trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 1,188,204 12,913,816 1,468,553 -425,086 220 261,718,705 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -5,862,806 5,862,806 -5,681,230 -462,195
1.0000 7,051,010 7,051,010 7,149,784 37,109

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 553,850 -72,857 220,776 863,712 0.51 0.124 -53,568
CN 99 495,754 -519,678 836,561 6,854,640 1.29 0.101 -189,581
HK 24 -285,339 -67,756 -563,782 1,621,484 1.46 0.118 15,209
KR 12 349,770 -55,293 303,307 560,198 0.43 0.187 -93,527
SG 5 -42,953 0 8,865 221,865 0.44 0.057 -15,783
TH 19 -191,194 0 -15,448 813,569 0.57 0.077 -51,654
TW 28 308,316 0 678,274 1,978,347 0.86 0.070 -36,183

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -154,931 -72,857 -67,872 154,931 0.50 -0.094 11,696
1.0000 21 708,781 0 288,649 708,781 0.52 -0.132 -65,263
CN -1.0000 59 -3,179,443 -519,678 -3,565,593 3,179,443 1.31 0.050 -218,256
1.0000 40 3,675,197 0 4,402,154 3,675,197 1.27 -0.044 28,675
HK -1.0000 19 -953,412 -67,756 -1,452,983 953,412 1.59 0.119 -140,835
1.0000 5 668,073 0 889,200 668,073 0.99 0.055 156,044
KR -1.0000 5 -105,214 -55,293 -12,719 105,214 0.35 -0.147 20,257
1.0000 7 454,984 0 316,026 454,984 0.49 -0.216 -113,784
SG -1.0000 2 -132,409 0 -49,154 132,409 0.32 0.018 -2,640
1.0000 3 89,456 0 58,019 89,456 0.51 -0.062 -13,143
TH -1.0000 9 -502,382 0 -146,022 502,382 0.58 0.099 -54,433
1.0000 10 311,188 0 130,574 311,188 0.55 0.023 2,780
TW -1.0000 10 -835,015 0 -386,887 835,015 0.57 0.086 -77,983
1.0000 18 1,143,331 0 1,065,161 1,143,331 1.02 -0.020 41,800