trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 118,612 1,276,845 136,902 35,545 192 42,010,537 0.030

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -579,116 579,116 -561,027 36,958
1.0000 697,728 697,728 697,929 -1,414

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 2,888 -8,528 1,656 38,154 0.77 0.089 51
CN 57 35,606 -272,982 104,444 651,321 1.25 0.085 -5,425
HK 21 74,309 -16,031 59,594 146,371 1.09 0.148 19,315
JP 82 -10,170 -120,910 -31,996 405,515 0.67 0.067 19,144
KR 1 2,264 0 164 2,264 0.07 0.234 531
MY 1 1,068 0 330 1,068 0.31 0.221 236
NZ 1 7,816 0 3,348 7,816 0.43 0.141 -1,106
SG 4 -4,276 -9,752 -3,062 15,229 0.55 0.094 435
TH 2 9,106 0 2,424 9,106 0.31 0.248 2,364

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -17,633 -8,528 -12,303 17,633 0.66 -0.078 1,250
1.0000 10 20,521 0 13,960 20,521 0.92 -0.079 -1,199
CN -1.0000 32 -307,858 -272,982 -365,351 307,858 1.26 -0.061 26,905
1.0000 25 343,464 0 469,795 343,464 1.24 -0.023 -32,330
HK -1.0000 8 -36,031 -16,031 -40,045 36,031 1.19 0.043 -3,585
1.0000 13 110,340 0 99,639 110,340 1.03 0.194 22,899
JP -1.0000 47 -207,842 -120,910 -136,635 207,842 0.69 -0.052 11,115
1.0000 35 197,672 0 104,639 197,672 0.65 0.027 8,029
KR 1.0000 1 2,264 0 164 2,264 0.07 0.234 531
MY 1.0000 1 1,068 0 330 1,068 0.31 0.221 236
NZ 1.0000 1 7,816 0 3,348 7,816 0.43 -0.141 -1,106
SG -1.0000 1 -9,752 -9,752 -6,693 9,752 0.69 -0.131 1,273
1.0000 3 5,476 0 3,632 5,476 0.50 -0.071 -839
TH 1.0000 2 9,106 0 2,424 9,106 0.31 0.248 2,364