trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 88,432 1,598,331 -75,585 40,697 198 41,901,676 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -754,950 754,950 -736,779 67,422
1.0000 843,381 843,381 661,194 -26,724

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 -12,834 -34,329 -14,498 98,055 0.57 0.087 1,721
CN 54 13,458 -413,106 -212,380 927,870 1.27 0.151 32,808
HK 17 69,342 -2,438 91,876 74,217 1.44 0.135 7,300
ID 1 -8,135 0 -2,029 8,135 0.25 0.204 -1,663
JP 76 32,618 -96,281 62,168 353,165 0.66 0.097 -3,309
KR 15 -30,845 -26,581 -17,404 43,799 1.39 0.179 2,538
MY 2 -745 0 -106 745 0.15 0.083 -106
NZ 1 -2,475 -2,475 -1,310 2,475 0.53 0.030 75
SG 1 697 0 453 697 0.65 0.058 -41
TH 4 11,147 0 7,397 12,956 0.45 0.152 1,337
TW 6 16,204 -12,239 10,248 76,216 0.45 0.143 35

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -55,445 -34,329 -24,067 55,445 0.40 -0.030 3,667
1.0000 10 42,611 0 9,569 42,611 0.75 -0.093 -1,945
CN -1.0000 41 -457,206 -413,106 -562,878 457,206 1.24 -0.134 56,387
1.0000 13 470,664 0 350,498 470,664 1.39 -0.091 -23,578
HK -1.0000 1 -2,438 -2,438 -5,602 2,438 2.30 -0.297 724
1.0000 16 71,779 0 97,478 71,779 1.39 0.086 6,576
ID -1.0000 1 -8,135 0 -2,029 8,135 0.25 0.204 -1,663
JP -1.0000 31 -160,273 -96,281 -98,042 160,273 0.71 -0.082 8,014
1.0000 45 192,891 0 160,210 192,891 0.62 -0.051 -11,322
KR -1.0000 11 -37,322 -26,581 -31,544 37,322 1.31 -0.063 595
1.0000 4 6,477 0 14,139 6,477 1.58 0.196 1,944
MY -1.0000 2 -745 0 -106 745 0.15 0.069 -106
NZ -1.0000 1 -2,475 -2,475 -1,310 2,475 0.53 -0.030 75
SG 1.0000 1 697 0 453 697 0.65 -0.058 -41
TH -1.0000 2 -905 0 -208 905 0.29 0.177 -165
1.0000 2 12,051 0 7,605 12,051 0.61 0.126 1,502
TW -1.0000 4 -30,006 -12,239 -10,994 30,006 0.45 0.023 -106
1.0000 2 46,210 0 21,242 46,210 0.45 0.060 141