trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 34,929 1,863,508 26,230 77,915 226 41,802,651 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -914,289 914,289 -765,695 79,266
1.0000 949,218 949,218 791,925 -1,351

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 9,426 -22,596 7,498 85,885 0.84 0.111 2,089
CN 43 15,174 -312,266 -102,231 729,030 1.13 0.135 -2,788
HK 18 46,864 -13,679 53,150 81,816 1.14 0.118 11,723
JP 102 -78,379 -181,691 43,372 656,099 0.69 0.105 31,397
KR 19 -42,919 -73,436 -49,583 124,147 1.35 0.218 20,065
NZ 3 -2,973 -3,213 -1,504 3,452 0.33 0.049 161
SG 1 -5,268 -5,268 -4,359 5,268 0.83 0.025 133
TH 2 1,781 0 445 2,116 0.33 0.174 283
TW 6 91,223 0 79,443 175,695 1.00 0.172 14,852

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -38,230 -22,596 -30,085 38,230 0.93 -0.126 4,960
1.0000 18 47,656 0 37,583 47,656 0.77 -0.080 -2,871
CN -1.0000 26 -356,928 -312,266 -348,330 356,928 1.06 -0.092 35,484
1.0000 17 372,102 0 246,099 372,102 1.23 -0.041 -38,272
HK -1.0000 5 -17,476 -13,679 -18,902 17,476 1.21 -0.119 2,307
1.0000 13 64,340 0 72,052 64,340 1.11 0.116 9,416
JP -1.0000 53 -367,239 -181,691 -205,119 367,239 0.55 -0.112 37,697
1.0000 49 288,860 0 248,491 288,860 0.85 -0.035 -6,300
KR -1.0000 11 -83,533 -73,436 -101,583 83,533 1.23 -0.075 7,962
1.0000 8 40,614 0 52,000 40,614 1.50 0.141 12,103
NZ -1.0000 2 -3,213 -3,213 -1,535 3,213 0.44 -0.053 151
1.0000 1 239 0 31 239 0.13 0.039 9
SG -1.0000 1 -5,268 -5,268 -4,359 5,268 0.83 -0.025 133
TH -1.0000 1 -168 0 -65 168 0.39 0.186 -31
1.0000 1 1,948 0 510 1,948 0.26 0.161 314
TW -1.0000 3 -42,236 0 -55,716 42,236 1.27 0.222 -9,397
1.0000 3 133,459 0 135,158 133,459 0.73 0.121 24,249