trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 51,636 909,116 -69,283 50,324 140 40,108,292 0.023

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -428,740 428,740 -446,715 27,701
1.0000 480,376 480,376 377,432 22,623

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 75 -12,515 -8,699 56,035 0.73 0.067 789
CN 11 -17,664 -136,785 -80,947 263,861 1.05 0.087 9,306
HK 18 -66,922 -73,528 -80,928 99,684 1.29 0.083 -3,895
JP 61 41,250 -103,248 32,914 346,163 0.63 0.094 21,602
KR 14 7,326 -23,422 -4,060 54,169 0.65 0.178 10,117
MY 2 4,274 0 1,202 4,274 0.25 0.156 768
NZ 2 -454 -816 -380 1,178 0.36 0.073 34
SG 1 2,540 0 2,054 2,540 0.81 0.033 83
TH 3 5,518 0 2,443 5,518 0.40 0.146 861
TW 7 75,693 0 67,116 75,693 0.86 0.166 10,658

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 16 -27,980 -12,515 -16,970 27,980 0.79 -0.035 378
1.0000 5 28,055 0 8,271 28,055 0.55 -0.052 411
CN -1.0000 6 -140,762 -136,785 -219,508 140,762 1.07 -0.047 17,925
1.0000 5 123,098 0 138,561 123,098 1.03 -0.054 -8,619
HK -1.0000 16 -83,303 -73,528 -105,386 83,303 1.29 0.021 -5,645
1.0000 2 16,381 0 24,458 16,381 1.30 0.119 1,750
JP -1.0000 34 -152,456 -103,248 -87,738 152,456 0.58 -0.077 12,620
1.0000 27 193,706 0 120,653 193,706 0.69 0.021 8,982
KR -1.0000 6 -23,422 -23,422 -16,668 23,422 0.93 -0.080 2,363
1.0000 8 30,748 0 12,608 30,748 0.44 0.232 7,754
MY 1.0000 2 4,274 0 1,202 4,274 0.25 0.156 768
NZ -1.0000 1 -816 -816 -446 816 0.55 -0.073 60
1.0000 1 362 0 66 362 0.18 -0.072 -26
SG 1.0000 1 2,540 0 2,054 2,540 0.81 0.033 83
TH 1.0000 3 5,518 0 2,443 5,518 0.40 0.146 861
TW 1.0000 7 75,693 0 67,116 75,693 0.86 0.166 10,658