trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 24,106 1,880,683 -13,229 40,435 186 42,200,641 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -928,288 928,288 -1,039,621 35,239
1.0000 952,395 952,395 1,026,392 5,196

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 28,016 -3,166 18,280 44,880 0.65 0.074 -1,119
CN 50 8,313 -377,444 -199,958 963,104 1.18 0.104 45,283
HK 20 101,762 -22,767 206,604 289,237 1.48 0.135 -8,754
ID 1 -1,763 0 224 1,763 -0.13 0.083 -147
JP 75 -94,780 -116,727 -24,798 534,174 0.68 0.072 6,565
MY 3 -3,556 0 -2,266 4,696 0.45 0.120 -168
NZ 1 1,546 0 588 1,546 0.38 0.193 -298
SG 2 3,997 0 892 3,997 0.67 0.010 -27
TH 5 -3,906 0 1,776 21,762 0.52 0.238 -1,131
TW 2 -15,524 -2,521 -14,571 15,524 0.75 0.053 230

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 7 -8,432 -3,166 -5,188 8,432 0.59 -0.044 264
1.0000 20 36,448 0 23,467 36,448 0.67 -0.038 -1,383
CN -1.0000 32 -477,395 -377,444 -666,643 477,395 1.20 -0.034 48,699
1.0000 18 485,708 0 466,685 485,708 1.14 -0.011 -3,416
HK -1.0000 10 -93,738 -22,767 -151,018 93,738 1.64 0.062 -5,041
1.0000 10 195,500 0 357,622 195,500 1.32 0.076 -3,713
ID -1.0000 1 -1,763 0 224 1,763 -0.13 0.083 -147
JP -1.0000 48 -314,477 -116,727 -194,686 314,477 0.67 0.005 -5,433
1.0000 27 219,697 0 169,888 219,697 0.71 0.006 11,999
MY -1.0000 2 -4,126 0 -2,388 4,126 0.56 0.095 -251
1.0000 1 570 0 122 570 0.21 0.146 83
NZ 1.0000 1 1,546 0 588 1,546 0.38 -0.193 -298
SG 1.0000 2 3,997 0 892 3,997 0.67 0.003 -27
TH -1.0000 3 -12,834 0 -5,351 12,834 0.36 0.272 -3,082
1.0000 2 8,928 0 7,127 8,928 0.77 0.188 1,951
TW -1.0000 2 -15,524 -2,521 -14,571 15,524 0.75 0.021 230