trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -20,980 1,895,751 -23,398 150,660 262 41,756,223 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -958,365 958,365 -985,375 117,955
1.0000 937,385 937,385 961,977 32,705

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -28,427 -19,887 -7,494 67,910 0.81 0.063 2,748
CN 73 -100,196 -417,818 -99,055 803,544 1.43 0.180 53,489
HK 18 -1,664 -43,778 -5,575 96,433 0.83 0.103 10,822
ID 1 -371 0 -174 371 0.47 0.133 -49
JP 102 -44,868 -140,144 -42,167 608,158 0.51 0.074 20,898
KR 25 70,990 -47,855 33,471 166,700 1.51 0.246 42,660
SG 5 14,608 -734 5,520 16,077 0.40 0.053 570
TH 7 -718 0 -3,564 18,297 0.34 0.140 482
TW 11 69,667 -14,536 95,640 118,260 1.01 0.181 19,039

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -48,169 -19,887 -26,665 48,169 0.58 -0.055 2,679
1.0000 11 19,741 0 19,170 19,741 1.00 -0.020 69
CN -1.0000 41 -451,870 -417,818 -621,948 451,870 1.56 -0.189 82,243
1.0000 32 351,674 0 522,893 351,674 1.26 -0.070 -28,754
HK -1.0000 8 -49,049 -43,778 -39,301 49,049 0.87 -0.067 4,861
1.0000 10 47,385 0 33,725 47,385 0.80 0.068 5,962
ID -1.0000 1 -371 0 -174 371 0.47 0.133 -49
JP -1.0000 47 -326,513 -140,144 -211,240 326,513 0.46 -0.078 23,187
1.0000 55 281,645 0 169,073 281,645 0.56 -0.019 -2,289
KR -1.0000 12 -47,855 -47,855 -65,384 47,855 1.70 -0.196 7,551
1.0000 13 118,845 0 98,855 118,845 1.32 0.215 35,109
SG -1.0000 1 -734 -734 -429 734 0.58 -0.059 43
1.0000 4 15,343 0 5,949 15,343 0.35 0.038 527
TH -1.0000 4 -9,508 0 -5,258 9,508 0.50 0.112 -938
1.0000 3 8,789 0 1,694 8,789 0.13 0.177 1,420
TW -1.0000 3 -24,296 -14,536 -14,976 24,296 0.57 0.053 -1,621
1.0000 8 93,963 0 110,617 93,963 1.17 0.225 20,661