trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 49,962 2,778,900 618 56,422 267 41,972,243 0.066

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,364,469 1,364,469 -1,520,851 143,225
1.0000 1,414,431 1,414,431 1,521,468 -86,803

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 -16,255 -91,088 -38,494 165,921 0.89 0.092 10,701
CN 71 -16,275 -508,793 359,183 1,056,944 1.55 0.191 2,020
HK 21 32,450 -45,847 138,003 261,320 1.12 0.102 -17,230
ID 2 135 0 683 1,843 0.87 0.243 129
JP 120 63,257 -217,421 -393,370 1,128,110 0.77 0.078 32,910
KR 24 1,052 -57,808 -57,800 140,000 1.59 0.230 27,756
MY 2 -14,730 0 -8,310 14,730 0.37 0.018 -503
NZ 1 -165 -165 -41 165 0.25 0.035 6
SG 1 -2,552 0 -958 2,552 0.38 0.026 65
TH 4 3,046 0 1,722 7,314 0.30 0.144 566

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -91,088 -91,088 -84,513 91,088 1.10 -0.125 12,251
1.0000 10 74,833 0 46,019 74,833 0.65 0.003 -1,550
CN -1.0000 36 -536,610 -508,793 -521,677 536,610 1.53 -0.181 100,824
1.0000 35 520,335 0 880,860 520,335 1.57 -0.157 -98,804
HK -1.0000 14 -114,435 -45,847 -109,078 114,435 1.15 0.038 -2,873
1.0000 7 146,885 0 247,080 146,885 1.05 -0.010 -14,357
ID -1.0000 1 -854 0 -484 854 0.57 0.190 -163
1.0000 1 989 0 1,167 989 1.18 0.295 291
JP -1.0000 63 -532,427 -217,421 -673,411 532,427 1.08 -0.057 26,450
1.0000 57 595,683 0 280,042 595,683 0.43 0.003 6,460
KR -1.0000 15 -69,474 -57,808 -122,107 69,474 1.55 -0.083 7,405
1.0000 9 70,526 0 64,307 70,526 1.65 0.085 20,351
MY -1.0000 2 -14,730 0 -8,310 14,730 0.37 0.018 -503
NZ -1.0000 1 -165 -165 -41 165 0.25 -0.035 6
SG -1.0000 1 -2,552 0 -958 2,552 0.38 -0.026 65
TH -1.0000 2 -2,134 0 -272 2,134 0.23 0.131 -238
1.0000 2 5,180 0 1,994 5,180 0.36 0.157 805