trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -40,147 1,497,176 -76,748 59,071 223 41,608,356 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -768,662 768,662 -1,106,972 96,060
1.0000 728,514 728,514 1,030,224 -36,989

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -4,656 -38,325 -12,041 95,139 0.85 0.092 5,293
CN 56 -52,245 -298,129 -103,853 628,187 1.58 0.184 4,493
HK 11 40,083 -16,954 44,446 76,968 1.06 0.081 -3,406
ID 3 -664 0 -303 664 0.48 0.165 -106
JP 71 -54,505 -73,386 -45,592 393,361 0.55 0.087 3,380
KR 33 -62,564 -122,662 -125,500 182,760 1.57 0.241 36,601
MY 1 -46 0 -8 46 0.18 0.000 0
NZ 1 -1,177 -1,177 -292 1,177 0.25 0.043 51
SG 1 3,279 0 1,230 3,279 0.38 0.075 245
TH 7 -6,249 0 -1,412 16,997 0.27 0.154 -893
TW 6 98,597 0 166,578 98,597 1.40 0.201 13,415

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 19 -49,897 -38,325 -40,783 49,897 0.99 -0.088 4,808
1.0000 14 45,241 0 28,742 45,241 0.67 -0.019 485
CN -1.0000 32 -340,216 -298,129 -648,246 340,216 1.61 -0.167 65,231
1.0000 24 287,971 0 544,393 287,971 1.54 -0.187 -60,738
HK -1.0000 5 -18,443 -16,954 -44,071 18,443 1.32 -0.071 2,628
1.0000 6 58,525 0 88,517 58,525 0.84 -0.003 -6,035
ID -1.0000 3 -664 0 -303 664 0.48 0.165 -106
JP -1.0000 35 -223,933 -73,386 -139,020 223,933 0.63 -0.031 2,666
1.0000 36 169,428 0 93,428 169,428 0.48 0.003 714
KR -1.0000 14 -122,662 -122,662 -231,053 122,662 1.64 -0.175 22,532
1.0000 19 60,098 0 105,553 60,098 1.52 0.236 14,070
MY -1.0000 1 -46 0 -8 46 0.18 -0.000 0
NZ -1.0000 1 -1,177 -1,177 -292 1,177 0.25 -0.043 51
SG 1.0000 1 3,279 0 1,230 3,279 0.38 0.075 245
TH -1.0000 6 -11,623 0 -3,194 11,623 0.26 0.153 -1,749
1.0000 1 5,374 0 1,782 5,374 0.33 0.159 856
TW 1.0000 6 98,597 0 166,578 98,597 1.40 0.092 13,415