trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 66,497 2,204,035 120,014 88,865 200 42,156,485 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,068,769 1,068,769 -979,476 60,634
1.0000 1,135,266 1,135,266 1,099,490 28,231

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 12,704 -30,171 22,925 86,925 0.79 0.084 2,355
CN 89 41,675 -434,884 69,448 1,671,919 1.16 0.113 71,462
HK 16 -4,255 -18,180 1,889 125,506 1.32 0.164 2,557
JP 57 16,249 -80,022 31,418 263,717 0.71 0.075 11,236
MY 3 70 0 -2,216 12,768 0.44 0.077 1,068
NZ 1 1,243 0 473 1,243 0.38 0.241 -300
PH 1 644 0 161 644 0.25 0.186 120
TH 3 -216 0 -2,878 39,694 0.76 0.256 624
TW 1 -1,618 0 -1,206 1,618 0.75 0.159 -257

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -37,110 -30,171 -20,213 37,110 0.64 -0.100 4,519
1.0000 16 49,814 0 43,138 49,814 0.92 -0.058 -2,165
CN -1.0000 30 -815,122 -434,884 -801,492 815,122 1.18 -0.083 55,227
1.0000 59 856,797 0 870,941 856,797 1.14 0.006 16,235
HK -1.0000 9 -64,880 -18,180 -53,872 64,880 1.41 0.026 1,265
1.0000 7 60,626 0 55,761 60,626 1.20 0.052 1,292
JP -1.0000 28 -123,734 -80,022 -80,338 123,734 0.70 -0.046 4,922
1.0000 29 139,983 0 111,756 139,983 0.73 0.046 6,313
MY -1.0000 2 -6,349 0 -3,593 6,349 0.55 0.021 -143
1.0000 1 6,419 0 1,377 6,419 0.21 0.189 1,211
NZ 1.0000 1 1,243 0 473 1,243 0.38 -0.241 -300
PH 1.0000 1 644 0 161 644 0.25 0.186 120
TH -1.0000 2 -19,955 0 -18,761 19,955 0.73 0.244 -4,900
1.0000 1 19,739 0 15,883 19,739 0.80 0.280 5,523
TW -1.0000 1 -1,618 0 -1,206 1,618 0.75 0.159 -257