trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 183,439 1,790,056 368,852 91,527 216 41,831,869 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -803,309 803,309 -590,352 34,336
1 986,747 986,747 959,204 57,191

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 8,597 -93,665 54,140 195,927 1.03 0.087 13,187
HK 23 26,498 -74,257 125,047 231,365 0.79 0.099 -20,209
ID 4 -10,334 0 -5,657 10,334 0.45 0.173 -1,777
JP 131 26,281 -369,837 -112,266 1,057,172 0.75 0.073 54,416
MY 1 -44 0 -7 44 0.16 0.054 -2
NZ 2 -755 -755 -286 755 0.44 0.032 26
SG 2 3,023 -4,674 3,937 12,371 0.72 0.054 651
TH 7 -730 0 5,534 48,158 0.38 0.181 1,884
TW 15 130,902 -31,675 298,411 233,929 1.14 0.145 43,352

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -93,665 -93,665 -41,265 93,665 0.72 -0.110 11,827
1 19 102,262 0 95,405 102,262 1.22 -0.017 1,359
HK -1 18 -102,433 -74,257 -69,000 102,433 0.68 -0.017 2,170
1 5 128,932 0 194,047 128,932 1.20 -0.184 -22,380
ID -1 4 -10,334 0 -5,657 10,334 0.45 0.173 -1,777
JP -1 59 -515,445 -369,837 -397,974 515,445 0.94 -0.047 24,032
1 72 541,727 0 285,708 541,727 0.60 0.053 30,384
MY -1 1 -44 0 -7 44 0.16 0.054 -2
NZ -1 2 -755 -755 -286 755 0.44 -0.032 26
SG -1 1 -4,674 -4,674 -2,694 4,674 0.58 -0.057 268
1 1 7,697 0 6,631 7,697 0.86 0.050 384
TH -1 3 -24,444 0 -7,141 24,444 0.31 0.138 -2,929
1 4 23,714 0 12,674 23,714 0.44 0.213 4,813
TW -1 8 -51,514 -31,675 -66,328 51,514 1.29 -0.003 721
1 7 182,416 0 364,739 182,416 0.98 0.203 42,631