trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 55,946 807,824 16,540 -5,910 165 39,799,326 0.020

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -375,939 375,939 -367,233 12,872
1.0000 431,885 431,885 383,773 -18,781

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 25,616 -11,090 74 66,318 0.65 0.073 -2,691
CN 21 -73,363 -155,066 -10,223 239,728 1.18 0.077 14,036
HK 16 -40,711 -37,066 -72,872 45,608 1.63 0.094 -835
JP 71 99,614 -29,635 49,479 307,674 0.59 0.089 -18,003
KR 19 -6,085 -42,794 3,358 90,109 1.16 0.157 -6,657
MY 2 4,092 0 1,168 4,092 0.27 0.229 831
NZ 2 1,659 -3,756 -1,068 9,172 0.36 0.085 -61
SG 2 14,480 0 11,462 14,480 0.50 0.034 725
TW 4 30,643 0 35,162 30,643 1.15 0.209 6,745

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -20,351 -11,090 -20,585 20,351 0.92 -0.039 461
1.0000 18 45,967 0 20,659 45,967 0.50 -0.072 -3,152
CN -1.0000 12 -156,545 -155,066 -143,535 156,545 1.06 -0.064 17,743
1.0000 9 83,182 0 133,312 83,182 1.34 -0.044 -3,707
HK -1.0000 15 -43,159 -37,066 -74,356 43,159 1.69 0.009 -1,310
1.0000 1 2,448 0 1,484 2,448 0.61 0.194 475
JP -1.0000 27 -104,030 -29,635 -65,211 104,030 0.67 -0.031 961
1.0000 44 203,644 0 114,690 203,644 0.54 -0.083 -18,964
KR -1.0000 15 -48,097 -42,794 -61,494 48,097 1.18 0.078 -5,335
1.0000 4 42,012 0 64,852 42,012 1.06 0.103 -1,322
MY 1.0000 2 4,092 0 1,168 4,092 0.27 0.229 831
NZ -1.0000 1 -3,756 -3,756 -2,052 3,756 0.55 -0.094 351
1.0000 1 5,416 0 984 5,416 0.18 -0.076 -412
SG 1.0000 2 14,480 0 11,462 14,480 0.50 0.018 725
TW 1.0000 4 30,643 0 35,162 30,643 1.15 0.209 6,745