trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -311,053 3,251,978 -469,556 117,723 225 42,299,245 0.077

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,781,515 1,781,515 -1,757,835 -373
1.0000 1,470,463 1,470,463 1,288,279 118,096

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -5,297 -87,760 -21,311 299,235 0.63 0.094 17,979
CN 61 -261,375 -382,870 -332,398 877,238 1.33 0.115 57,891
HK 16 -75,750 0 -122,828 388,011 1.49 0.199 14,030
JP 83 -80,026 -148,426 -70,508 1,259,522 0.80 0.058 29,578
KR 11 45,801 -1,258 40,115 71,235 0.56 0.163 -8,503
MY 3 -80,037 0 -29,570 80,037 0.31 0.103 -8,217
SG 3 104,178 0 66,131 104,178 0.61 0.055 2,920
TH 11 36,512 -1,179 6,775 55,585 0.40 0.089 1,198
TW 7 4,942 -19,192 -5,962 116,937 0.81 0.095 10,846

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -152,266 -87,760 -82,185 152,266 0.56 -0.104 12,607
1.0000 10 146,969 0 60,874 146,969 0.77 -0.015 5,373
CN -1.0000 39 -569,306 -382,870 -761,996 569,306 1.38 -0.040 30,783
1.0000 22 307,931 0 429,597 307,931 1.23 0.034 27,108
HK -1.0000 4 -231,881 0 -272,349 231,881 1.30 0.136 -22,473
1.0000 12 156,131 0 149,521 156,131 1.55 0.220 36,503
JP -1.0000 43 -669,774 -148,426 -548,621 669,774 0.86 -0.014 -14,346
1.0000 40 589,748 0 478,113 589,748 0.73 -0.001 43,924
KR -1.0000 4 -12,717 -1,258 -6,728 12,717 0.51 -0.132 1,782
1.0000 7 58,518 0 46,843 58,518 0.59 -0.158 -10,284
MY -1.0000 3 -80,037 0 -29,570 80,037 0.31 0.103 -8,217
SG 1.0000 3 104,178 0 66,131 104,178 0.61 -0.014 2,920
TH -1.0000 3 -9,536 -1,179 -6,601 9,536 0.63 0.038 -311
1.0000 8 46,048 0 13,376 46,048 0.31 0.062 1,508
TW -1.0000 5 -55,998 -19,192 -49,786 55,998 0.86 0.023 -197
1.0000 2 60,939 0 43,824 60,939 0.70 0.176 11,043