trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -174,007 2,352,692 -232,253 119,867 208 42,170,036 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,263,350 1,263,350 -1,107,854 38,599
1.0000 1,089,343 1,089,343 875,601 81,267

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 4,662 -111,702 11,035 369,644 0.56 0.091 6,195
CN 54 -194,946 -261,949 -337,053 709,770 1.34 0.100 41,017
HK 13 139,908 -40,406 136,155 247,380 1.55 0.142 40,911
JP 78 -58,564 -281,501 -4,946 809,959 0.71 0.051 26,891
KR 10 -14,542 0 -7,234 30,399 0.55 0.075 157
MY 1 -7,357 0 -2,061 7,357 0.28 0.034 -249
SG 5 -78,773 -47,227 -28,329 78,773 0.53 0.033 1,503
TH 12 35,606 0 180 99,411 0.35 0.091 3,441

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 19 -182,491 -111,702 -68,055 182,491 0.55 -0.091 16,297
1.0000 16 187,153 0 79,090 187,153 0.58 -0.051 -10,101
CN -1.0000 34 -452,358 -261,949 -584,181 452,358 1.45 -0.038 13,429
1.0000 20 257,412 0 247,128 257,412 1.14 0.075 27,588
HK -1.0000 7 -53,736 -40,406 -79,311 53,736 1.83 0.029 -2,045
1.0000 6 193,644 0 215,466 193,644 1.23 0.227 42,956
JP -1.0000 40 -434,262 -281,501 -317,046 434,262 0.68 -0.022 12,594
1.0000 38 375,697 0 312,101 375,697 0.74 -0.002 14,297
KR -1.0000 7 -22,471 0 -13,922 22,471 0.52 -0.045 876
1.0000 3 7,928 0 6,689 7,928 0.64 -0.147 -719
MY -1.0000 1 -7,357 0 -2,061 7,357 0.28 0.034 -249
SG -1.0000 5 -78,773 -47,227 -28,329 78,773 0.53 -0.029 1,503
TH -1.0000 4 -31,903 0 -14,948 31,903 0.58 0.067 -3,806
1.0000 8 67,508 0 15,128 67,508 0.23 0.079 7,247