trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -82,866 1,695,284 -95,783 37,406 205 40,705,150 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -889,075 889,075 -998,211 61,458
1.0000 806,209 806,209 902,427 -24,052

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -30,810 -35,372 -26,058 61,199 0.72 0.096 5,461
CN 50 -142,841 -310,696 -45,728 967,953 1.42 0.086 -10,412
HK 22 54,621 -62,613 29,012 242,517 1.27 0.150 35,716
JP 71 68,312 -61,186 -18,484 338,049 0.72 0.075 -1,695
KR 16 -41,660 -42,789 -33,853 43,918 0.73 0.165 6,914
MY 1 -758 0 18 758 -0.02 0.076 -57
NZ 4 2,917 -12,141 -3,170 27,200 0.30 0.071 -119
PH 1 -1,506 0 -890 1,506 0.59 0.142 214
SG 1 -347 -347 -227 347 0.65 0.103 36
TH 6 7,341 0 2,757 9,973 0.47 0.128 1,136
TW 1 1,864 0 840 1,864 0.45 0.114 213

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 21 -46,005 -35,372 -32,401 46,005 0.68 -0.106 5,627
1.0000 11 15,194 0 6,343 15,194 0.81 -0.049 -166
CN -1.0000 36 -555,397 -310,696 -679,466 555,397 1.35 -0.028 43,780
1.0000 14 412,556 0 633,737 412,556 1.60 -0.103 -54,193
HK -1.0000 12 -93,948 -62,613 -122,458 93,948 1.29 -0.017 1,017
1.0000 10 148,569 0 151,470 148,569 1.25 0.186 34,699
JP -1.0000 32 -134,868 -61,186 -121,912 134,868 0.86 -0.045 3,362
1.0000 39 203,180 0 103,428 203,180 0.61 -0.018 -5,057
KR -1.0000 13 -42,789 -42,789 -34,232 42,789 0.83 -0.157 6,705
1.0000 3 1,129 0 378 1,129 0.29 0.196 209
MY -1.0000 1 -758 0 18 758 -0.02 0.076 -57
NZ -1.0000 3 -12,141 -12,141 -5,706 12,141 0.34 -0.072 908
1.0000 1 15,059 0 2,536 15,059 0.17 -0.068 -1,027
PH -1.0000 1 -1,506 0 -890 1,506 0.59 -0.142 214
SG -1.0000 1 -347 -347 -227 347 0.65 -0.103 36
TH -1.0000 3 -1,316 0 -937 1,316 0.56 0.110 -134
1.0000 3 8,657 0 3,694 8,657 0.38 0.146 1,270
TW 1.0000 1 1,864 0 840 1,864 0.45 0.114 213