trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -7,213 1,620,703 -19,524 37,902 197 41,925,718 0.039

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -813,958 813,958 -804,831 47,985
1.0000 806,745 806,745 785,306 -10,083

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 9,465 -41,175 -5,084 117,009 0.61 0.090 -2,291
CN 51 -15,144 -267,398 -14,051 875,853 1.23 0.097 25,096
HK 17 56,785 -41,392 109,051 154,778 1.04 0.099 1,260
ID 11 67,248 0 24,353 67,248 0.38 0.214 14,480
JP 77 -70,021 -92,072 -65,312 340,543 0.63 0.064 5,405
KR 2 1,898 0 -968 4,739 0.48 0.181 550
NZ 1 -260 -260 -72 260 0.27 0.055 14
SG 1 288 0 239 288 0.83 0.110 -32
TH 6 -15,151 0 -9,022 17,665 0.32 0.202 -3,426
TW 2 -42,320 -2,529 -58,658 42,320 1.07 0.047 -3,156

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -53,772 -41,175 -41,219 53,772 0.74 -0.082 3,493
1.0000 15 63,237 0 36,136 63,237 0.49 -0.076 -5,784
CN -1.0000 29 -445,498 -267,398 -521,341 445,498 1.19 -0.058 47,014
1.0000 22 430,355 0 507,290 430,355 1.28 -0.043 -21,918
HK -1.0000 10 -48,997 -41,392 -25,999 48,997 0.82 0.014 -245
1.0000 7 105,782 0 135,050 105,782 1.34 0.150 1,505
ID 1.0000 11 67,248 0 24,353 67,248 0.38 0.214 14,480
JP -1.0000 46 -205,282 -92,072 -146,654 205,282 0.65 -0.024 4,722
1.0000 31 135,261 0 81,342 135,261 0.60 0.008 684
KR -1.0000 1 -1,420 0 -1,253 1,420 0.88 0.137 -195
1.0000 1 3,319 0 285 3,319 0.09 0.224 745
NZ -1.0000 1 -260 -260 -72 260 0.27 -0.055 14
SG 1.0000 1 288 0 239 288 0.83 -0.110 -32
TH -1.0000 4 -16,408 0 -9,634 16,408 0.28 0.200 -3,663
1.0000 2 1,257 0 612 1,257 0.42 0.207 237
TW -1.0000 2 -42,320 -2,529 -58,658 42,320 1.07 0.047 -3,156