trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -431,940 1,260,890 -53,764 8,588 143 39,371,328 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -846,415 846,415 -405,433 14,068
1.0000 414,475 414,475 351,669 -5,480

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 17,482 -8,503 3,538 45,038 0.64 0.070 -293
CN 22 -505,085 -235,818 -65,822 814,587 1.27 0.077 4,924
HK 15 -9,706 -6,231 -14,237 26,870 1.20 0.117 715
ID 2 -4,778 0 -2,047 4,778 0.41 0.126 -642
JP 54 51,816 -45,196 16,795 268,822 0.67 0.075 -1,378
KR 13 14,240 -2,097 8,502 23,128 0.59 0.244 4,629
NZ 2 -82 -5,997 -2,202 11,912 0.36 0.063 151
SG 2 10,396 0 7,998 10,396 0.54 0.069 531
TH 6 788 0 -1,365 32,049 0.43 0.159 -100
TW 4 -7,010 -5,128 -4,924 23,310 1.02 0.129 51

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -13,778 -8,503 -9,039 13,778 0.87 -0.055 802
1.0000 14 31,260 0 12,577 31,260 0.49 -0.060 -1,094
CN -1.0000 13 -659,836 -235,818 -259,634 659,836 1.25 -0.032 15,065
1.0000 9 154,751 0 193,812 154,751 1.30 -0.071 -10,141
HK -1.0000 9 -18,288 -6,231 -22,152 18,288 1.33 -0.019 -204
1.0000 6 8,582 0 7,915 8,582 1.00 0.092 919
ID -1.0000 2 -4,778 0 -2,047 4,778 0.41 0.126 -642
JP -1.0000 21 -108,503 -45,196 -87,198 108,503 0.75 -0.013 3,501
1.0000 33 160,319 0 103,993 160,319 0.63 -0.033 -4,879
KR -1.0000 4 -4,444 -2,097 -2,134 4,444 0.72 0.121 -1,013
1.0000 9 18,684 0 10,636 18,684 0.54 0.257 5,642
NZ -1.0000 1 -5,997 -5,997 -3,276 5,997 0.55 -0.075 452
1.0000 1 5,915 0 1,075 5,915 0.18 -0.051 -301
SG 1.0000 2 10,396 0 7,998 10,396 0.54 0.069 531
TH -1.0000 4 -15,630 0 -5,263 15,630 0.53 0.163 -2,494
1.0000 2 16,418 0 3,898 16,418 0.24 0.149 2,394
TW -1.0000 2 -15,160 -5,128 -14,690 15,160 0.85 0.083 -1,398
1.0000 2 8,150 0 9,766 8,150 1.20 0.176 1,449