trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -19,021 2,214,516 24,841 71,747 207 42,072,294 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,116,768 1,116,768 -1,206,354 47,493
1.0000 1,097,748 1,097,748 1,231,195 24,254

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -4,050 -25,436 -9,067 67,125 0.81 0.091 4,366
CN 62 -37,875 -445,284 1,571 1,221,339 1.22 0.107 35,040
HK 9 21,042 -4,549 21,291 56,543 0.90 0.108 3,285
JP 98 101,512 -131,754 127,798 769,859 0.73 0.080 26,337
MY 1 -26,137 0 -15,926 26,137 0.61 0.102 2,672
TH 2 -5,250 0 -1,574 5,250 0.33 0.242 -1,364
TW 4 -68,263 -15,375 -99,252 68,263 1.03 0.094 1,410

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -35,588 -25,436 -30,096 35,588 0.93 -0.126 3,371
1.0000 18 31,538 0 21,030 31,538 0.73 0.017 995
CN -1.0000 35 -629,607 -445,284 -826,491 629,607 1.22 -0.051 49,807
1.0000 27 591,732 0 828,062 591,732 1.22 -0.032 -14,767
HK -1.0000 5 -17,750 -4,549 -20,806 17,750 0.82 0.051 -1,389
1.0000 4 38,792 0 42,097 38,792 1.01 0.098 4,673
JP -1.0000 38 -334,174 -131,754 -212,208 334,174 0.65 -0.002 -7,015
1.0000 60 435,686 0 340,006 435,686 0.78 0.069 33,353
MY -1.0000 1 -26,137 0 -15,926 26,137 0.61 -0.102 2,672
TH -1.0000 2 -5,250 0 -1,574 5,250 0.33 0.242 -1,364
TW -1.0000 4 -68,263 -15,375 -99,252 68,263 1.03 -0.088 1,410