trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 144,961 1,386,714 -37,222 -5,826 197 40,011,134 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -620,876 620,876 -661,858 -4,302
1.0000 765,838 765,838 624,636 -1,524

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 7,750 -43,118 -31,316 97,345 0.75 0.057 2,301
CN 37 33,427 -191,011 48,700 670,102 1.21 0.064 -37,291
HK 16 12,133 -45,531 -16,754 124,373 1.35 0.127 5,939
JP 87 28,774 -98,760 -45,173 372,852 0.65 0.077 5,660
KR 9 69,200 0 24,236 69,200 0.55 0.204 15,147
MY 2 15,132 0 4,287 15,132 0.27 0.207 2,945
NZ 2 -3,966 -5,885 -2,844 7,803 0.37 0.067 333
SG 1 1,910 0 373 1,910 0.20 0.025 -48
TH 4 3,954 0 1,609 4,644 0.46 0.133 560
TW 5 -23,353 -6,391 -20,342 23,353 0.69 0.053 -1,372

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 22 -44,798 -43,118 -48,790 44,798 0.98 -0.044 2,811
1.0000 12 52,548 0 17,474 52,548 0.34 -0.026 -510
CN -1.0000 28 -318,338 -191,011 -364,673 318,338 1.16 0.025 -6,787
1.0000 9 351,765 0 413,373 351,765 1.34 -0.073 -30,504
HK -1.0000 11 -56,120 -45,531 -89,838 56,120 1.39 0.063 -5,369
1.0000 5 68,253 0 73,084 68,253 1.26 0.105 11,308
JP -1.0000 47 -172,039 -98,760 -134,736 172,039 0.81 -0.043 6,003
1.0000 40 200,813 0 89,563 200,813 0.45 -0.015 -344
KR 1.0000 9 69,200 0 24,236 69,200 0.55 0.204 15,147
MY 1.0000 2 15,132 0 4,287 15,132 0.27 0.207 2,945
NZ -1.0000 1 -5,885 -5,885 -3,215 5,885 0.55 -0.076 446
1.0000 1 1,918 0 371 1,918 0.19 -0.059 -113
SG 1.0000 1 1,910 0 373 1,910 0.20 -0.025 -48
TH -1.0000 1 -345 0 -266 345 0.77 0.096 -33
1.0000 3 4,299 0 1,875 4,299 0.36 0.145 593
TW -1.0000 5 -23,353 -6,391 -20,342 23,353 0.69 0.053 -1,372