trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -623,602 5,570,460 -884,640 261,313 282 42,074,187 0.132

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,097,031 3,097,031 -2,861,491 105,121
1.0000 2,473,429 2,473,429 1,976,851 156,192

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 3,742 -57,630 98,705 361,646 0.68 0.083 6,748
CN 86 -427,150 -874,286 -861,053 2,544,227 1.23 0.100 229,458
HK 13 -116,909 -80,562 -44,695 396,061 1.24 0.145 24,514
JP 98 160,965 -245,905 117,373 1,532,645 0.66 0.052 32,441
KR 17 -18,933 -25,458 -2,688 98,834 0.55 0.151 -1,980
MY 2 -11,630 0 -3,352 11,630 0.29 0.076 -909
SG 8 -49,430 -49,430 -23,261 49,430 0.54 0.028 1,429
TH 10 -220,876 -42,731 -97,892 220,876 0.45 0.094 -7,971
TW 10 56,618 -142,734 -67,777 355,112 0.88 0.069 -22,419

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -178,952 -57,630 -42,562 178,952 0.41 -0.075 13,409
1.0000 27 182,694 0 141,267 182,694 0.79 -0.068 -6,661
CN -1.0000 53 -1,485,688 -874,286 -1,713,920 1,485,688 1.30 -0.024 126,842
1.0000 33 1,058,539 0 852,867 1,058,539 1.12 0.049 102,616
HK -1.0000 8 -256,485 -80,562 -306,563 256,485 0.93 0.066 -16,831
1.0000 5 139,576 0 261,868 139,576 1.75 0.257 41,345
JP -1.0000 44 -685,840 -245,905 -484,267 685,840 0.63 0.033 -23,055
1.0000 54 846,805 0 601,640 846,805 0.69 0.027 55,496
KR -1.0000 10 -58,883 -25,458 -32,168 58,883 0.47 -0.132 6,978
1.0000 7 39,951 0 29,480 39,951 0.67 -0.159 -8,958
MY -1.0000 2 -11,630 0 -3,352 11,630 0.29 0.076 -909
SG -1.0000 8 -49,430 -49,430 -23,261 49,430 0.54 -0.020 1,429
TH -1.0000 10 -220,876 -42,731 -97,892 220,876 0.45 0.057 -7,971
TW -1.0000 9 -149,247 -142,734 -157,506 149,247 0.93 -0.045 5,228
1.0000 1 205,865 0 89,729 205,865 0.44 -0.134 -27,647