trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 359,690 2,149,569 283,694 -20,385 199 39,678,304 0.054

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -894,939 894,939 -1,015,176 -863
1.0000 1,254,630 1,254,630 1,298,869 -19,521

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 18,123 -8,968 -12,526 106,243 0.61 0.087 -2,340
CN 29 83,921 -256,725 196,383 833,549 1.32 0.054 -2,851
HK 33 174,815 -124,456 125,028 540,752 1.37 0.077 -42,769
JP 68 24,673 -147,759 2,927 442,837 0.71 0.077 415
KR 24 -7,621 -50,973 -48,909 96,272 0.85 0.179 10,230
MY 1 -1,162 0 215 1,162 -0.19 0.015 -17
NZ 1 3,822 0 694 3,822 0.18 0.079 -303
SG 3 -16,407 0 -6,510 16,407 0.43 0.025 -536
TH 4 -8,722 0 -7,778 20,278 0.57 0.144 -1,286
TW 6 88,248 0 34,169 88,248 0.47 0.184 19,072

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -44,060 -8,968 -37,749 44,060 0.79 -0.052 -230
1.0000 17 62,183 0 25,223 62,183 0.47 -0.087 -2,110
CN -1.0000 25 -374,814 -256,725 -486,500 374,814 1.29 -0.015 2,113
1.0000 4 458,735 0 682,883 458,735 1.50 -0.012 -4,964
HK -1.0000 28 -182,968 -124,456 -272,154 182,968 1.40 0.012 -9,050
1.0000 5 357,783 0 397,182 357,783 1.21 -0.018 -33,719
JP -1.0000 42 -209,082 -147,759 -137,598 209,082 0.75 -0.050 11,206
1.0000 26 233,755 0 140,525 233,755 0.65 0.006 -10,791
KR -1.0000 13 -51,946 -50,973 -64,331 51,946 1.21 0.055 -2,182
1.0000 11 44,326 0 15,422 44,326 0.43 0.250 12,412
MY -1.0000 1 -1,162 0 215 1,162 -0.19 0.015 -17
NZ 1.0000 1 3,822 0 694 3,822 0.18 -0.079 -303
SG -1.0000 3 -16,407 0 -6,510 16,407 0.43 0.025 -536
TH -1.0000 2 -14,500 0 -10,549 14,500 0.69 0.144 -2,168
1.0000 2 5,778 0 2,771 5,778 0.44 0.144 882
TW 1.0000 6 88,248 0 34,169 88,248 0.47 0.184 19,072