trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -85,417 2,169,508 -78,442 130,073 178 42,267,143 0.051

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,127,463 1,127,463 -971,188 53,272
1.0000 1,042,045 1,042,045 892,746 76,801

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -8,977 -55,737 1,603 155,713 0.52 0.092 6,322
CN 55 -87,235 -396,302 -183,587 874,523 1.37 0.094 58,166
HK 10 100,771 -13,788 106,259 128,347 1.26 0.237 34,878
JP 72 -103,859 -223,474 -41,672 887,014 0.69 0.054 31,381
KR 7 -714 0 20,430 87,470 0.38 0.124 -1,220
MY 2 4,082 0 1,220 6,814 0.29 0.096 743
TW 2 10,514 0 17,306 29,626 0.92 0.023 -197

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -82,345 -55,737 -37,391 82,345 0.52 -0.097 6,751
1.0000 13 73,368 0 38,994 73,368 0.53 -0.029 -430
CN -1.0000 33 -480,879 -396,302 -524,725 480,879 1.53 -0.038 41,608
1.0000 22 393,644 0 341,137 393,644 1.13 0.036 16,559
HK -1.0000 2 -13,788 -13,788 -16,772 13,788 0.98 0.007 61
1.0000 8 114,559 0 123,031 114,559 1.34 0.292 34,818
JP -1.0000 40 -495,437 -223,474 -372,768 495,437 0.65 -0.031 3,053
1.0000 32 391,578 0 331,096 391,578 0.74 -0.001 28,328
KR -1.0000 3 -44,092 0 -12,845 44,092 0.38 -0.058 2,224
1.0000 4 43,378 0 33,274 43,378 0.38 -0.174 -3,444
MY -1.0000 1 -1,366 0 -383 1,366 0.28 0.044 -60
1.0000 1 5,448 0 1,603 5,448 0.29 0.147 803
TW -1.0000 1 -9,556 0 -6,305 9,556 0.66 0.038 -365
1.0000 1 20,070 0 23,611 20,070 1.18 0.008 168