trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 31,960 1,798,891 -50,056 16,253 176 40,681,803 0.044

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -883,465 883,465 -803,809 50,156
1.0000 915,426 915,426 753,752 -33,903

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -6,617 -102,046 28,307 198,167 0.61 0.103 4,180
CN 47 148,462 -279,827 -26,028 996,968 1.18 0.077 -30,976
HK 13 -25,842 -54,090 -17,355 134,702 1.23 0.124 14,726
JP 69 -70,712 -141,929 -30,784 385,642 0.68 0.074 19,833
KR 9 -9 -14,076 1,108 28,144 0.41 0.223 5,432
MY 1 -7,796 0 -1,468 7,796 0.19 0.039 301
NZ 1 -1,843 -1,843 -1,078 1,843 0.58 0.085 157
PH 1 -247 0 -50 247 0.20 0.015 4
SG 2 -7,022 -13,873 -7,919 20,724 0.41 0.067 1,316
TH 6 3,585 0 5,211 24,659 0.45 0.146 1,281

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -102,392 -102,046 -30,345 102,392 0.38 -0.136 14,563
1.0000 12 95,775 0 58,652 95,775 0.89 -0.045 -10,384
CN -1.0000 29 -424,253 -279,827 -495,765 424,253 1.12 -0.019 12,980
1.0000 18 572,715 0 469,736 572,715 1.28 -0.069 -43,956
HK -1.0000 9 -80,272 -54,090 -101,939 80,272 1.09 -0.031 3,912
1.0000 4 54,430 0 84,584 54,430 1.56 0.196 10,814
JP -1.0000 34 -228,177 -141,929 -155,312 228,177 0.61 -0.075 15,141
1.0000 35 157,465 0 124,528 157,465 0.74 0.010 4,692
KR -1.0000 6 -14,076 -14,076 -6,641 14,076 0.38 -0.231 2,581
1.0000 3 14,067 0 7,750 14,067 0.46 0.207 2,851
MY -1.0000 1 -7,796 0 -1,468 7,796 0.19 -0.039 301
NZ -1.0000 1 -1,843 -1,843 -1,078 1,843 0.58 -0.085 157
PH -1.0000 1 -247 0 -50 247 0.20 -0.015 4
SG -1.0000 1 -13,873 -13,873 -9,069 13,873 0.65 -0.108 1,493
1.0000 1 6,851 0 1,150 6,851 0.17 -0.026 -177
TH -1.0000 2 -10,537 0 -2,142 10,537 0.19 0.103 -976
1.0000 4 14,122 0 7,352 14,122 0.58 0.168 2,257