trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -128,709 1,734,842 -391,653 74,176 237 41,800,652 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -931,776 931,776 -1,086,271 90,201
1.0000 803,066 803,066 694,618 -16,026

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 30,091 -27,372 17,610 93,341 0.78 0.080 4,065
CN 52 -182,557 -343,024 -240,854 563,750 1.51 0.198 51,556
HK 18 -136,665 -51,685 -144,087 149,214 1.23 0.088 7,097
JP 107 47,957 -59,157 -112,804 786,160 0.60 0.070 -5,129
KR 14 18,960 -4,800 14,941 29,387 1.05 0.240 8,299
MY 1 -44 0 -8 44 0.18 0.027 -1
NZ 2 9,956 0 763 9,956 0.12 0.020 244
SG 4 35,218 0 18,109 35,218 0.51 0.049 572
TH 5 -9,699 0 -4,127 9,699 0.34 0.137 -1,193
TW 6 58,073 0 58,803 58,073 0.83 0.190 8,666

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -31,625 -27,372 -17,653 31,625 0.96 -0.106 4,978
1.0000 19 61,716 0 35,263 61,716 0.70 -0.009 -913
CN -1.0000 30 -373,153 -343,024 -570,585 373,153 1.35 -0.186 84,972
1.0000 22 190,596 0 329,731 190,596 1.73 -0.135 -33,416
HK -1.0000 17 -142,939 -51,685 -148,808 142,939 1.25 -0.022 7,391
1.0000 1 6,275 0 4,721 6,275 0.75 -0.047 -294
JP -1.0000 51 -369,101 -59,157 -339,484 369,101 0.80 0.010 -6,929
1.0000 56 417,059 0 226,679 417,059 0.42 -0.019 1,799
KR -1.0000 7 -5,213 -4,800 -5,605 5,213 1.09 -0.156 984
1.0000 7 24,174 0 20,547 24,174 1.01 0.298 7,315
MY -1.0000 1 -44 0 -8 44 0.18 0.027 -1
NZ 1.0000 2 9,956 0 763 9,956 0.12 0.020 244
SG 1.0000 4 35,218 0 18,109 35,218 0.51 0.020 572
TH -1.0000 5 -9,699 0 -4,127 9,699 0.34 0.137 -1,193
TW 1.0000 6 58,073 0 58,803 58,073 0.83 0.190 8,666