trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 107,677 1,309,337 85,769 5,611 187 41,801,538 0.031

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -600,830 600,830 -773,963 72,014
1.0000 708,507 708,507 859,731 -66,402

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 14,901 -21,410 -5,239 102,558 0.67 0.077 -141
CN 39 -13,877 -285,430 19,179 573,308 1.64 0.230 5,829
HK 16 10,240 -9,766 17,009 62,060 0.96 0.133 -1,918
ID 1 -1,593 0 -747 1,593 0.47 0.154 -245
JP 80 48,771 -43,582 -13,357 487,615 0.60 0.084 -7,170
KR 12 9,279 -8,545 33,450 36,476 1.25 0.222 6,748
MY 1 -45 0 -8 45 0.18 0.002 -0
NZ 1 -407 -407 -101 407 0.25 0.047 19
SG 2 872 -1,718 1,647 4,309 0.80 0.062 15
TH 2 -717 0 -263 717 0.36 0.131 -78
TW 2 40,250 0 34,199 40,250 0.59 0.113 2,552

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -43,828 -21,410 -21,431 43,828 0.89 -0.099 2,704
1.0000 20 58,730 0 16,191 58,730 0.55 -0.031 -2,845
CN -1.0000 24 -293,592 -285,430 -557,283 293,592 1.54 -0.233 72,771
1.0000 15 279,716 0 576,462 279,716 1.79 -0.143 -66,942
HK -1.0000 6 -25,910 -9,766 -19,897 25,910 0.65 0.107 -1,348
1.0000 10 36,150 0 36,905 36,150 1.15 0.012 -570
ID -1.0000 1 -1,593 0 -747 1,593 0.47 0.154 -245
JP -1.0000 42 -219,422 -43,582 -162,309 219,422 0.63 0.007 -2,796
1.0000 38 268,193 0 148,952 268,193 0.57 -0.032 -4,374
KR -1.0000 7 -13,598 -8,545 -10,920 13,598 0.72 -0.042 851
1.0000 5 22,877 0 44,371 22,877 2.00 0.217 5,897
MY -1.0000 1 -45 0 -8 45 0.18 0.002 -0
NZ -1.0000 1 -407 -407 -101 407 0.25 -0.047 19
SG -1.0000 1 -1,718 -1,718 -1,004 1,718 0.58 -0.079 135
1.0000 1 2,591 0 2,650 2,591 1.02 -0.046 -120
TH -1.0000 2 -717 0 -263 717 0.36 0.131 -78
TW 1.0000 2 40,250 0 34,199 40,250 0.59 0.113 2,552