trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -4,417 1,330,480 -138,349 15,740 242 41,804,872 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -667,448 667,448 -691,506 21,816
1 663,031 663,031 553,157 -6,075

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 9,023 -44,201 49,035 200,495 0.82 0.121 -546
CN 39 79,603 -94,804 50,108 298,903 1.26 0.149 13,407
HK 22 -103,522 -45,281 -96,376 117,744 1.05 0.073 651
ID 5 -4,880 0 -1,647 4,880 0.49 0.217 -1,098
JP 100 40,261 -141,569 -44,615 461,258 0.61 0.091 8,137
KR 19 6,057 -30,303 12,997 68,990 1.18 0.216 15,663
MY 1 -44 0 -7 44 0.15 0.004 -0
NZ 3 1,005 -1,752 -398 4,509 0.34 0.078 5
SG 2 1,737 -6,655 -59 15,048 0.74 0.069 -725
TH 5 -12,512 0 -4,107 12,512 0.29 0.169 -1,944
TW 11 -21,145 -1,446 -103,281 146,095 1.11 0.181 -17,810

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -95,736 -44,201 -49,126 95,736 0.76 -0.119 7,665
1 10 104,759 0 98,161 104,759 0.95 -0.099 -8,211
CN -1 12 -109,650 -94,804 -171,022 109,650 1.57 -0.156 18,890
1 27 189,253 0 221,129 189,253 1.13 -0.011 -5,483
HK -1 19 -110,633 -45,281 -100,549 110,633 1.09 -0.025 285
1 3 7,111 0 4,174 7,111 0.78 0.009 366
ID -1 5 -4,880 0 -1,647 4,880 0.49 0.217 -1,098
JP -1 37 -210,499 -141,569 -159,352 210,499 0.79 -0.083 18,298
1 63 250,759 0 114,737 250,759 0.51 -0.026 -10,161
KR -1 11 -31,467 -30,303 -48,373 31,467 1.35 -0.035 3,342
1 8 37,523 0 61,371 37,523 0.95 0.296 12,322
MY -1 1 -44 0 -7 44 0.15 0.004 -0
NZ -1 2 -1,752 -1,752 -795 1,752 0.44 -0.090 154
1 1 2,757 0 397 2,757 0.14 -0.054 -149
SG -1 1 -6,655 -6,655 -5,507 6,655 0.83 -0.028 189
1 1 8,393 0 5,449 8,393 0.65 -0.109 -913
TH -1 5 -12,512 0 -4,107 12,512 0.29 0.169 -1,944
TW -1 5 -83,620 -1,446 -151,021 83,620 1.40 0.233 -23,964
1 6 62,475 0 47,740 62,475 0.86 0.138 6,154