trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 1,845 1,327,773 25,364 99,852 177 41,877,476 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -662,964 662,964 -943,956 104,636
1.0000 664,809 664,809 969,320 -4,785

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 48 40,096 -52,294 39,222 190,581 0.96 0.070 6,689
CN 61 -139,229 -392,105 -191,009 733,480 1.56 0.160 61,022
HK 17 22,890 -17,135 44,196 85,305 1.17 0.119 821
ID 3 -4,939 0 -2,024 4,939 0.38 0.166 -807
KR 25 26,982 -21,895 64,207 114,946 1.46 0.187 14,266
MY 2 -5,644 0 -3,174 5,644 0.37 0.053 -314
NZ 1 -2,053 -2,053 -510 2,053 0.25 0.049 101
SG 4 12,420 0 5,897 12,420 0.65 0.029 356
TH 8 3,022 0 6,077 83,462 0.43 0.133 2,725
TW 8 48,300 -23,322 62,482 94,943 0.64 0.106 14,992

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -75,243 -52,294 -61,595 75,243 0.74 -0.110 11,030
1.0000 36 115,338 0 100,816 115,338 1.04 -0.036 -4,341
CN -1.0000 28 -436,354 -392,105 -762,250 436,354 1.56 -0.163 97,698
1.0000 33 297,126 0 571,241 297,126 1.56 -0.068 -36,676
HK -1.0000 7 -31,208 -17,135 -35,334 31,208 1.02 -0.009 1,363
1.0000 10 54,097 0 79,530 54,097 1.28 0.002 -541
ID -1.0000 3 -4,939 0 -2,024 4,939 0.38 0.166 -807
KR -1.0000 12 -43,982 -21,895 -53,102 43,982 1.31 -0.061 -1,294
1.0000 13 70,964 0 117,309 70,964 1.60 0.085 15,560
MY -1.0000 2 -5,644 0 -3,174 5,644 0.37 0.053 -314
NZ -1.0000 1 -2,053 -2,053 -510 2,053 0.25 -0.049 101
SG 1.0000 4 12,420 0 5,897 12,420 0.65 0.013 356
TH -1.0000 4 -40,220 0 -16,124 40,220 0.45 0.110 -3,816
1.0000 4 43,242 0 22,201 43,242 0.42 0.157 6,541
TW -1.0000 3 -23,322 -23,322 -9,844 23,322 0.44 -0.037 676
1.0000 5 71,622 0 72,326 71,622 0.77 0.147 14,316