trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 184,138 1,750,741 200,894 10,714 207 41,840,841 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -783,302 783,302 -788,099 -260
1 967,439 967,439 988,993 10,974

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 -3,238 -48,157 35,525 131,113 1.08 0.076 3,506
HK 14 70,721 -3,716 104,006 211,173 0.65 0.083 -18,273
ID 1 266 0 314 266 1.18 0.266 71
JP 105 95,819 -251,822 27,779 985,974 0.83 0.072 41,834
KR 37 240 -17,855 48,610 162,202 1.45 0.213 -8,702
MY 1 -45 0 -7 45 0.16 0.040 -2
SG 4 50,753 0 38,737 50,753 0.78 0.030 1,183
TH 8 4,864 0 -2,980 42,452 0.27 0.175 3,951
TW 16 -35,244 -1,855 -51,088 166,763 1.05 0.159 -12,854

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -67,175 -48,157 -43,227 67,175 0.78 -0.078 6,537
1 13 63,938 0 78,752 63,938 1.27 -0.047 -3,031
HK -1 7 -70,226 -3,716 -86,248 70,226 0.73 0.031 -1,873
1 7 140,947 0 190,255 140,947 0.57 0.007 -16,400
ID 1 1 266 0 314 266 1.18 0.266 71
JP -1 47 -445,078 -251,822 -436,972 445,078 0.91 -0.037 22,770
1 58 540,897 0 464,750 540,897 0.77 0.034 19,064
KR -1 18 -80,981 -17,855 -94,055 80,981 1.15 0.102 -10,411
1 19 81,221 0 142,665 81,221 1.73 -0.017 1,709
MY -1 1 -45 0 -7 45 0.16 0.040 -2
SG 1 4 50,753 0 38,737 50,753 0.78 0.030 1,183
TH -1 4 -18,794 0 -5,777 18,794 0.32 0.126 -2,043
1 4 23,658 0 2,797 23,658 0.22 0.224 5,994
TW -1 7 -101,003 -1,855 -121,813 101,003 1.13 0.133 -15,239
1 9 65,760 0 70,724 65,760 0.98 0.135 2,385