trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -124,362 3,746,919 -182,643 139,660 249 42,243,658 0.089

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,935,641 1,935,641 -1,492,715 36,862
1.0000 1,811,278 1,811,278 1,310,072 102,798

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -13,986 -211,565 3,446 632,993 0.65 0.092 27,408
CN 61 -25,786 -201,939 -245,694 687,743 1.25 0.103 14,597
HK 23 -42,929 -25,587 -51,563 197,816 1.59 0.124 -8,052
JP 118 17,700 -467,720 138,136 2,003,937 0.75 0.061 96,603
KR 2 -16,186 0 -2,475 20,011 0.63 0.097 253
SG 6 9,688 -68,127 -3,857 145,941 0.51 0.038 10,288
TH 10 -51,680 -11,986 -19,845 57,296 0.44 0.090 -1,421
TW 1 -1,183 -1,183 -791 1,183 0.67 0.013 -16

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -323,490 -211,565 -68,006 323,490 0.52 -0.083 37,842
1.0000 17 309,503 0 71,452 309,503 0.73 -0.063 -10,434
CN -1.0000 35 -356,764 -201,939 -473,435 356,764 1.30 -0.026 17,930
1.0000 26 330,978 0 227,741 330,978 1.17 -0.044 -3,333
HK -1.0000 15 -120,372 -25,587 -175,061 120,372 1.51 0.140 -17,223
1.0000 8 77,444 0 123,498 77,444 1.73 0.092 9,171
JP -1.0000 50 -993,119 -467,720 -704,802 993,119 0.62 -0.007 -1,216
1.0000 68 1,010,818 0 842,938 1,010,818 0.85 0.048 97,820
KR -1.0000 1 -18,098 0 -4,430 18,098 0.24 -0.031 563
1.0000 1 1,913 0 1,955 1,913 1.02 -0.162 -310
SG -1.0000 5 -68,127 -68,127 -44,394 68,127 0.50 -0.014 834
1.0000 1 77,815 0 40,538 77,815 0.52 0.121 9,454
TH -1.0000 9 -54,488 -11,986 -21,796 54,488 0.42 0.067 -1,852
1.0000 1 2,808 0 1,951 2,808 0.69 0.153 431
TW -1.0000 1 -1,183 -1,183 -791 1,183 0.67 0.013 -16