trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -69,721 1,942,781 6,382 107,617 215 41,937,052 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,006,251 1,006,251 -795,567 65,749
1 936,530 936,530 801,948 41,868

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 -4,733 -105,157 51,932 208,347 0.90 0.094 10,470
HK 28 57,473 -37,108 142,590 189,967 1.39 0.125 10,814
ID 2 5,180 0 7,643 10,169 0.87 0.230 1,726
JP 131 -107,150 -468,781 -186,474 1,440,262 0.66 0.069 80,935
MY 2 -15,073 0 -8,504 15,073 0.37 0.032 -870
NZ 2 -7,850 -7,850 -3,930 7,850 0.39 0.048 396
SG 3 -7,144 -10,162 -4,992 13,181 0.40 0.058 1,022
TH 7 9,576 0 8,117 57,933 0.30 0.142 3,124

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -106,540 -105,157 -49,494 106,540 0.82 -0.121 13,979
1 19 101,807 0 101,427 101,807 0.99 -0.008 -3,509
HK -1 12 -66,247 -37,108 -57,888 66,247 0.89 -0.001 775
1 16 123,720 0 200,478 123,720 1.75 0.066 10,039
ID -1 1 -2,494 0 -1,414 2,494 0.57 0.178 -443
1 1 7,674 0 9,057 7,674 1.18 0.283 2,169
JP -1 69 -773,706 -468,781 -663,981 773,706 0.68 -0.058 53,417
1 62 666,556 0 477,507 666,556 0.63 0.011 27,518
MY -1 2 -15,073 0 -8,504 15,073 0.37 0.032 -870
NZ -1 2 -7,850 -7,850 -3,930 7,850 0.39 -0.048 396
SG -1 2 -10,162 -10,162 -5,654 10,162 0.49 -0.064 887
1 1 3,019 0 661 3,019 0.22 0.045 134
TH -1 4 -24,179 0 -4,702 24,179 0.25 0.119 -2,392
1 3 33,754 0 12,819 33,754 0.37 0.172 5,516