trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -40,731 1,041,522 133,618 38,691 140 39,529,740 0.026

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -541,126 541,126 -481,883 32,063
1.0000 500,395 500,395 615,500 6,628

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 34,658 -25,111 6,980 92,543 0.61 0.083 24
CN 22 -151,914 -321,172 -120 493,819 1.34 0.082 19,855
HK 20 107,309 -230 172,972 136,225 1.21 0.109 7,729
JP 43 2,233 -71,392 12,793 177,006 0.61 0.086 10,536
KR 9 -792 -13,231 -14,954 25,670 1.00 0.162 4,820
MY 2 2,670 0 793 3,952 0.27 0.241 510
NZ 3 1,574 -2,670 -686 6,915 0.31 0.082 -59
SG 2 5,692 0 4,346 5,692 0.50 0.033 186
TH 6 4,074 0 -3,759 53,464 0.36 0.183 793
TW 4 -46,235 -15,160 -44,748 46,235 0.92 0.095 -5,702

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -28,943 -25,111 -21,656 28,943 0.82 -0.080 3,237
1.0000 21 63,600 0 28,636 63,600 0.53 -0.072 -3,213
CN -1.0000 13 -322,866 -321,172 -304,720 322,866 1.10 -0.053 30,555
1.0000 9 170,952 0 304,599 170,952 1.68 -0.078 -10,700
HK -1.0000 5 -14,458 -230 -12,207 14,458 0.91 0.059 -1,280
1.0000 15 121,767 0 185,178 121,767 1.31 0.099 9,009
JP -1.0000 21 -87,387 -71,392 -66,314 87,387 0.60 -0.091 9,179
1.0000 22 89,620 0 79,108 89,620 0.61 0.005 1,357
KR -1.0000 6 -13,231 -13,231 -20,113 13,231 1.25 -0.055 484
1.0000 3 12,439 0 5,158 12,439 0.50 0.347 4,336
MY -1.0000 1 -641 0 -161 641 0.25 0.274 -176
1.0000 1 3,311 0 955 3,311 0.29 0.207 686
NZ -1.0000 1 -2,670 -2,670 -1,459 2,670 0.55 -0.092 245
1.0000 2 4,245 0 773 4,245 0.19 -0.077 -305
SG 1.0000 2 5,692 0 4,346 5,692 0.50 0.004 186
TH -1.0000 3 -24,695 0 -10,506 24,695 0.45 0.191 -4,480
1.0000 3 28,769 0 6,747 28,769 0.28 0.175 5,273
TW -1.0000 4 -46,235 -15,160 -44,748 46,235 0.92 0.095 -5,702