trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 641,171 9,205,975 430,930 695,353 179 273,859,901 0.034

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -4,282,402 4,282,402 -4,525,835 317,103
1.0000 4,923,573 4,923,573 4,956,765 378,250

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 162,402 -418,117 -90,056 998,636 0.57 0.115 41,006
CN 72 -105,526 -1,926,204 -33,777 5,428,071 1.30 0.122 466,147
HK 19 -13,758 -461,473 -100,166 991,114 1.51 0.130 130,786
KR 20 -46,571 -345,133 165,935 761,904 0.49 0.172 -8,106
SG 1 -18,857 -18,857 -10,029 18,857 0.53 0.002 29
TH 18 299,659 -67,978 170,473 521,227 0.42 0.081 36,555
TW 9 363,822 -58,615 328,549 486,166 0.96 0.068 28,936

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -418,117 -418,117 -263,683 418,117 0.72 -0.120 45,796
1.0000 20 580,519 0 173,628 580,519 0.43 -0.091 -4,790
CN -1.0000 35 -2,766,798 -1,926,204 -3,287,007 2,766,798 1.41 -0.064 184,224
1.0000 37 2,661,273 0 3,253,230 2,661,273 1.19 0.079 281,924
HK -1.0000 12 -502,436 -461,473 -778,938 502,436 1.61 0.022 2,111
1.0000 7 488,678 0 678,772 488,678 1.35 0.236 128,676
KR -1.0000 17 -404,238 -345,133 -120,865 404,238 0.49 -0.164 83,145
1.0000 3 357,666 0 286,800 357,666 0.53 -0.221 -91,251
SG -1.0000 1 -18,857 -18,857 -10,029 18,857 0.53 -0.002 29
TH -1.0000 6 -110,784 -67,978 -24,723 110,784 0.21 0.029 -1,574
1.0000 12 410,443 0 195,196 410,443 0.53 0.079 38,129
TW -1.0000 2 -61,172 -58,615 -40,591 61,172 0.68 0.005 3,374
1.0000 7 424,994 0 369,140 424,994 1.04 -0.013 25,562