trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 193,905 1,502,503 -205,313 137,014 111 42,085,020 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -654,299 654,299 -684,743 25,287
1 848,204 848,204 479,429 111,728

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 55 320,669 -58,499 101,615 516,885 0.60 0.083 30,697
HK 30 -227,078 -185,103 -349,684 498,751 1.35 0.161 38,964
ID 1 192 0 284 192 1.48 0.096 18
NZ 1 -3,219 -3,219 -147 3,219 0.05 0.126 406
SG 1 -51,835 -51,835 -63,256 51,835 1.22 0.046 2,394
TH 15 135,601 -92,888 108,083 337,211 0.46 0.187 62,633
TW 8 19,575 0 -2,209 94,411 0.79 0.135 1,902

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -98,108 -58,499 -70,408 98,108 0.69 -0.079 8,536
1 34 418,777 0 172,023 418,777 0.55 0.042 22,160
HK -1 18 -362,915 -185,103 -499,916 362,915 1.35 -0.065 18,563
1 12 135,837 0 150,232 135,837 1.36 0.183 20,401
ID 1 1 192 0 284 192 1.48 0.096 18
NZ -1 1 -3,219 -3,219 -147 3,219 0.05 -0.126 406
SG -1 1 -51,835 -51,835 -63,256 51,835 1.22 -0.046 2,394
TH -1 5 -100,805 -92,888 -19,925 100,805 0.39 0.175 2,087
1 10 236,406 0 128,008 236,406 0.50 0.184 60,546
TW -1 4 -37,418 0 -31,091 37,418 0.98 0.119 -6,700
1 4 56,993 0 28,881 56,993 0.61 0.100 8,602