trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 278,161 2,259,662 78,896 35,299 220 41,101,855 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -990,750 990,750 -978,585 49,967
1.0000 1,268,912 1,268,912 1,057,481 -14,668

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -72,826 -40,706 -83,894 141,390 0.65 0.104 18,560
CN 50 159,585 -460,190 17,813 1,106,490 1.18 0.078 -30,496
HK 21 -120,944 -99,080 -98,482 136,915 1.03 0.066 -775
ID 9 30,001 0 12,011 30,001 0.42 0.219 6,574
JP 87 31,078 -142,418 61,189 458,852 0.64 0.074 30,321
KR 4 30,175 0 29,268 30,175 0.87 0.180 6,018
MY 1 -138 0 3 138 -0.02 0.060 -8
NZ 4 105,734 -50,994 82,078 207,721 0.30 0.059 -5,982
SG 4 60,155 0 22,589 60,155 0.54 0.058 1,511
TH 6 4,929 0 2,375 37,415 0.51 0.203 184
TW 3 50,411 0 33,945 50,411 0.68 0.183 9,393

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 21 -107,108 -40,706 -95,162 107,108 0.76 -0.130 17,680
1.0000 10 34,282 0 11,268 34,282 0.41 -0.014 880
CN -1.0000 25 -473,453 -460,190 -635,875 473,453 1.24 -0.025 18,946
1.0000 25 633,038 0 653,688 633,038 1.11 -0.041 -49,443
HK -1.0000 19 -128,929 -99,080 -108,410 128,929 1.01 0.011 -1,646
1.0000 2 7,985 0 9,927 7,985 1.23 0.096 870
ID 1.0000 9 30,001 0 12,011 30,001 0.42 0.219 6,574
JP -1.0000 45 -213,887 -142,418 -121,355 213,887 0.61 -0.063 15,377
1.0000 42 244,965 0 182,544 244,965 0.67 0.037 14,944
KR 1.0000 4 30,175 0 29,268 30,175 0.87 0.180 6,018
MY -1.0000 1 -138 0 3 138 -0.02 0.060 -8
NZ -1.0000 3 -50,994 -50,994 -9,575 50,994 0.20 -0.059 3,310
1.0000 1 156,727 0 91,654 156,727 0.58 -0.059 -9,291
SG 1.0000 4 60,155 0 22,589 60,155 0.54 0.009 1,511
TH -1.0000 4 -16,243 0 -8,211 16,243 0.55 0.207 -3,691
1.0000 2 21,172 0 10,586 21,172 0.42 0.196 3,875
TW 1.0000 3 50,411 0 33,945 50,411 0.68 0.183 9,393