trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 73,553 1,609,366 -78,432 -4,377 228 40,247,769 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -767,907 767,907 -655,339 22,441
1.0000 841,459 841,459 576,907 -26,817

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 39,050 -29,018 50,488 135,156 0.75 0.136 -3,197
CN 32 221,242 -23,083 216,041 267,408 1.02 0.098 5,063
HK 16 -82,874 -23,295 -108,979 95,661 1.20 0.120 -4,182
JP 112 -89,994 -292,392 -198,990 933,411 0.66 0.087 -7,996
KR 17 -9,606 -30,895 -47,885 67,395 0.64 0.283 -1,420
MY 3 -41,697 0 -22,842 41,697 0.46 0.029 -205
NZ 2 2,075 0 399 2,075 0.34 0.126 -245
SG 1 -2,449 -2,449 -1,982 2,449 0.81 0.060 147
TH 7 4,166 0 -223 30,474 0.43 0.172 820
TW 4 33,641 0 35,542 33,641 0.96 0.195 6,837

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -48,053 -29,018 -32,157 48,053 0.70 -0.137 6,967
1.0000 19 87,103 0 82,645 87,103 0.78 -0.136 -10,164
CN -1.0000 4 -23,083 -23,083 -27,929 23,083 0.94 -0.083 1,834
1.0000 28 244,325 0 243,970 244,325 1.03 0.056 3,229
HK -1.0000 14 -89,268 -23,295 -115,888 89,268 1.25 0.005 -2,909
1.0000 2 6,393 0 6,908 6,393 0.90 -0.106 -1,273
JP -1.0000 61 -511,702 -292,392 -383,328 511,702 0.77 -0.061 28,884
1.0000 51 421,708 0 184,338 421,708 0.54 -0.065 -36,880
KR -1.0000 4 -38,500 -30,895 -64,699 38,500 0.99 0.214 -10,112
1.0000 13 28,894 0 16,814 28,894 0.53 0.280 8,692
MY -1.0000 3 -41,697 0 -22,842 41,697 0.46 -0.003 -205
NZ 1.0000 2 2,075 0 399 2,075 0.34 -0.126 -245
SG -1.0000 1 -2,449 -2,449 -1,982 2,449 0.81 -0.060 147
TH -1.0000 6 -13,154 0 -6,514 13,154 0.44 0.172 -2,167
1.0000 1 17,320 0 6,291 17,320 0.36 0.172 2,987
TW 1.0000 4 33,641 0 35,542 33,641 0.96 0.195 6,837