trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 12,583 1,742,171 -166,093 58,618 240 41,723,499 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -864,794 864,794 -960,187 48,941
1 877,377 877,377 794,094 9,676

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -37,499 -88,086 16,939 160,146 0.83 0.073 2,487
HK 20 56,710 -71,872 52,046 311,917 0.92 0.102 -13,750
ID 3 -2,813 0 -1,649 3,255 0.77 0.214 -562
JP 139 -59,464 -291,729 -369,969 951,255 0.80 0.071 40,165
KR 33 90,476 -23,304 163,147 184,269 1.52 0.224 26,659
MY 1 -44 0 -7 44 0.16 0.041 -2
NZ 1 -1,636 -1,636 -468 1,636 0.29 0.046 75
SG 2 8,863 0 7,793 8,863 0.88 0.034 314
TH 4 -4,819 0 -3,839 10,478 0.61 0.156 53
TW 11 -37,189 -31,115 -30,085 110,311 0.55 0.176 3,180

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -98,822 -88,086 -39,506 98,822 0.49 -0.035 8,581
1 10 61,323 0 56,445 61,323 1.38 -0.088 -6,094
HK -1 16 -127,603 -71,872 -189,449 127,603 0.85 -0.023 7,994
1 4 184,313 0 241,495 184,313 1.22 -0.146 -21,745
ID -1 2 -3,034 0 -1,909 3,034 0.57 0.187 -621
1 1 221 0 260 221 1.18 0.269 59
JP -1 70 -505,359 -291,729 -605,853 505,359 1.05 -0.051 33,789
1 69 445,895 0 235,884 445,895 0.55 0.014 6,376
KR -1 15 -46,897 -23,304 -53,438 46,897 1.40 -0.089 2,007
1 18 137,372 0 216,585 137,372 1.62 0.129 24,652
MY -1 1 -44 0 -7 44 0.16 0.041 -2
NZ -1 1 -1,636 -1,636 -468 1,636 0.29 -0.046 75
SG 1 2 8,863 0 7,793 8,863 0.88 0.034 314
TH -1 2 -7,648 0 -5,675 7,648 0.59 0.117 -502
1 2 2,829 0 1,836 2,829 0.62 0.194 555
TW -1 6 -73,750 -31,115 -63,881 73,750 0.65 0.078 -2,379
1 5 36,561 0 33,796 36,561 0.44 0.196 5,558