trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 23,729 1,168,336 -87,935 35,807 204 20,047,242 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -572,304 572,304 -495,538 64,779
1 596,033 596,033 407,603 -28,972

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 17 -6,391 -19,853 -18,714 44,329 0.74 0.089 3,320
CN 59 -43,594 -240,865 -99,204 543,659 1.05 0.172 28,407
HK 17 -7,072 0 -4,459 72,135 0.71 0.114 -6,785
ID 2 8,051 0 5,523 8,051 0.71 0.275 2,243
JP 81 6,972 -139,640 -23,895 394,118 0.51 0.087 7,470
KR 8 2,265 -1,220 12,271 18,407 0.99 0.220 -1,270
MY 3 -1,541 0 -382 2,394 0.18 0.166 -359
NZ 1 410 0 273 410 0.67 0.021 -9
SG 3 32,573 0 12,709 32,573 0.51 0.066 1,662
TH 4 -6,956 0 -1,203 6,956 0.16 0.235 -1,617
TW 9 39,011 -2,522 29,147 45,303 0.46 0.106 2,745

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -25,360 -19,853 -23,675 25,360 1.05 -0.060 1,725
1 6 18,969 0 4,960 18,969 0.17 0.046 1,594
CN -1 25 -293,627 -240,865 -317,217 293,627 1.07 -0.181 66,446
1 34 250,033 0 218,013 250,033 1.04 -0.114 -38,039
HK -1 9 -39,604 0 -24,607 39,604 0.84 0.129 -5,031
1 8 32,532 0 20,148 32,532 0.55 0.003 -1,754
ID 1 2 8,051 0 5,523 8,051 0.71 0.275 2,243
JP -1 37 -193,573 -139,640 -120,412 193,573 0.61 -0.018 5,527
1 44 200,545 0 96,517 200,545 0.43 -0.007 1,943
KR -1 5 -8,071 -1,220 -4,259 8,071 0.64 0.195 -1,872
1 3 10,336 0 16,530 10,336 1.58 0.001 602
MY -1 2 -1,968 0 -448 1,968 0.19 0.156 -439
1 1 426 0 66 426 0.15 0.188 80
NZ 1 1 410 0 273 410 0.67 -0.021 -9
SG 1 3 32,573 0 12,709 32,573 0.51 0.023 1,662
TH -1 4 -6,956 0 -1,203 6,956 0.16 0.235 -1,617
TW -1 2 -3,146 -2,522 -3,717 3,146 0.87 0.051 40
1 7 42,157 0 32,864 42,157 0.34 0.103 2,705