trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -346,073 2,684,732 -500,912 220,743 298 41,784,611 0.064

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,515,402 1,515,402 -1,708,582 190,441
1.0000 1,169,329 1,169,329 1,207,670 30,303

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 20,811 -13,150 6,771 47,110 0.76 0.111 444
CN 73 -65,495 -444,856 70,124 826,907 1.59 0.175 99,571
HK 13 127,969 -16,152 235,071 172,328 0.89 0.117 -11,883
ID 2 695 0 1,315 2,308 0.87 0.237 222
JP 143 -343,279 -617,422 -671,815 1,238,939 0.75 0.075 83,662
KR 27 -30,749 -116,013 -32,409 215,449 1.74 0.206 52,710
MY 2 -794 0 -432 794 0.37 0.035 -32
TH 6 9,718 0 -1,959 31,532 0.45 0.162 3,041
TW 12 -64,949 -29,423 -107,579 149,365 1.01 0.164 -6,992

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -13,150 -13,150 -8,427 13,150 0.71 -0.115 1,817
1.0000 11 33,960 0 15,199 33,960 0.80 -0.055 -1,374
CN -1.0000 25 -446,201 -444,856 -518,765 446,201 1.39 -0.228 101,937
1.0000 48 380,706 0 588,889 380,706 1.70 -0.047 -2,365
HK -1.0000 5 -22,180 -16,152 -11,246 22,180 0.71 -0.005 1,379
1.0000 8 150,149 0 246,317 150,149 1.01 0.027 -13,262
ID -1.0000 1 -806 0 -457 806 0.57 0.212 -171
1.0000 1 1,501 0 1,772 1,501 1.18 0.262 393
JP -1.0000 89 -791,109 -617,422 -826,415 791,109 0.97 -0.068 62,767
1.0000 54 447,830 0 154,600 447,830 0.39 0.046 20,895
KR -1.0000 10 -123,099 -116,013 -188,106 123,099 1.87 -0.086 35,393
1.0000 17 92,350 0 155,697 92,350 1.67 0.129 17,317
MY -1.0000 2 -794 0 -432 794 0.37 0.035 -32
TH -1.0000 2 -10,907 0 -9,697 10,907 0.63 0.118 -751
1.0000 4 20,625 0 7,738 20,625 0.36 0.183 3,792
TW -1.0000 6 -107,157 -29,423 -145,037 107,157 1.44 0.066 -11,898
1.0000 6 42,208 0 37,459 42,208 0.59 0.194 4,907