trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -279,643 3,784,286 -427,912 209,667 224 42,359,905 0.089

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,031,964 2,031,964 -1,991,770 83,067
1.0000 1,752,322 1,752,322 1,563,858 126,600

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -14,988 -119,857 -16,435 543,918 0.51 0.082 17,586
CN 57 -321,303 -703,178 -544,999 1,345,150 1.32 0.102 106,325
HK 17 60,183 -5,379 49,815 190,249 1.63 0.218 21,917
JP 93 67,180 -329,257 160,934 1,429,094 0.70 0.053 61,404
KR 6 39,460 0 25,276 41,629 0.71 0.142 -4,311
TH 11 -28,110 -46,089 -11,504 89,774 0.44 0.081 2,269
TW 6 -82,064 0 -90,999 144,472 0.93 0.086 4,478

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -279,453 -119,857 -101,921 279,453 0.38 -0.079 14,718
1.0000 14 264,465 0 85,486 264,465 0.69 -0.012 2,868
CN -1.0000 28 -833,227 -703,178 -1,217,445 833,227 1.35 -0.088 76,813
1.0000 29 511,924 0 672,446 511,924 1.28 0.038 29,511
HK -1.0000 6 -65,033 -5,379 -95,603 65,033 1.56 0.138 -9,087
1.0000 11 125,216 0 145,417 125,216 1.66 0.239 31,004
JP -1.0000 48 -680,957 -329,257 -433,324 680,957 0.72 -0.027 3,840
1.0000 45 748,137 0 594,258 748,137 0.69 0.021 57,564
KR -1.0000 1 -1,084 0 -820 1,084 0.76 -0.041 44
1.0000 5 40,544 0 26,096 40,544 0.70 -0.137 -4,356
TH -1.0000 3 -58,942 -46,089 -19,261 58,942 0.79 0.013 860
1.0000 8 30,832 0 7,757 30,832 0.31 0.076 1,409
TW -1.0000 5 -113,268 0 -123,396 113,268 0.91 0.048 -4,121
1.0000 1 31,204 0 32,397 31,204 1.04 0.276 8,599