trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -136,915 2,572,338 -1,321 9,182 247 42,320,091 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,354,626 1,354,626 -1,417,697 29,038
1.0000 1,217,711 1,217,711 1,416,376 -19,857

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 44,076 -6,006 33,801 119,300 0.72 0.088 -6,441
CN 79 131,381 -426,546 211,172 1,388,907 1.32 0.096 31,162
HK 21 78,282 0 44,547 148,823 1.31 0.180 9,530
ID 1 3,432 0 -437 3,432 -0.13 0.250 857
JP 92 -409,596 -103,314 -306,251 828,164 0.70 0.072 -27,954
KR 1 -6,703 0 -2,381 6,703 0.36 0.145 972
MY 2 -9,798 0 -5,213 9,798 0.56 0.122 -1,855
NZ 1 -3,968 -3,968 -1,510 3,968 0.38 0.191 759
SG 4 13,043 -1,079 4,936 15,201 0.58 0.091 -877
TH 6 -2,908 0 -2,655 22,197 0.52 0.241 480
TW 3 25,844 0 22,670 25,844 0.95 0.158 2,548

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -37,612 -6,006 -23,707 37,612 0.61 -0.076 788
1.0000 25 81,688 0 57,508 81,688 0.77 -0.080 -7,229
CN -1.0000 51 -628,763 -426,546 -873,187 628,763 1.38 -0.028 55,145
1.0000 28 760,144 0 1,084,359 760,144 1.19 -0.025 -23,983
HK -1.0000 7 -35,270 0 -71,306 35,270 1.84 0.183 -6,492
1.0000 14 113,552 0 115,853 113,552 1.04 0.098 16,022
ID 1.0000 1 3,432 0 -437 3,432 -0.13 0.250 857
JP -1.0000 58 -618,880 -103,314 -433,013 618,880 0.76 0.016 -17,942
1.0000 34 209,284 0 126,763 209,284 0.60 -0.036 -10,012
KR -1.0000 1 -6,703 0 -2,381 6,703 0.36 -0.145 972
MY -1.0000 2 -9,798 0 -5,213 9,798 0.56 0.122 -1,855
NZ -1.0000 1 -3,968 -3,968 -1,510 3,968 0.38 -0.191 759
SG -1.0000 1 -1,079 -1,079 -667 1,079 0.62 -0.212 229
1.0000 3 14,122 0 5,603 14,122 0.56 -0.051 -1,106
TH -1.0000 4 -12,553 0 -6,712 12,553 0.53 0.219 -2,566
1.0000 2 9,645 0 4,057 9,645 0.51 0.287 3,046
TW 1.0000 3 25,844 0 22,670 25,844 0.95 0.028 2,548