trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -139,403 13,166,088 -451,292 449,115 489 41,948,349 0.314

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -6,652,745 6,652,745 -6,964,247 511,582
1.0000 6,513,342 6,513,342 6,512,955 -62,468

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 -4,484 -262,984 1,464 702,585 0.62 0.072 28,971
CN 189 -224,692 -2,658,865 -739,774 7,829,543 1.32 0.119 239,783
HK 22 -115,989 -112,097 -215,061 324,968 1.67 0.106 -1,110
JP 206 243,628 -1,134,310 502,986 3,682,589 0.71 0.063 193,061
KR 3 4,054 0 15,210 40,251 0.62 0.043 -1,118
MY 1 -49,969 0 -13,051 49,969 0.26 0.097 -4,836
SG 4 -20,879 -10,561 -4,998 20,879 0.33 0.026 -596
TH 8 24,677 0 10,056 88,890 0.53 0.085 8,907
TW 11 4,249 -88,430 -8,123 426,414 0.97 0.078 -13,946

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -353,534 -262,984 -128,297 353,534 0.49 -0.100 31,235
1.0000 25 349,051 0 129,761 349,051 0.73 0.019 -2,264
CN -1.0000 84 -4,027,118 -2,658,865 -5,199,820 4,027,118 1.34 -0.109 489,474
1.0000 105 3,802,426 0 4,460,046 3,802,426 1.31 -0.029 -249,691
HK -1.0000 13 -220,478 -112,097 -357,852 220,478 1.63 0.059 -16,011
1.0000 9 104,490 0 142,791 104,490 1.74 0.156 14,901
JP -1.0000 100 -1,719,480 -1,134,310 -1,020,678 1,719,480 0.65 -0.001 1,119
1.0000 106 1,963,109 0 1,523,664 1,963,109 0.77 0.084 191,942
KR -1.0000 1 -18,098 0 -4,430 18,098 0.24 -0.009 154
1.0000 2 22,153 0 19,640 22,153 0.81 -0.060 -1,273
MY -1.0000 1 -49,969 0 -13,051 49,969 0.26 0.097 -4,836
SG -1.0000 4 -20,879 -10,561 -4,998 20,879 0.33 0.012 -596
TH -1.0000 6 -32,106 0 -17,807 32,106 0.55 0.052 -1,885
1.0000 2 56,783 0 27,863 56,783 0.47 0.186 10,792
TW -1.0000 7 -211,082 -88,430 -217,315 211,082 0.95 -0.042 12,929
1.0000 4 215,332 0 209,191 215,332 1.01 -0.066 -26,875