trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -78,907 1,475,842 -98,344 38,166 185 42,291,513 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -777,375 777,375 -798,222 4,764
1.0000 698,468 698,468 699,878 33,402

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 1,853 -51,824 21,750 146,900 0.69 0.076 8,754
CN 53 -35,735 -262,219 -35,716 740,430 1.25 0.101 26,599
HK 11 -63,549 -5,699 -81,964 77,059 1.35 0.123 -6,158
ID 2 -929 0 -874 929 0.98 0.165 -156
JP 61 79,368 -55,401 33,024 361,289 0.76 0.079 17,617
MY 4 -6,367 0 -2,789 6,367 0.48 0.109 -1,061
NZ 1 5,143 0 1,957 5,143 0.38 0.239 -1,227
PH 1 -9,408 0 -3,097 9,408 0.33 0.207 -1,949
SG 4 5,979 0 3,211 5,979 0.74 0.014 14
TH 9 -11,523 0 -6,208 78,602 0.55 0.253 -1,340
TW 3 -43,739 -3,844 -27,638 43,739 0.45 0.198 -2,927

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -72,523 -51,824 -26,191 72,523 0.57 -0.125 9,948
1.0000 27 74,376 0 47,941 74,376 0.73 -0.033 -1,194
CN -1.0000 27 -388,082 -262,219 -487,464 388,082 1.31 -0.043 14,796
1.0000 26 352,348 0 451,748 352,348 1.20 0.036 11,803
HK -1.0000 8 -70,304 -5,699 -89,970 70,304 1.39 0.087 -7,287
1.0000 3 6,755 0 8,006 6,755 1.25 0.152 1,129
ID -1.0000 2 -929 0 -874 929 0.98 0.165 -156
JP -1.0000 26 -140,961 -55,401 -132,963 140,961 0.80 -0.020 3,106
1.0000 35 220,328 0 165,987 220,328 0.73 0.043 14,511
MY -1.0000 4 -6,367 0 -2,789 6,367 0.48 0.109 -1,061
NZ 1.0000 1 5,143 0 1,957 5,143 0.38 -0.239 -1,227
PH -1.0000 1 -9,408 0 -3,097 9,408 0.33 0.207 -1,949
SG 1.0000 4 5,979 0 3,211 5,979 0.74 -0.002 14
TH -1.0000 5 -45,062 0 -27,237 45,062 0.45 0.250 -9,706
1.0000 4 33,539 0 21,029 33,539 0.69 0.257 8,366
TW -1.0000 3 -43,739 -3,844 -27,638 43,739 0.45 -0.039 -2,927