trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 125,138 1,361,724 -130,859 52,684 162 39,384,735 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -618,293 618,293 -538,834 55,610
1.0000 743,431 743,431 407,975 -2,927

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 -7,788 -17,416 -1,585 53,689 0.65 0.086 837
CN 28 9,680 -381,791 -160,441 774,002 1.00 0.104 20,028
HK 22 -72,851 -33,229 -89,000 77,274 1.43 0.102 -1,766
JP 65 40,776 -107,991 32,769 276,552 0.60 0.098 12,216
KR 15 35,435 0 16,269 45,750 0.84 0.255 8,090
MY 1 167 0 42 167 0.25 0.251 42
NZ 2 -923 -7,285 -2,824 13,647 0.36 0.072 170
SG 4 10,859 0 5,706 10,859 0.41 0.050 430
TW 2 109,783 0 68,206 109,783 0.84 0.155 12,637

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -30,739 -17,416 -12,764 30,739 0.67 -0.086 2,150
1.0000 11 22,950 0 11,179 22,950 0.62 -0.062 -1,313
CN -1.0000 14 -382,161 -381,791 -357,461 382,161 0.95 -0.090 47,108
1.0000 14 391,841 0 197,020 391,841 1.05 -0.065 -27,080
HK -1.0000 19 -75,063 -33,229 -93,221 75,063 1.34 -0.017 -1,916
1.0000 3 2,212 0 4,222 2,212 1.99 0.076 150
JP -1.0000 33 -117,888 -107,991 -62,770 117,888 0.62 -0.082 9,099
1.0000 32 158,664 0 95,538 158,664 0.58 0.013 3,117
KR -1.0000 2 -5,157 0 -8,637 5,157 1.74 0.280 -1,414
1.0000 13 40,593 0 24,906 40,593 0.70 0.251 9,503
MY 1.0000 1 167 0 42 167 0.25 0.251 42
NZ -1.0000 1 -7,285 -7,285 -3,980 7,285 0.55 -0.080 583
1.0000 1 6,362 0 1,156 6,362 0.18 -0.065 -413
SG 1.0000 4 10,859 0 5,706 10,859 0.41 0.039 430
TW 1.0000 2 109,783 0 68,206 109,783 0.84 0.155 12,637