trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -301,957 3,522,955 -410,321 137,716 248 42,103,595 0.084

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,912,456 1,912,456 -1,644,250 44,241
1.0000 1,610,499 1,610,499 1,233,930 93,475

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -15,065 -96,060 -14,405 260,382 0.52 0.091 2,736
CN 63 -89,971 -365,247 -337,065 1,032,740 1.20 0.104 51,794
HK 21 -87,019 -38,370 -127,766 221,578 1.41 0.129 -10,403
JP 111 -72,646 -499,688 80,686 1,812,421 0.66 0.057 88,568
KR 2 -15,551 0 -1,826 20,646 0.63 0.092 159
SG 2 -8,972 -8,972 -7,144 8,972 0.96 0.008 116
TH 10 553 0 8,126 128,099 0.40 0.113 5,399
TW 3 -13,288 -11,445 -10,927 38,117 1.14 0.017 -654

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -137,723 -96,060 -36,219 137,723 0.64 -0.097 11,440
1.0000 16 122,659 0 21,814 122,659 0.36 -0.048 -8,703
CN -1.0000 33 -561,355 -365,247 -760,284 561,355 1.30 -0.050 43,434
1.0000 30 471,384 0 423,219 471,384 1.10 0.003 8,360
HK -1.0000 12 -154,299 -38,370 -204,530 154,299 1.51 0.095 -21,018
1.0000 9 67,280 0 76,764 67,280 1.27 0.153 10,615
JP -1.0000 54 -942,534 -499,688 -593,260 942,534 0.64 -0.013 13,911
1.0000 57 869,887 0 673,945 869,887 0.68 0.052 74,658
KR -1.0000 1 -18,098 0 -4,430 18,098 0.24 -0.030 552
1.0000 1 2,548 0 2,604 2,548 1.02 -0.154 -392
SG -1.0000 2 -8,972 -8,972 -7,144 8,972 0.96 -0.008 116
TH -1.0000 4 -63,773 0 -11,124 63,773 0.51 0.057 -3,680
1.0000 6 64,326 0 19,250 64,326 0.32 0.149 9,079
TW -1.0000 2 -25,702 -11,445 -27,261 25,702 1.06 0.018 -513
1.0000 1 12,415 0 16,334 12,415 1.32 -0.011 -141