trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -200,663 2,382,786 -240,384 133,736 297 41,917,385 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,291,724 1,291,724 -1,262,915 150,239
1.0000 1,091,061 1,091,061 1,022,531 -16,504

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -12,629 -48,073 -32,010 83,517 0.77 0.085 4,368
CN 79 -472,399 -821,927 -506,922 1,263,177 1.23 0.159 90,763
HK 11 38,833 -17,553 14,330 73,940 0.72 0.100 7,771
ID 5 -17,227 0 -10,714 17,227 0.61 0.239 -4,166
JP 122 231,013 -217,618 313,066 741,938 0.69 0.080 41,956
KR 29 -32,854 -17,448 -62,725 102,561 1.58 0.224 -12,231
MY 1 -43 0 -7 43 0.16 0.089 -4
NZ 1 502 0 144 502 0.29 0.009 -4
SG 2 17,524 0 5,165 17,524 0.26 0.086 1,511
TH 7 925 0 6,535 36,666 0.36 0.193 -354
TW 8 45,691 0 32,755 45,691 0.29 0.140 4,125

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -48,073 -48,073 -42,254 48,073 0.94 -0.071 3,174
1.0000 12 35,444 0 10,244 35,444 0.48 -0.022 1,194
CN -1.0000 55 -867,788 -821,927 -958,788 867,788 1.24 -0.147 150,409
1.0000 24 395,389 0 451,866 395,389 1.19 -0.146 -59,646
HK -1.0000 2 -17,553 -17,553 -19,405 17,553 0.65 -0.179 3,591
1.0000 9 56,386 0 33,735 56,386 0.73 0.064 4,180
ID -1.0000 5 -17,227 0 -10,714 17,227 0.61 0.239 -4,166
JP -1.0000 41 -255,462 -217,618 -104,670 255,462 0.52 -0.048 13,375
1.0000 81 486,476 0 417,736 486,476 0.77 0.058 28,581
KR -1.0000 22 -67,707 -17,448 -123,361 67,707 1.71 0.020 -12,402
1.0000 7 34,853 0 60,636 34,853 1.19 0.110 171
MY -1.0000 1 -43 0 -7 43 0.16 0.089 -4
NZ 1.0000 1 502 0 144 502 0.29 -0.009 -4
SG 1.0000 2 17,524 0 5,165 17,524 0.26 0.086 1,511
TH -1.0000 3 -17,870 0 -3,716 17,870 0.22 0.206 -3,738
1.0000 4 18,795 0 10,250 18,795 0.46 0.182 3,384
TW 1.0000 8 45,691 0 32,755 45,691 0.29 0.110 4,125