trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 108,646 1,647,676 -105,506 6,277 206 40,958,468 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -769,515 769,515 -764,108 13,603
1.0000 878,161 878,161 658,602 -7,326

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 27,886 -17,859 16,053 101,127 0.83 0.093 -1,093
CN 43 -50,293 -282,251 -127,917 754,988 1.03 0.077 -11,177
HK 13 6,115 -4,329 -33,586 92,164 1.51 0.141 4,329
ID 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP 98 521 -99,299 -39,027 495,979 0.69 0.061 9,605
KR 1 341 0 29 341 0.09 0.208 71
NZ 3 5,531 0 947 5,531 0.20 0.079 -462
SG 5 19,215 0 9,017 19,215 0.51 0.056 850
TH 5 -12,294 0 -3,747 23,303 0.52 0.175 -1,714
TW 5 121,563 0 77,200 145,088 0.85 0.139 7,716

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -36,620 -17,859 -19,765 36,620 0.52 -0.093 3,380
1.0000 20 64,506 0 35,819 64,506 0.95 -0.093 -4,473
CN -1.0000 34 -402,640 -282,251 -423,111 402,640 1.07 -0.016 16,249
1.0000 9 352,348 0 295,194 352,348 0.89 -0.083 -27,426
HK -1.0000 7 -43,024 -4,329 -89,098 43,024 1.77 0.068 -4,704
1.0000 6 49,140 0 55,513 49,140 1.21 0.169 9,034
ID -1.0000 5 -9,939 0 -4,477 9,939 0.40 0.188 -1,848
JP -1.0000 46 -247,729 -99,299 -204,218 247,729 0.75 -0.033 4,427
1.0000 52 248,250 0 165,192 248,250 0.63 0.007 5,178
KR 1.0000 1 341 0 29 341 0.09 0.208 71
NZ 1.0000 3 5,531 0 947 5,531 0.20 -0.079 -462
SG 1.0000 5 19,215 0 9,017 19,215 0.51 0.025 850
TH -1.0000 4 -17,799 0 -6,631 17,799 0.52 0.171 -2,766
1.0000 1 5,505 0 2,884 5,505 0.52 0.191 1,051
TW -1.0000 1 -11,762 0 -16,807 11,762 1.43 0.096 -1,135
1.0000 4 133,325 0 94,006 133,325 0.71 0.149 8,851