trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 54,399 3,879,541 -82,691 27,561 266 42,093,371 0.092

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,912,571 1,912,571 -2,014,357 156,959
1.0000 1,966,970 1,966,970 1,931,667 -129,398

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 -64,526 -78,716 -23,858 163,375 0.65 0.082 221
CN 105 109,564 -1,229,326 -123,106 2,620,143 1.35 0.140 -22,351
HK 7 -9,073 -23,414 -17,560 54,204 1.50 0.225 5,485
ID 1 6,862 0 734 6,862 0.11 0.122 836
JP 101 1,001 -330,099 75,595 849,257 0.76 0.093 37,003
MY 5 49,259 0 22,422 49,259 0.40 0.227 11,617
NZ 1 -3,734 -3,734 -1,615 3,734 0.43 0.060 224
SG 1 -183 -183 -162 183 0.89 0.138 -25
TH 11 -14,927 -3,144 6,839 49,791 0.54 0.166 -928
TW 5 -19,844 -5,548 -21,978 82,734 1.26 0.134 -4,522

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -113,950 -78,716 -55,340 113,950 0.66 0.043 -8,049
1.0000 9 49,425 0 31,481 49,425 0.64 0.074 8,270
CN -1.0000 61 -1,255,289 -1,229,326 -1,561,804 1,255,289 1.35 -0.124 184,137
1.0000 44 1,364,853 0 1,438,697 1,364,853 1.36 -0.084 -206,488
HK -1.0000 5 -31,638 -23,414 -41,948 31,638 1.66 -0.002 678
1.0000 2 22,565 0 24,387 22,565 1.08 0.212 4,808
ID 1.0000 1 6,862 0 734 6,862 0.11 0.122 836
JP -1.0000 51 -424,128 -330,099 -272,861 424,128 0.62 0.021 -7,623
1.0000 50 425,129 0 348,456 425,129 0.89 0.082 44,626
MY 1.0000 5 49,259 0 22,422 49,259 0.40 0.227 11,617
NZ -1.0000 1 -3,734 -3,734 -1,615 3,734 0.43 -0.060 224
SG -1.0000 1 -183 -183 -162 183 0.89 0.138 -25
TH -1.0000 7 -32,359 -3,144 -10,285 32,359 0.39 0.154 -5,012
1.0000 4 17,432 0 17,123 17,432 0.79 0.188 4,083
TW -1.0000 4 -51,289 -5,548 -70,343 51,289 1.19 0.093 -7,371
1.0000 1 31,445 0 48,365 31,445 1.54 0.091 2,849