trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 237,579 1,511,319 -69,122 -24,287 220 39,490,389 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -636,870 636,870 -655,715 -9,593
1.0000 874,449 874,449 586,593 -14,694

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 26,716 -807 20,183 90,241 0.60 0.081 -5,931
CN 30 235,771 -54,294 205,877 365,940 1.09 0.108 6,738
HK 25 -153,412 -23,348 -206,873 169,543 1.26 0.104 -11,267
ID 3 -7,449 0 -2,998 7,449 0.39 0.145 -1,118
JP 92 57,145 -64,179 -111,120 685,954 0.61 0.083 -37,895
KR 22 95,490 0 44,833 95,490 0.49 0.273 26,288
MY 3 -4,674 0 -1,325 4,674 0.46 0.112 -758
NZ 2 3,299 -4,620 -1,304 12,539 0.34 0.075 -29
SG 3 -13,036 -13,036 -9,721 13,036 0.75 0.053 766
TH 8 -21,437 0 -17,424 47,285 0.53 0.188 -3,797
TW 4 19,167 0 10,751 19,167 0.66 0.150 2,716

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -31,763 -807 -17,002 31,763 0.52 -0.021 -220
1.0000 18 58,479 0 37,184 58,479 0.65 -0.095 -5,711
CN -1.0000 11 -65,084 -54,294 -96,975 65,084 1.12 -0.080 7,311
1.0000 19 300,856 0 302,851 300,856 1.07 0.008 -572
HK -1.0000 24 -161,477 -23,348 -216,778 161,477 1.26 -0.007 -9,066
1.0000 1 8,065 0 9,905 8,065 1.23 -0.273 -2,201
ID -1.0000 3 -7,449 0 -2,998 7,449 0.39 0.145 -1,118
JP -1.0000 48 -314,405 -64,179 -289,316 314,405 0.81 -0.012 -747
1.0000 44 371,549 0 178,196 371,549 0.40 -0.082 -37,148
KR 1.0000 22 95,490 0 44,833 95,490 0.49 0.260 26,288
MY -1.0000 3 -4,674 0 -1,325 4,674 0.46 0.112 -758
NZ -1.0000 1 -4,620 -4,620 -2,444 4,620 0.53 -0.092 426
1.0000 1 7,919 0 1,140 7,919 0.14 -0.058 -455
SG -1.0000 3 -13,036 -13,036 -9,721 13,036 0.75 -0.053 766
TH -1.0000 6 -34,361 0 -19,157 34,361 0.65 0.189 -6,186
1.0000 2 12,924 0 1,733 12,924 0.15 0.187 2,390
TW 1.0000 4 19,167 0 10,751 19,167 0.66 0.118 2,716