trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -316,832 1,540,729 -258,896 45,257 211 41,544,088 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -928,780 928,780 -946,183 45,395
1.0000 611,948 611,948 687,287 -138

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 51,408 -17,014 54,658 120,771 0.74 0.095 -4,974
CN 32 -73,083 -100,970 10,343 410,970 1.17 0.088 -12,056
HK 20 73,181 -3,189 57,182 184,856 1.54 0.167 20,584
JP 83 -76,527 -77,164 -69,847 443,724 0.74 0.063 -5,436
KR 25 -324,312 -325,938 -333,618 327,564 0.89 0.138 42,981
MY 1 -316 0 -212 316 0.67 0.005 1
NZ 1 272 0 45 272 0.16 0.081 -22
SG 4 16,821 0 9,628 16,821 0.66 0.028 681
TH 7 15,726 0 12,926 35,433 0.42 0.173 3,498

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -34,682 -17,014 -14,827 34,682 0.55 -0.087 3,499
1.0000 25 86,090 0 69,485 86,090 0.83 -0.094 -8,474
CN -1.0000 20 -242,027 -100,970 -272,258 242,027 1.02 -0.005 7,505
1.0000 12 168,944 0 282,601 168,944 1.42 -0.090 -19,561
HK -1.0000 8 -55,838 -3,189 -115,779 55,838 1.76 0.089 -7,402
1.0000 12 129,018 0 172,961 129,018 1.39 0.205 27,986
JP -1.0000 46 -260,126 -77,164 -207,330 260,126 0.70 -0.017 300
1.0000 37 183,599 0 137,484 183,599 0.80 -0.034 -5,736
KR -1.0000 24 -325,938 -325,938 -333,758 325,938 0.93 -0.135 42,654
1.0000 1 1,626 0 140 1,626 0.09 0.201 327
MY -1.0000 1 -316 0 -212 316 0.67 -0.005 1
NZ 1.0000 1 272 0 45 272 0.16 -0.081 -22
SG 1.0000 4 16,821 0 9,628 16,821 0.66 0.018 681
TH -1.0000 2 -9,854 0 -2,020 9,854 0.19 0.131 -1,162
1.0000 5 25,579 0 14,945 25,579 0.51 0.189 4,660