trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,847 1,392,275 -335,941 88,600 209 41,641,113 0.033

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -697,561 697,561 -1,072,560 74,139
1.0000 694,714 694,714 736,619 14,461

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 5,153 -27,327 -25,045 62,483 0.83 0.084 2,178
CN 40 -188,870 -278,784 -466,040 442,837 1.54 0.211 41,644
HK 8 21 -23,701 -5,105 53,359 1.05 0.150 5,745
ID 3 -2,603 0 -1,183 2,603 0.48 0.162 -438
JP 87 101,527 -115,471 7,399 591,904 0.66 0.091 -3,888
KR 30 17,311 -64,989 60,560 154,209 1.51 0.240 35,324
MY 1 -45 0 -8 45 0.18 0.024 -1
NZ 1 -167 -167 -42 167 0.25 0.040 7
SG 1 2,869 0 257 2,869 0.09 0.049 141
TH 4 -7,891 0 -1,707 7,891 0.23 0.169 -1,348
TW 6 69,849 -2,030 94,972 73,910 0.98 0.192 9,238

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -28,665 -27,327 -43,645 28,665 1.19 -0.063 2,891
1.0000 16 33,818 0 18,601 33,818 0.56 -0.023 -713
CN -1.0000 26 -315,854 -278,784 -672,370 315,854 1.60 -0.194 68,096
1.0000 14 126,983 0 206,330 126,983 1.42 -0.225 -26,453
HK -1.0000 4 -26,669 -23,701 -31,902 26,669 0.95 -0.005 4,904
1.0000 4 26,690 0 26,797 26,690 1.15 0.102 841
ID -1.0000 3 -2,603 0 -1,183 2,603 0.48 0.162 -438
JP -1.0000 39 -245,189 -115,471 -204,707 245,189 0.78 0.015 -11,156
1.0000 48 346,715 0 212,106 346,715 0.56 0.005 7,268
KR -1.0000 16 -68,449 -64,989 -117,318 68,449 1.44 -0.117 10,603
1.0000 14 85,760 0 177,879 85,760 1.59 0.304 24,721
MY -1.0000 1 -45 0 -8 45 0.18 0.024 -1
NZ -1.0000 1 -167 -167 -42 167 0.25 -0.040 7
SG 1.0000 1 2,869 0 257 2,869 0.09 0.049 141
TH -1.0000 4 -7,891 0 -1,707 7,891 0.23 0.169 -1,348
TW -1.0000 1 -2,030 -2,030 323 2,030 -0.16 -0.286 581
1.0000 5 71,879 0 94,650 71,879 1.21 0.173 8,657