trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -30,860 1,209,928 5,707 29,536 223 41,932,976 0.029

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -620,394 620,394 -688,355 65,851
1.0000 589,534 589,534 694,062 -36,314

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -8,716 -44,471 -29,331 83,579 0.75 0.082 856
CN 57 -112,007 -302,430 -112,947 530,930 1.42 0.169 43,799
HK 16 101,937 0 145,292 111,179 0.78 0.095 -3,609
ID 4 -14,562 0 -11,545 14,562 0.84 0.225 -3,392
JP 84 -5,690 -110,459 -4,888 325,973 0.59 0.080 6,131
KR 23 -23,405 -13,331 -11,332 90,807 1.47 0.238 -17,262
MY 2 377 0 62 464 0.16 0.122 65
TH 4 -7,516 0 -3,633 13,710 0.27 0.202 -910
TW 6 38,722 0 34,028 38,722 0.40 0.120 3,858

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -46,148 -44,471 -36,117 46,148 0.89 -0.056 3,263
1.0000 10 37,432 0 6,786 37,432 0.53 -0.048 -2,407
CN -1.0000 37 -321,468 -302,430 -446,854 321,468 1.49 -0.157 73,724
1.0000 20 209,462 0 333,908 209,462 1.29 -0.096 -29,926
HK -1.0000 2 -4,621 0 -3,699 4,621 0.91 0.122 -631
1.0000 14 106,558 0 148,991 106,558 0.76 0.048 -2,977
ID -1.0000 4 -14,562 0 -11,545 14,562 0.84 0.225 -3,392
JP -1.0000 45 -165,832 -110,459 -97,667 165,832 0.55 -0.026 5,876
1.0000 39 160,141 0 92,779 160,141 0.63 0.021 255
KR -1.0000 16 -57,106 -13,331 -88,802 57,106 1.47 0.089 -11,211
1.0000 7 33,701 0 77,470 33,701 1.47 0.047 -6,051
MY -1.0000 1 -44 0 -7 44 0.16 0.080 -3
1.0000 1 421 0 70 421 0.17 0.163 69
TH -1.0000 2 -10,613 0 -3,665 10,613 0.39 0.159 -1,775
1.0000 2 3,097 0 32 3,097 0.16 0.245 864
TW 1.0000 6 38,722 0 34,028 38,722 0.40 0.120 3,858