trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 79,420 2,630,017 -48,770 93,914 230 41,936,805 0.063

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,275,298 1,275,298 -1,242,119 79,915
1.0000 1,354,719 1,354,719 1,193,349 13,999

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -33,185 -62,144 -14,037 102,924 0.72 0.072 10,045
CN 64 32,057 -484,770 -120,308 1,675,582 1.24 0.104 38,905
HK 16 9,460 -47,178 62,614 178,148 1.04 0.100 12,958
ID 3 6,386 0 1,723 6,386 0.37 0.165 922
JP 113 76,730 -209,873 29,689 654,015 0.75 0.067 31,739
MY 1 -6,305 0 -3,681 6,305 0.58 0.145 -915
NZ 1 -188 -188 -50 188 0.27 0.065 12
SG 2 -4,663 -4,663 -4,086 4,663 0.81 0.082 314
TH 3 -872 0 -634 1,807 0.24 0.200 -67

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 18 -68,054 -62,144 -30,678 68,054 0.76 -0.072 8,490
1.0000 9 34,869 0 16,642 34,869 0.64 -0.003 1,556
CN -1.0000 35 -821,762 -484,770 -903,730 821,762 1.11 -0.062 68,075
1.0000 29 853,819 0 783,421 853,819 1.40 -0.036 -29,171
HK -1.0000 12 -84,344 -47,178 -74,284 84,344 0.91 0.007 -4,971
1.0000 4 93,804 0 136,898 93,804 1.44 0.175 17,929
ID 1.0000 3 6,386 0 1,723 6,386 0.37 0.165 922
JP -1.0000 59 -288,643 -209,873 -224,947 288,643 0.79 -0.039 9,113
1.0000 54 365,373 0 254,636 365,373 0.71 0.040 22,626
MY -1.0000 1 -6,305 0 -3,681 6,305 0.58 0.145 -915
NZ -1.0000 1 -188 -188 -50 188 0.27 -0.065 12
SG -1.0000 2 -4,663 -4,663 -4,086 4,663 0.81 -0.082 314
TH -1.0000 2 -1,339 0 -662 1,339 0.32 0.153 -204
1.0000 1 468 0 28 468 0.06 0.293 137