trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 96,372 724,012 89,695 -25,586 182 20,005,407 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -313,820 313,820 -247,334 4,322
1 410,192 410,192 337,029 -29,908

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 29,415 -388 23,937 45,643 0.64 0.085 -3,198
CN 39 53,881 -77,467 32,171 213,537 1.16 0.230 -13,047
HK 22 -19,620 0 4,375 61,041 0.94 0.109 -6,352
ID 1 -2,009 0 -1,013 2,009 0.50 0.207 -416
JP 76 7,604 -95,965 32,128 330,919 0.54 0.084 -134
KR 8 2,738 0 7,066 9,704 1.21 0.211 -1,649
MY 1 -45 0 -7 45 0.15 0.072 -3
SG 1 2,325 0 1,221 2,325 0.53 0.049 -113
TH 3 122 0 55 4,080 0.32 0.164 48
TW 9 21,962 0 -10,237 54,709 0.81 0.156 -721

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 5 -8,114 -388 -1,136 8,114 0.11 0.075 -799
1 17 37,529 0 25,073 37,529 0.79 -0.051 -2,399
CN -1 23 -79,828 -77,467 -91,140 79,828 1.18 -0.222 18,947
1 16 133,709 0 123,311 133,709 1.12 -0.200 -31,995
HK -1 13 -40,330 0 -21,487 40,330 0.70 0.115 -4,504
1 9 20,710 0 25,862 20,710 1.30 -0.091 -1,848
ID -1 1 -2,009 0 -1,013 2,009 0.50 0.207 -416
JP -1 36 -161,658 -95,965 -88,853 161,658 0.42 0.032 -3,699
1 40 169,262 0 120,981 169,262 0.64 0.008 3,565
KR -1 5 -3,483 0 -1,746 3,483 0.72 0.243 -816
1 3 6,221 0 8,812 6,221 2.03 -0.157 -834
MY -1 1 -45 0 -7 45 0.15 0.072 -3
SG 1 1 2,325 0 1,221 2,325 0.53 -0.049 -113
TH -1 2 -1,979 0 -568 1,979 0.32 0.153 -344
1 1 2,101 0 622 2,101 0.30 0.186 391
TW -1 3 -16,373 0 -41,384 16,373 1.75 0.220 -4,044
1 6 38,335 0 31,146 38,335 0.34 0.123 3,323