trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -247,678 4,006,286 -293,521 202,739 245 44,379,717 0.090

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,126,982 2,126,982 -1,965,043 99,240
1.0000 1,879,304 1,879,304 1,671,523 103,498

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 20,143 -163,533 -73,343 767,415 0.47 0.091 17,222
CN 75 -188,729 -631,005 -94,815 1,508,637 1.26 0.112 144,977
HK 9 -58,738 0 -138,990 210,799 1.25 0.175 -15,532
JP 97 -3,962 -413,207 54,512 1,311,872 0.68 0.054 51,907
KR 13 7,659 -16,139 2,632 46,171 0.43 0.118 3,466
MY 2 -2,474 0 -699 2,474 0.28 0.108 -375
SG 1 -6,824 0 -1,083 6,824 0.16 0.023 -154
TH 13 51,842 -1,663 4,904 76,608 0.46 0.074 2,455
TW 3 -66,594 -24,625 -46,640 75,486 0.87 0.046 -1,227

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 16 -373,636 -163,533 -192,936 373,636 0.52 -0.079 19,607
1.0000 16 393,779 0 119,594 393,779 0.42 -0.076 -2,384
CN -1.0000 43 -848,683 -631,005 -1,040,639 848,683 1.20 -0.030 100,860
1.0000 32 659,954 0 945,825 659,954 1.35 0.014 44,117
HK -1.0000 4 -134,769 0 -225,760 134,769 1.68 0.220 -29,054
1.0000 5 76,030 0 86,770 76,030 0.91 0.110 13,522
JP -1.0000 49 -657,917 -413,207 -436,080 657,917 0.68 -0.010 5,624
1.0000 48 653,955 0 490,592 653,955 0.68 0.028 46,283
KR -1.0000 3 -19,256 -16,139 -9,560 19,256 0.58 -0.168 4,062
1.0000 10 26,915 0 12,192 26,915 0.38 -0.074 -596
MY -1.0000 2 -2,474 0 -699 2,474 0.28 0.108 -375
SG -1.0000 1 -6,824 0 -1,083 6,824 0.16 0.023 -154
TH -1.0000 4 -12,383 -1,663 -6,415 12,383 0.52 0.023 -186
1.0000 9 64,225 0 11,319 64,225 0.43 0.082 2,641
TW -1.0000 2 -71,040 -24,625 -51,870 71,040 0.72 -0.002 -1,143
1.0000 1 4,446 0 5,231 4,446 1.18 -0.019 -84