trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 136,107 806,782 12,568 -765 140 39,955,271 0.020

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -335,338 335,338 -333,084 3,757
1.0000 471,445 471,445 345,652 -4,522

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -1,618 -15,581 -10,761 74,255 0.58 0.074 -563
CN 23 205,919 -42,950 152,670 356,189 1.25 0.067 -9,280
HK 15 -67,549 -46,773 -105,574 73,611 1.35 0.123 3,210
ID 2 -3,994 0 -1,585 3,994 0.41 0.161 -602
JP 59 1,016 -80,448 -10,260 217,318 0.60 0.080 6,473
MY 2 359 0 37 549 0.53 0.165 112
NZ 2 458 -4,695 -1,629 9,848 0.36 0.059 71
SG 2 8,479 0 4,393 8,479 0.60 0.055 525
TH 4 -2,542 0 -2,949 22,476 0.39 0.168 -139
TW 3 -4,420 0 -11,774 40,062 0.81 0.121 -572

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -37,937 -15,581 -23,501 37,937 0.74 -0.042 823
1.0000 13 36,319 0 12,740 36,319 0.40 -0.065 -1,386
CN -1.0000 10 -75,135 -42,950 -102,202 75,135 1.28 -0.018 -1,278
1.0000 13 281,054 0 254,872 281,054 1.22 -0.057 -8,002
HK -1.0000 14 -70,580 -46,773 -107,423 70,580 1.40 -0.037 3,634
1.0000 1 3,031 0 1,848 3,031 0.61 -0.140 -423
ID -1.0000 2 -3,994 0 -1,585 3,994 0.41 0.161 -602
JP -1.0000 33 -108,151 -80,448 -69,268 108,151 0.64 -0.057 5,415
1.0000 26 109,167 0 59,009 109,167 0.54 0.001 1,059
MY -1.0000 1 -95 0 -77 95 0.81 0.068 -6
1.0000 1 454 0 114 454 0.25 0.261 119
NZ -1.0000 1 -4,695 -4,695 -2,565 4,695 0.55 -0.069 326
1.0000 1 5,153 0 936 5,153 0.18 -0.050 -255
SG 1.0000 2 8,479 0 4,393 8,479 0.60 0.055 525
TH -1.0000 1 -12,509 0 -5,699 12,509 0.46 0.147 -1,837
1.0000 3 9,967 0 2,750 9,967 0.37 0.175 1,698
TW -1.0000 1 -22,241 0 -20,762 22,241 0.93 0.122 -2,716
1.0000 2 17,821 0 8,989 17,821 0.74 0.120 2,145