trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 66,047 2,175,057 41,940 48,687 252 41,809,273 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,054,505 1,054,505 -934,195 33,356
1 1,120,552 1,120,552 976,135 15,332

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 2,525 -70,162 67,586 180,021 1.20 0.091 9,619
HK 21 88,589 -39,259 174,681 299,688 0.88 0.094 -28,906
ID 5 -10,483 0 -4,839 11,421 0.60 0.190 -1,741
JP 142 11,418 -465,911 -147,238 1,304,866 0.76 0.073 69,109
KR 32 7,433 -43,397 6,269 160,211 1.64 0.206 14,827
MY 1 -45 0 -7 45 0.16 0.048 -2
SG 2 9,539 0 7,813 9,539 0.79 0.025 227
TH 7 -638 0 766 20,513 0.34 0.152 1,008
TW 16 -42,292 -3,110 -63,090 188,754 1.11 0.165 -15,453

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 7 -88,748 -70,162 -52,110 88,748 0.70 -0.123 10,385
1 19 91,273 0 119,697 91,273 1.38 -0.025 -767
HK -1 14 -105,550 -39,259 -76,463 105,550 0.80 0.013 -2,878
1 7 194,138 0 251,144 194,138 1.05 -0.143 -26,028
ID -1 4 -10,952 0 -5,392 10,952 0.45 0.170 -1,867
1 1 469 0 553 469 1.18 0.269 126
JP -1 73 -646,724 -465,911 -520,133 646,724 0.84 -0.041 42,027
1 69 658,142 0 372,895 658,142 0.68 0.042 27,082
KR -1 15 -76,389 -43,397 -128,959 76,389 1.40 -0.039 4,424
1 17 83,822 0 135,228 83,822 1.86 0.055 10,403
MY -1 1 -45 0 -7 45 0.16 0.048 -2
SG 1 2 9,539 0 7,813 9,539 0.79 0.014 227
TH -1 5 -10,576 0 -2,807 10,576 0.32 0.131 -1,293
1 2 9,937 0 3,572 9,937 0.40 0.206 2,301
TW -1 7 -115,523 -3,110 -148,324 115,523 1.28 0.135 -17,440
1 9 73,231 0 85,234 73,231 0.97 0.136 1,987