trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 241,429 1,727,191 -150,369 31,682 199 41,597,542 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -742,881 742,881 -785,910 54,373
1.0000 984,310 984,310 635,541 -22,691

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 11,594 -42,210 6,718 116,111 0.62 0.085 -91
CN 46 238,926 -240,032 -121,576 1,037,835 1.18 0.100 -2,892
HK 18 -90,081 -87,100 -75,827 113,518 1.05 0.099 -883
ID 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP 82 5,532 -120,592 16,255 355,903 0.67 0.072 19,747
KR 2 -8 0 -1,814 4,547 0.48 0.178 205
NZ 2 -2,222 -2,222 -1,163 2,222 0.43 0.065 149
SG 2 12,254 -622 2,775 13,497 0.45 0.049 451
TH 5 3,777 0 960 17,055 0.35 0.197 885
TW 2 -2,423 -2,423 -109 2,423 0.20 0.165 461

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -52,259 -42,210 -27,142 52,259 0.73 -0.108 4,115
1.0000 13 63,852 0 33,860 63,852 0.48 -0.041 -4,207
CN -1.0000 23 -399,455 -240,032 -550,978 399,455 1.30 -0.061 44,019
1.0000 23 638,381 0 429,402 638,381 1.07 -0.053 -46,910
HK -1.0000 13 -101,799 -87,100 -90,046 101,799 0.96 0.000 -3,270
1.0000 5 11,719 0 14,220 11,719 1.29 0.195 2,387
ID 1.0000 12 64,080 0 23,412 64,080 0.41 0.216 13,649
JP -1.0000 43 -175,186 -120,592 -111,324 175,186 0.62 -0.052 10,457
1.0000 39 180,718 0 127,579 180,718 0.74 0.044 9,290
KR -1.0000 1 -2,278 0 -2,009 2,278 0.88 0.132 -301
1.0000 1 2,269 0 195 2,269 0.09 0.223 506
NZ -1.0000 2 -2,222 -2,222 -1,163 2,222 0.43 -0.065 149
SG -1.0000 1 -622 -622 -406 622 0.65 -0.067 42
1.0000 1 12,875 0 3,181 12,875 0.25 0.032 409
TH -1.0000 3 -6,639 0 -2,731 6,639 0.30 0.200 -1,298
1.0000 2 10,416 0 3,691 10,416 0.42 0.191 2,183
TW -1.0000 2 -2,423 -2,423 -109 2,423 0.20 -0.140 461