trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -88,827 3,165,548 -17,692 135,484 344 41,905,193 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,627,187 1,627,187 -1,637,449 147,065
1 1,538,361 1,538,361 1,619,758 -11,581

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 46 -52,629 -127,621 -100,661 205,371 0.84 0.070 13,993
CN 86 -250,034 -634,568 -453,906 1,144,459 1.28 0.178 61,649
HK 18 38,326 -38,598 7,676 115,523 0.69 0.103 12,323
JP 137 34,092 -444,370 392,948 1,214,627 0.77 0.080 83,704
KR 36 84,637 -51,601 153,586 360,061 1.62 0.191 -41,653
MY 2 2,925 0 442 3,012 0.16 0.167 761
SG 9 41,806 0 21,615 41,806 0.55 0.042 2,465
TW 10 12,050 -17,598 -39,391 80,689 0.77 0.120 2,242

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 34 -129,000 -127,621 -100,601 129,000 1.01 -0.058 9,762
1 12 76,371 0 -60 76,371 0.35 0.040 4,231
CN -1 54 -697,246 -634,568 -881,114 697,246 1.35 -0.162 132,275
1 32 447,212 0 427,208 447,212 1.16 -0.171 -70,626
HK -1 5 -38,598 -38,598 -33,027 38,598 0.95 -0.139 4,126
1 13 76,925 0 40,702 76,925 0.59 0.039 8,196
JP -1 64 -590,267 -444,370 -320,911 590,267 0.54 -0.024 22,526
1 73 624,360 0 713,859 624,360 0.96 0.070 61,178
KR -1 30 -137,712 -51,601 -227,662 137,712 1.63 0.077 -19,832
1 6 222,349 0 381,248 222,349 1.58 0.074 -21,821
MY -1 1 -44 0 -7 44 0.16 0.076 -3
1 1 2,968 0 450 2,968 0.15 0.258 765
SG 1 9 41,806 0 21,615 41,806 0.55 0.037 2,465
TW -1 3 -34,320 -17,598 -74,126 34,320 1.77 0.001 -1,789
1 7 46,370 0 34,735 46,370 0.34 0.126 4,032