trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 216,262 1,052,598 251,178 -49,900 191 20,004,764 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -418,168 418,168 -269,422 8,355
1 634,430 634,430 520,599 -58,255

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 14,692 -18,461 13,553 59,432 0.56 0.092 244
CN 48 128,955 -102,780 149,419 363,692 1.07 0.187 -25,317
HK 9 180,576 0 204,134 180,576 1.04 0.077 -15,777
JP 76 -128,816 -146,011 -98,665 329,881 0.52 0.077 -3,068
KR 14 -9,902 -4,857 -21,264 25,831 1.69 0.250 -3,517
MY 1 -45 0 -7 45 0.15 0.085 -4
SG 1 14,365 0 1,956 14,365 0.14 0.104 1,491
TH 7 -1,250 0 -464 9,376 0.40 0.190 -262
TW 11 17,687 0 2,517 69,401 0.63 0.165 -3,689

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -22,370 -18,461 -3,230 22,370 0.49 -0.021 -216
1 12 37,062 0 16,783 37,062 0.63 -0.005 459
CN -1 22 -117,368 -102,780 -75,003 117,368 0.86 -0.157 20,429
1 26 246,324 0 224,422 246,324 1.26 -0.152 -45,747
HK 1 9 180,576 0 204,134 180,576 1.04 -0.019 -15,777
JP -1 50 -229,349 -146,011 -124,056 229,349 0.64 0.021 -2,051
1 26 100,532 0 25,391 100,532 0.30 -0.034 -1,017
KR -1 9 -17,866 -4,857 -31,718 17,866 1.73 0.162 -2,880
1 5 7,965 0 10,454 7,965 1.60 -0.047 -637
MY -1 1 -45 0 -7 45 0.15 0.085 -4
SG 1 1 14,365 0 1,956 14,365 0.14 0.104 1,491
TH -1 4 -5,313 0 -2,021 5,313 0.39 0.179 -1,026
1 3 4,063 0 1,557 4,063 0.42 0.205 764
TW -1 5 -25,857 0 -33,387 25,857 0.97 0.208 -5,898
1 6 43,544 0 35,903 43,544 0.34 0.128 2,209