trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -248,606 3,090,736 -216,526 77,207 234 42,021,149 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,669,671 1,669,671 -1,757,655 109,586
1.0000 1,421,065 1,421,065 1,541,128 -32,379

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 32,410 -4,282 30,133 88,753 0.68 0.086 -2,389
CN 75 -388,227 -791,190 -364,017 2,094,055 1.25 0.101 30,660
HK 19 70,566 -28,692 121,006 185,445 1.16 0.122 24,095
ID 6 29,274 0 8,634 29,274 0.36 0.172 4,756
JP 96 739 -169,810 -11,565 675,388 0.72 0.064 19,483
MY 1 -962 0 -562 962 0.58 0.135 -130
NZ 1 6,610 0 1,774 6,610 0.27 0.087 -578
SG 3 -2,319 -2,319 -1,706 2,319 0.92 0.058 242
TH 3 3,303 0 -223 7,928 0.34 0.220 1,069

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -28,172 -4,282 -11,040 28,172 0.52 -0.081 -427
1.0000 21 60,581 0 41,172 60,581 0.75 -0.065 -1,962
CN -1.0000 44 -1,241,141 -791,190 -1,440,848 1,241,141 1.21 -0.054 101,896
1.0000 31 852,914 0 1,076,831 852,914 1.31 -0.045 -71,235
HK -1.0000 12 -57,439 -28,692 -53,004 57,439 1.09 0.031 -4,353
1.0000 7 128,006 0 174,009 128,006 1.28 0.210 28,447
ID 1.0000 6 29,274 0 8,634 29,274 0.36 0.172 4,756
JP -1.0000 43 -337,324 -169,810 -249,162 337,324 0.77 -0.034 12,740
1.0000 53 338,064 0 237,596 338,064 0.68 -0.007 6,743
MY -1.0000 1 -962 0 -562 962 0.58 0.135 -130
NZ 1.0000 1 6,610 0 1,774 6,610 0.27 -0.087 -578
SG -1.0000 3 -2,319 -2,319 -1,706 2,319 0.92 -0.058 242
TH -1.0000 1 -2,313 0 -1,333 2,313 0.58 0.165 -382
1.0000 2 5,616 0 1,110 5,616 0.22 0.248 1,451