trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -245,510 2,976,233 393,389 129,611 249 42,049,421 0.071

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,610,872 1,610,872 -954,461 79,452
1.0000 1,365,361 1,365,361 1,347,850 50,159

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 63 -434,746 -375,578 -169,518 436,982 0.53 0.074 26,545
CN 68 -37,217 -643,917 447,888 1,632,869 1.18 0.120 43,233
HK 19 -91,253 -68,709 -78,222 190,818 1.25 0.097 11,043
JP 86 278,697 -138,692 168,973 634,591 0.73 0.087 38,100
KR 1 -6,550 0 -2,314 6,550 0.35 0.142 928
MY 2 11,555 0 6,033 11,850 0.40 0.219 2,926
NZ 1 7,246 0 2,765 7,246 0.38 0.195 -1,411
PH 1 3,920 0 1,317 3,920 0.34 0.250 979
SG 2 -5,771 -5,771 -3,865 5,771 0.70 0.093 609
TH 4 -8,514 0 -6,229 8,514 0.64 0.236 -1,805
TW 2 37,123 0 26,563 37,123 0.72 0.233 8,464

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 59 -435,864 -375,578 -170,614 435,864 0.52 -0.063 26,658
1.0000 4 1,118 0 1,096 1,118 0.71 -0.066 -113
CN -1.0000 34 -835,043 -643,917 -495,217 835,043 1.19 -0.057 50,853
1.0000 34 797,826 0 943,105 797,826 1.17 -0.024 -7,621
HK -1.0000 17 -141,036 -68,709 -141,773 141,036 1.27 0.020 3,867
1.0000 2 49,782 0 63,551 49,782 1.04 0.208 7,176
JP -1.0000 36 -177,947 -138,692 -134,408 177,947 0.75 0.007 -1,631
1.0000 50 456,644 0 303,381 456,644 0.72 0.061 39,732
KR -1.0000 1 -6,550 0 -2,314 6,550 0.35 -0.142 928
MY -1.0000 1 -147 0 -40 147 0.27 0.186 -27
1.0000 1 11,703 0 6,073 11,703 0.52 0.252 2,953
NZ 1.0000 1 7,246 0 2,765 7,246 0.38 -0.195 -1,411
PH 1.0000 1 3,920 0 1,317 3,920 0.34 0.250 979
SG -1.0000 2 -5,771 -5,771 -3,865 5,771 0.70 -0.071 609
TH -1.0000 4 -8,514 0 -6,229 8,514 0.64 0.236 -1,805
TW 1.0000 2 37,123 0 26,563 37,123 0.72 0.233 8,464