trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -70,684 1,923,118 -337,985 17,563 229 41,702,591 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -996,901 996,901 -952,371 7,405
1.0000 926,217 926,217 614,385 10,157

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 6,686 -26,063 -25,392 90,459 0.65 0.081 1,597
CN 68 -2,337 -314,307 -118,628 931,613 1.13 0.083 -25,176
HK 22 -127,707 -53,344 -172,823 204,058 1.12 0.100 -12,306
ID 12 143,967 0 49,175 143,967 0.39 0.199 28,934
JP 92 -122,471 -175,895 -80,268 505,657 0.64 0.069 23,084
KR 2 -5,019 0 -4,624 5,514 0.48 0.175 -601
NZ 1 2,709 0 1,584 2,709 0.58 0.067 -182
SG 4 22,809 0 9,519 22,809 0.54 0.071 -109
TH 4 7,570 0 1,733 13,223 0.18 0.206 2,419
TW 1 3,109 0 1,739 3,109 0.56 0.031 -96

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -41,887 -26,063 -40,000 41,887 0.78 -0.079 2,497
1.0000 14 48,572 0 14,608 48,572 0.56 -0.064 -900
CN -1.0000 54 -466,975 -314,307 -491,334 466,975 1.15 -0.028 14,050
1.0000 14 464,638 0 372,705 464,638 1.02 -0.087 -39,226
HK -1.0000 13 -165,883 -53,344 -209,939 165,883 1.18 0.021 -19,007
1.0000 9 38,176 0 37,115 38,176 1.03 0.162 6,701
ID 1.0000 12 143,967 0 49,175 143,967 0.39 0.199 28,934
JP -1.0000 52 -314,064 -175,895 -205,926 314,064 0.64 -0.041 10,861
1.0000 40 191,593 0 125,657 191,593 0.65 0.039 12,223
KR -1.0000 1 -5,266 0 -4,646 5,266 0.88 0.125 -657
1.0000 1 248 0 21 248 0.09 0.225 56
NZ 1.0000 1 2,709 0 1,584 2,709 0.58 -0.067 -182
SG 1.0000 4 22,809 0 9,519 22,809 0.54 -0.020 -109
TH -1.0000 2 -2,826 0 -527 2,826 0.18 0.134 -339
1.0000 2 10,397 0 2,261 10,397 0.17 0.279 2,758
TW 1.0000 1 3,109 0 1,739 3,109 0.56 -0.031 -96