trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 42,994 1,880,195 -34,722 45,215 225 41,829,091 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -918,601 918,601 -717,415 73,715
1.0000 961,595 961,595 682,693 -28,500

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -2,046 -9,419 -16,601 102,509 0.47 0.112 4,588
CN 48 -68,631 -219,327 -100,705 370,024 1.03 0.158 31,073
HK 17 184,511 -43,819 138,862 347,754 1.25 0.128 -3,787
JP 100 48,110 -225,802 69,544 712,529 0.65 0.106 8,821
MY 2 -849 0 -434 849 0.34 0.032 -46
NZ 3 2,145 -2,977 -353 8,099 0.21 0.058 120
SG 9 -143,729 -70,905 -78,195 143,729 0.73 0.084 8,117
TH 8 12,464 0 -3,627 41,275 0.27 0.171 3,230
TW 11 11,019 -31,232 -43,214 153,428 1.22 0.186 -6,901

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -52,277 -9,419 -28,104 52,277 0.44 -0.120 4,002
1.0000 13 50,232 0 11,503 50,232 0.50 -0.094 585
CN -1.0000 30 -219,327 -219,327 -225,320 219,327 1.07 -0.146 34,378
1.0000 18 150,696 0 124,616 150,696 0.96 -0.014 -3,305
HK -1.0000 9 -81,621 -43,819 -85,364 81,621 1.37 0.003 134
1.0000 8 266,133 0 224,226 266,133 1.12 0.058 -3,921
JP -1.0000 47 -332,210 -225,802 -181,227 332,210 0.56 -0.095 45,177
1.0000 53 380,319 0 250,772 380,319 0.73 -0.095 -36,356
MY -1.0000 2 -849 0 -434 849 0.34 0.026 -46
NZ -1.0000 1 -2,977 -2,977 -1,023 2,977 0.34 -0.099 295
1.0000 2 5,122 0 671 5,122 0.14 -0.037 -175
SG -1.0000 9 -143,729 -70,905 -78,195 143,729 0.73 -0.084 8,117
TH -1.0000 5 -14,406 0 -6,908 14,406 0.41 0.153 -1,929
1.0000 3 26,870 0 3,281 26,870 0.05 0.201 5,159
TW -1.0000 7 -71,204 -31,232 -110,839 71,204 1.42 0.204 -16,414
1.0000 4 82,224 0 67,625 82,224 0.87 0.155 9,513