trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -325,678 2,667,047 -311,627 127,421 293 41,958,648 0.064

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,496,363 1,496,363 -1,274,449 153,268
1 1,170,684 1,170,684 962,822 -25,847

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -4,373 -103,901 -59,724 204,069 0.68 0.076 19,432
CN 79 -330,970 -601,228 -271,899 1,018,796 1.19 0.162 45,292
HK 16 4,853 -15,054 10,774 52,368 0.68 0.117 -1,568
JP 131 -88,148 -428,632 -138,718 1,171,457 0.75 0.075 32,434
KR 20 68,806 -29,988 116,028 136,864 1.60 0.226 31,668
MY 2 121 0 18 209 0.16 0.172 41
SG 4 9,213 0 7,313 9,213 0.66 0.019 162
TH 6 -16,524 0 -306 26,552 0.25 0.206 -4,175
TW 9 31,345 -8,087 24,886 47,519 0.65 0.121 4,134

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -104,221 -103,901 -61,687 104,221 1.01 -0.102 14,406
1 14 99,848 0 1,964 99,848 0.40 0.031 5,026
CN -1 58 -674,883 -601,228 -678,428 674,883 1.12 -0.142 116,053
1 21 343,913 0 406,529 343,913 1.36 -0.154 -70,761
HK -1 9 -23,757 -15,054 -15,438 23,757 0.68 -0.061 682
1 7 28,611 0 26,212 28,611 0.68 0.002 -2,251
JP -1 78 -629,803 -428,632 -457,688 629,803 0.80 -0.030 21,934
1 53 541,654 0 318,970 541,654 0.68 0.062 10,500
KR -1 7 -34,029 -29,988 -49,381 34,029 1.61 -0.010 4,521
1 13 102,835 0 165,409 102,835 1.59 0.148 27,147
MY -1 1 -44 0 -7 44 0.16 0.073 -3
1 1 165 0 25 165 0.15 0.271 45
SG 1 4 9,213 0 7,313 9,213 0.66 0.015 162
TH -1 4 -21,538 0 -1,975 21,538 0.20 0.203 -5,210
1 2 5,014 0 1,669 5,014 0.34 0.212 1,035
TW -1 3 -8,087 -8,087 -9,845 8,087 1.16 -0.103 885
1 6 39,432 0 34,731 39,432 0.40 0.130 3,249