trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 15,253 836,675 -121,127 9,247 131 41,215,315 0.020

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -410,711 410,711 -419,700 29,111
1.0000 425,964 425,964 298,573 -19,863

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 14,328 -46,644 -40,866 199,089 0.70 0.095 2,497
CN 46 -6,169 -208,707 -49,957 447,534 1.18 0.122 8,918
HK 19 -14,296 0 -8,396 88,978 1.14 0.079 -6,445
ID 3 9,611 0 7,923 9,611 0.65 0.256 2,467
KR 8 -23,263 -25,878 -43,714 28,492 1.08 0.169 255
MY 2 -3,867 0 -2,726 3,867 0.43 0.013 -17
NZ 1 2,509 0 321 2,509 0.13 0.051 -128
SG 2 -5,253 -1,217 -2,594 5,253 0.60 0.051 4
TH 4 2,574 0 589 3,237 0.27 0.206 542
TW 5 39,079 0 18,293 48,102 0.56 0.092 1,155

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -92,381 -46,644 -72,084 92,381 1.02 -0.104 6,690
1.0000 24 106,709 0 31,218 106,709 0.48 -0.067 -4,194
CN -1.0000 30 -226,852 -208,707 -242,840 226,852 1.24 -0.075 26,580
1.0000 16 220,682 0 192,883 220,682 1.08 -0.068 -17,661
HK -1.0000 8 -51,637 0 -52,842 51,637 1.18 0.058 -3,287
1.0000 11 37,341 0 44,446 37,341 1.11 -0.046 -3,159
ID 1.0000 3 9,611 0 7,923 9,611 0.65 0.256 2,467
KR -1.0000 4 -25,878 -25,878 -44,306 25,878 1.75 0.127 89
1.0000 4 2,615 0 592 2,615 0.41 0.118 166
MY -1.0000 2 -3,867 0 -2,726 3,867 0.43 -0.008 -17
NZ 1.0000 1 2,509 0 321 2,509 0.13 -0.051 -128
SG -1.0000 2 -5,253 -1,217 -2,594 5,253 0.60 -0.028 4
TH -1.0000 2 -332 0 -96 332 0.28 0.202 -67
1.0000 2 2,906 0 685 2,906 0.25 0.211 609
TW -1.0000 1 -4,511 0 -2,212 4,511 0.49 0.195 -881
1.0000 4 43,591 0 20,505 43,591 0.58 0.061 2,036