trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -312,299 4,194,759 -412,689 194,343 324 42,145,484 0.100

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,253,529 2,253,529 -2,269,156 163,555
1.0000 1,941,230 1,941,230 1,856,467 30,788

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 47 18,622 -117,000 -83,780 337,273 0.67 0.088 22,959
CN 107 -260,903 -940,743 -211,435 2,268,930 1.37 0.134 120,445
HK 18 -37,767 -24,269 -74,292 101,310 1.50 0.112 -5,697
IN 1 1,383 0 -111 1,383 -0.08 0.172 238
JP 133 -17,226 -425,032 -46,337 1,346,570 0.73 0.068 56,624
KR 1 -18,098 0 -4,430 18,098 0.24 0.012 -217
MY 1 -2,297 0 -625 2,297 0.27 0.037 -85
SG 1 -10,284 0 -1,713 10,284 0.17 0.048 -495
TH 10 21,912 0 22,080 36,694 0.41 0.111 2,881
TW 5 -7,641 -4,737 -12,047 71,920 0.90 0.047 -2,310

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 33 -159,325 -117,000 -116,509 159,325 0.71 -0.084 16,577
1.0000 14 177,947 0 32,729 177,947 0.58 -0.009 6,382
CN -1.0000 59 -1,264,916 -940,743 -1,512,683 1,264,916 1.30 -0.096 152,170
1.0000 48 1,004,013 0 1,301,248 1,004,013 1.46 0.012 -31,725
HK -1.0000 13 -69,539 -24,269 -101,962 69,539 1.63 0.095 -7,774
1.0000 5 31,772 0 27,670 31,772 1.16 0.137 2,077
IN 1.0000 1 1,383 0 -111 1,383 -0.08 0.172 238
JP -1.0000 57 -681,898 -425,032 -493,843 681,898 0.76 0.008 3,878
1.0000 76 664,672 0 447,506 664,672 0.70 0.075 52,745
KR -1.0000 1 -18,098 0 -4,430 18,098 0.24 0.012 -217
MY -1.0000 1 -2,297 0 -625 2,297 0.27 0.037 -85
SG -1.0000 1 -10,284 0 -1,713 10,284 0.17 0.048 -495
TH -1.0000 4 -7,391 0 -611 7,391 0.19 0.065 -490
1.0000 6 29,303 0 22,690 29,303 0.55 0.142 3,371
TW -1.0000 4 -39,781 -4,737 -36,782 39,781 0.93 -0.009 -11
1.0000 1 32,139 0 24,734 32,139 0.77 -0.072 -2,299