trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -97,247 3,496,163 -281,460 186,479 317 41,899,234 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,796,705 1,796,705 -1,776,454 245,617
1.0000 1,699,458 1,699,458 1,494,993 -59,139

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 1,429 -121,243 -62,573 254,891 0.76 0.091 25,287
CN 87 -320,071 -875,856 -189,487 1,563,974 1.18 0.178 46,513
HK 14 -2,980 -26,762 9,818 63,429 0.84 0.156 6,203
JP 147 84,255 -431,550 -168,644 1,393,470 0.75 0.073 75,601
KR 23 3,451 -28,476 19,512 78,777 1.58 0.198 11,357
MY 1 -45 0 -7 45 0.16 0.069 -3
SG 8 60,976 0 30,086 60,976 0.56 0.064 4,256
TW 8 75,737 -2,432 79,835 80,601 0.60 0.165 17,264

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -126,731 -121,243 -105,795 126,731 0.98 -0.101 17,676
1.0000 12 128,160 0 43,221 128,160 0.45 0.018 7,611
CN -1.0000 57 -942,023 -875,856 -914,262 942,023 1.19 -0.155 184,244
1.0000 30 621,951 0 724,775 621,951 1.17 -0.177 -137,731
HK -1.0000 8 -33,204 -26,762 -31,064 33,204 0.86 -0.139 4,301
1.0000 6 30,224 0 40,882 30,224 0.81 0.079 1,902
JP -1.0000 73 -654,608 -431,550 -672,304 654,608 0.81 -0.026 36,873
1.0000 74 738,863 0 503,660 738,863 0.68 0.045 38,728
KR -1.0000 12 -37,663 -28,476 -50,297 37,663 1.25 -0.003 2,122
1.0000 11 41,114 0 69,809 41,114 1.94 0.147 9,235
MY -1.0000 1 -45 0 -7 45 0.16 0.069 -3
SG 1.0000 8 60,976 0 30,086 60,976 0.56 0.064 4,256
TW -1.0000 1 -2,432 -2,432 -2,724 2,432 1.12 -0.166 404
1.0000 7 78,169 0 82,559 78,169 0.52 0.165 16,860