trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -66,472 1,093,150 -112,156 19,396 161 39,767,910 0.027

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -579,811 579,811 -482,163 21,280
1.0000 513,339 513,339 370,007 -1,884

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 9,345 -33,855 -28,137 89,368 0.67 0.075 529
CN 23 -46,936 -294,621 -1,945 550,018 1.22 0.085 8,044
HK 14 38,134 -7,334 24,079 69,537 1.16 0.100 4,656
JP 59 31 -75,580 -2,689 211,094 0.65 0.073 6,994
KR 17 -70,072 -71,433 -93,108 76,120 1.31 0.104 810
MY 1 -3,601 0 -906 3,601 0.25 0.272 -980
NZ 3 612 -4,759 -1,620 10,131 0.31 0.096 35
SG 2 9,107 0 4,861 9,107 0.48 0.062 541
TH 8 -57 0 -9,180 67,055 0.33 0.185 -444
TW 2 -3,034 0 -3,510 7,120 1.17 0.173 -789

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -40,011 -33,855 -45,010 40,011 0.99 -0.058 2,601
1.0000 19 49,357 0 16,873 49,357 0.45 -0.069 -2,072
CN -1.0000 14 -298,477 -294,621 -216,092 298,477 1.24 -0.079 18,117
1.0000 9 251,541 0 214,147 251,541 1.17 -0.040 -10,073
HK -1.0000 2 -15,701 -7,334 -22,513 15,701 1.48 0.030 -510
1.0000 12 53,835 0 46,592 53,835 1.10 0.091 5,166
JP -1.0000 30 -105,531 -75,580 -75,650 105,531 0.69 -0.062 8,698
1.0000 29 105,562 0 72,961 105,562 0.62 -0.005 -1,704
KR -1.0000 15 -73,096 -71,433 -96,523 73,096 1.32 0.021 19
1.0000 2 3,024 0 3,415 3,024 1.21 0.116 791
MY -1.0000 1 -3,601 0 -906 3,601 0.25 0.272 -980
NZ -1.0000 1 -4,759 -4,759 -2,600 4,759 0.55 -0.106 503
1.0000 2 5,372 0 980 5,372 0.19 -0.091 -468
SG 1.0000 2 9,107 0 4,861 9,107 0.48 0.062 541
TH -1.0000 3 -33,556 0 -16,952 33,556 0.45 0.200 -6,101
1.0000 5 33,499 0 7,772 33,499 0.25 0.176 5,656
TW -1.0000 1 -5,077 0 -5,917 5,077 1.17 0.210 -1,068
1.0000 1 2,043 0 2,406 2,043 1.18 0.136 278