trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -572,859 13,389,316 -1,734,646 1,152,840 317 218,220,641 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -6,981,088 6,981,088 -8,052,299 437,779
1.0 6,408,229 6,408,229 6,317,652 715,061

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 -146,600 -949,798 -202,514 2,045,374 0.45 0.097 188,450
CN 215 205,567 -3,313,183 -177,250 8,524,850 1.56 0.100 903,518
HK 20 -1,042,504 -617,687 -1,557,494 1,151,916 1.75 0.063 -14,422
ID 2 66,988 0 -317 66,988 0.11 0.072 5,629
IN 8 360,648 0 76,264 460,633 0.25 0.102 77,449
PH 1 20,060 0 5,728 20,060 0.29 0.247 4,949
SG 1 -73,522 -73,522 -55,068 73,522 0.75 0.181 13,314
TH 19 192,917 -348,321 260,533 889,559 0.21 0.135 -52,500
TW 11 -156,413 -156,413 -84,528 156,413 0.53 0.171 26,453

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 30 -1,095,987 -949,798 -303,254 1,095,987 0.55 -0.114 116,994
1.0 10 949,387 0 100,739 949,387 0.17 0.017 71,456
CN -1.0 101 -4,159,641 -3,313,183 -5,964,598 4,159,641 1.64 -0.043 260,936
1.0 114 4,365,208 0 5,787,349 4,365,208 1.48 0.122 642,582
HK -1.0 18 -1,097,210 -617,687 -1,588,884 1,097,210 1.85 -0.012 -26,231
1.0 2 54,706 0 31,390 54,706 0.80 0.133 11,809
ID 1.0 2 66,988 0 -317 66,988 0.11 0.072 5,629
IN -1.0 3 -49,993 0 -16,780 49,993 0.23 0.036 -1,849
1.0 5 410,640 0 93,044 410,640 0.26 0.142 79,298
PH 1.0 1 20,060 0 5,728 20,060 0.29 0.247 4,949
SG -1.0 1 -73,522 -73,522 -55,068 73,522 0.75 -0.181 13,314
TH -1.0 15 -348,321 -348,321 -39,187 348,321 0.17 -0.135 48,163
1.0 4 541,238 0 299,720 541,238 0.38 -0.130 -100,663
TW -1.0 11 -156,413 -156,413 -84,528 156,413 0.53 -0.171 26,453