trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 942,444 8,778,803 878,558 385,410 177 270,488,239 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,918,179 3,918,179 -4,132,731 114,968
1.0000 4,860,623 4,860,623 5,011,289 270,441

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 251,029 -242,689 1,163 736,407 0.66 0.123 16,514
CN 82 -9,977 -1,450,299 153,325 5,232,175 1.24 0.111 281,238
HK 17 57,002 -235,510 -23,995 824,036 1.64 0.129 89,309
KR 15 45,056 -202,199 191,397 692,098 0.51 0.175 -32,874
SG 3 -29,470 0 -5,924 37,664 0.44 0.065 -1,137
TH 15 146,014 -21,865 94,012 448,841 0.43 0.085 13,913
TW 14 482,791 0 468,580 807,580 0.89 0.070 18,446

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -242,689 -242,689 -182,009 242,689 1.00 -0.125 27,063
1.0000 18 493,718 0 183,172 493,718 0.42 -0.111 -10,549
CN -1.0000 48 -2,621,076 -1,450,299 -3,063,974 2,621,076 1.29 0.011 83,929
1.0000 34 2,611,099 0 3,217,300 2,611,099 1.17 0.001 197,309
HK -1.0000 14 -383,517 -235,510 -631,198 383,517 1.63 0.078 -27,661
1.0000 3 440,519 0 607,203 440,519 1.70 0.254 116,970
KR -1.0000 11 -323,521 -202,199 -97,979 323,521 0.52 -0.164 61,149
1.0000 4 368,577 0 289,376 368,577 0.46 -0.203 -94,023
SG -1.0000 2 -33,567 0 -8,639 33,567 0.32 0.018 -488
1.0000 1 4,097 0 2,715 4,097 0.66 -0.158 -649
TH -1.0000 7 -151,414 -21,865 -45,259 151,414 0.33 0.080 -10,013
1.0000 8 297,428 0 139,270 297,428 0.52 0.040 23,926
TW -1.0000 4 -162,395 0 -103,673 162,395 0.49 0.094 -19,011
1.0000 10 645,185 0 572,254 645,185 1.05 -0.007 37,457