trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -383,930 1,771,381 -346,989 37,201 198 40,634,590 0.044

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,077,655 1,077,655 -1,124,927 75,869
1.0000 693,726 693,726 777,937 -38,668

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 9,087 -32,698 -17,804 99,297 0.71 0.109 -1,172
CN 42 -299,672 -289,236 -225,536 1,097,219 1.13 0.068 7,228
HK 12 21,582 -24,482 34,494 86,935 1.37 0.123 10,276
JP 80 -82,971 -164,221 -98,674 395,701 0.80 0.091 11,633
KR 19 -34,272 -42,724 -38,040 51,176 0.85 0.156 7,599
MY 3 -1,696 0 -311 1,696 0.32 0.047 -21
NZ 1 1,348 0 371 1,348 0.27 0.056 -75
SG 2 958 0 780 958 0.96 0.008 6
TH 5 -17,672 0 -15,034 17,672 0.64 0.105 -1,572
TW 5 19,379 0 12,766 19,379 0.68 0.163 3,300

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 19 -45,105 -32,698 -39,868 45,105 0.77 -0.102 5,064
1.0000 10 54,192 0 22,064 54,192 0.60 -0.108 -6,236
CN -1.0000 31 -698,445 -289,236 -768,815 698,445 1.06 -0.013 55,469
1.0000 11 398,773 0 543,279 398,773 1.35 -0.081 -48,241
HK -1.0000 8 -32,677 -24,482 -52,401 32,677 1.35 0.010 -566
1.0000 4 54,259 0 86,895 54,259 1.42 0.198 10,842
JP -1.0000 46 -239,336 -164,221 -207,107 239,336 0.88 -0.059 11,214
1.0000 34 156,365 0 108,432 156,365 0.69 -0.018 419
KR -1.0000 16 -42,724 -42,724 -41,391 42,724 0.95 -0.150 6,282
1.0000 3 8,452 0 3,351 8,452 0.29 0.187 1,317
MY -1.0000 3 -1,696 0 -311 1,696 0.32 0.030 -21
NZ 1.0000 1 1,348 0 371 1,348 0.27 -0.056 -75
SG 1.0000 2 958 0 780 958 0.96 -0.000 6
TH -1.0000 5 -17,672 0 -15,034 17,672 0.64 0.105 -1,572
TW 1.0000 5 19,379 0 12,766 19,379 0.68 0.163 3,300