trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -96,803 1,175,177 2,732 19,289 154 42,226,316 0.028

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -635,990 635,990 -631,784 12,059
1.0000 539,187 539,187 634,516 7,230

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 20,612 -10,765 -3,721 69,941 0.66 0.091 -30
CN 34 51 -157,921 115,933 554,593 1.26 0.108 7,232
HK 20 -12,776 -13,620 -44,838 141,540 1.57 0.111 3,292
ID 1 -470 0 60 470 -0.13 0.112 -52
JP 62 -101,258 -103,270 -59,572 347,595 0.64 0.073 6,661
MY 2 -9,166 0 -5,296 9,166 0.56 0.091 -557
NZ 1 2,340 0 890 2,340 0.38 0.204 -479
SG 1 2,228 0 451 2,228 0.20 0.011 24
TH 7 1,635 0 -1,175 47,304 0.59 0.236 3,197

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -24,664 -10,765 -21,845 24,664 0.85 -0.062 1,127
1.0000 17 45,277 0 18,124 45,277 0.56 -0.045 -1,158
CN -1.0000 19 -277,271 -157,921 -320,458 277,271 1.12 -0.034 19,142
1.0000 15 277,322 0 436,391 277,322 1.43 -0.024 -11,910
HK -1.0000 12 -77,158 -13,620 -126,174 77,158 1.80 0.059 -2,428
1.0000 8 64,382 0 81,336 64,382 1.24 0.085 5,720
ID -1.0000 1 -470 0 60 470 -0.13 0.112 -52
JP -1.0000 40 -224,426 -103,270 -144,474 224,426 0.64 -0.010 -386
1.0000 22 123,168 0 84,902 123,168 0.63 0.027 7,047
MY -1.0000 2 -9,166 0 -5,296 9,166 0.56 0.088 -557
NZ 1.0000 1 2,340 0 890 2,340 0.38 -0.204 -479
SG 1.0000 1 2,228 0 451 2,228 0.20 0.011 24
TH -1.0000 4 -22,835 0 -13,597 22,835 0.53 0.194 -4,788
1.0000 3 24,469 0 12,422 24,469 0.66 0.292 7,985