trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -71,693 2,136,757 -116,274 125,228 265 41,795,305 0.051

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,104,225 1,104,225 -1,332,588 118,537
1.0000 1,032,532 1,032,532 1,216,314 6,691

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -26,776 -51,564 -81,275 108,060 0.85 0.076 7,831
CN 72 -111,791 -433,455 -178,275 944,703 1.53 0.168 73,047
HK 23 -84,048 -81,231 -114,398 149,239 0.93 0.109 11,824
JP 89 -18,099 -57,088 120,859 635,598 0.62 0.073 -14,088
KR 38 7,355 -42,588 29,976 109,926 1.46 0.216 20,821
MY 1 -45 0 -8 45 0.18 0.049 -2
NZ 1 4,962 0 883 4,962 0.18 0.048 237
SG 5 65,044 0 32,458 65,044 0.60 0.039 3,824
TH 6 -965 0 -8,151 26,511 0.43 0.140 1,704
TW 6 92,670 0 81,658 92,670 0.58 0.193 20,030

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -67,418 -51,564 -95,393 67,418 1.14 -0.091 6,644
1.0000 11 40,642 0 14,118 40,642 0.51 0.024 1,187
CN -1.0000 39 -528,247 -433,455 -850,737 528,247 1.59 -0.183 95,815
1.0000 33 416,456 0 672,462 416,456 1.46 -0.035 -22,767
HK -1.0000 16 -116,643 -81,231 -133,465 116,643 0.84 -0.078 9,372
1.0000 7 32,595 0 19,067 32,595 1.13 0.047 2,452
JP -1.0000 41 -326,849 -57,088 -172,514 326,849 0.47 -0.012 1,556
1.0000 48 308,750 0 293,373 308,750 0.74 -0.051 -15,643
KR -1.0000 21 -51,285 -42,588 -70,243 51,285 1.40 -0.119 6,172
1.0000 17 58,641 0 100,219 58,641 1.54 0.219 14,649
MY -1.0000 1 -45 0 -8 45 0.18 0.049 -2
NZ 1.0000 1 4,962 0 883 4,962 0.18 0.048 237
SG 1.0000 5 65,044 0 32,458 65,044 0.60 0.027 3,824
TH -1.0000 4 -13,738 0 -10,227 13,738 0.52 0.116 -1,019
1.0000 2 12,773 0 2,077 12,773 0.26 0.189 2,723
TW 1.0000 6 92,670 0 81,658 92,670 0.58 0.171 20,030