268 0 28,687 51,268 0.59 0.035 1,101
TH 6 -1,623 0 1,511 58,229 0.40 0.113 2,267
TW 10 35,518 -16,617 23,535 68,752 0.35 0.118 7,211

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -118,762 -26,258 -93,593 118,762 0.68 -0.077 -2,040
1 20 94,928 0 72,664 94,928 0.93 -0.032 -3,679
CN -1 31 -464,243 -407,211 -662,829 464,243 1.55 -0.184 105,471
1 32 325,997 0 578,452 325,997 1.49 -0.062 -32,644
HK -1 8 -28,935 -10,249 -27,908 28,935 1.10 0.059 -1,038
1 17 68,579 0 80,769 68,579 1.04 0.018 4,778
KR -1 9 -42,043 -30,855 -79,484 42,043 1.55 -0.046 8,419
1 8 30,989 0 47,271 30,989 1.52 0.043 6,160
MY -1 1 -44 0 -8 44 0.18 0.054 -2
SG 1 7 51,268 0 28,687 51,268 0.59 0.027 1,101
TH -1 5 -29,926 0 -7,874 29,926 0.42 0.100 -2,736
1 1 28,303 0 9,385 28,303 0.33 0.177 5,003
TW -1 3 -16,617 -16,617 -7,295 16,617 0.44 -0.052 655
1 7 52,135 0 30,831 52,135 0.32 0.114 6,556