trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -267,329 4,436,974 -512,273 153,514 315 42,059,518 0.105

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,352,152 2,352,152 -2,753,998 239,305
1.0000 2,084,822 2,084,822 2,241,725 -85,791

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -110,935 -128,363 -63,311 170,124 0.67 0.093 7,410
CN 133 -285,156 -1,302,521 -479,965 3,146,800 1.33 0.128 40,776
HK 20 65,180 -15,511 83,385 143,286 1.30 0.170 25,086
ID 4 6,548 0 2,236 6,548 0.31 0.207 1,365
JP 98 -16,987 -207,167 -1,369 564,771 0.69 0.078 26,757
MY 3 58,737 0 25,619 58,737 0.50 0.249 16,398
NZ 1 -6,592 -6,592 -2,852 6,592 0.43 0.087 573
TH 15 169,687 0 45,706 192,305 0.41 0.170 31,427
TW 6 -147,811 -6,984 -121,722 147,811 0.89 0.041 3,721

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 30 -140,529 -128,363 -78,427 140,529 0.69 -0.016 3,192
1.0000 5 29,594 0 15,116 29,594 0.58 0.057 4,218
CN -1.0000 82 -1,715,978 -1,302,521 -2,307,468 1,715,978 1.32 -0.105 228,603
1.0000 51 1,430,822 0 1,827,503 1,430,822 1.35 -0.093 -187,827
HK -1.0000 9 -39,053 -15,511 -52,189 39,053 1.28 -0.019 323
1.0000 11 104,233 0 135,574 104,233 1.31 0.188 24,763
ID 1.0000 4 6,548 0 2,236 6,548 0.31 0.207 1,365
JP -1.0000 61 -290,879 -207,167 -186,641 290,879 0.70 -0.007 3,813
1.0000 37 273,892 0 185,272 273,892 0.68 0.060 22,944
MY 1.0000 3 58,737 0 25,619 58,737 0.50 0.249 16,398
NZ -1.0000 1 -6,592 -6,592 -2,852 6,592 0.43 -0.087 573
TH -1.0000 2 -11,309 0 -4,698 11,309 0.28 0.097 -921
1.0000 13 180,996 0 50,405 180,996 0.43 0.181 32,347
TW -1.0000 6 -147,811 -6,984 -121,722 147,811 0.89 -0.030 3,721