trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 101,932 1,994,715 -160,996 89,730 245 41,894,577 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -946,392 946,392 -921,883 117,653
1.0000 1,048,323 1,048,323 760,887 -27,923

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 -14,408 -81,960 -48,141 149,511 0.86 0.090 5,227
CN 60 179,137 -421,059 -35,317 1,021,255 1.19 0.197 60,702
HK 18 -67,282 -9,170 -170,294 164,418 0.86 0.118 -7,294
ID 3 -6,651 0 -5,010 6,651 0.84 0.212 -1,425
JP 96 -75,851 -229,067 27,860 507,880 0.61 0.079 22,975
KR 15 -966 -12,653 -3,989 55,584 1.46 0.219 3,275
MY 3 952 0 167 2,416 0.16 0.148 137
NZ 1 328 0 94 328 0.29 0.032 -11
SG 2 16,043 0 6,156 16,043 0.26 0.080 1,254
TW 9 70,628 0 67,479 70,628 0.47 0.098 4,889

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 26 -81,960 -81,960 -63,825 81,960 1.04 -0.086 6,310
1.0000 12 67,551 0 15,684 67,551 0.45 -0.007 -1,083
CN -1.0000 30 -421,059 -421,059 -480,104 421,059 1.41 -0.219 114,780
1.0000 30 600,196 0 444,787 600,196 0.98 -0.127 -54,078
HK -1.0000 6 -115,850 -9,170 -188,793 115,850 1.61 0.082 -9,094
1.0000 12 48,568 0 18,498 48,568 0.48 0.043 1,801
ID -1.0000 3 -6,651 0 -5,010 6,651 0.84 0.212 -1,425
JP -1.0000 45 -291,865 -229,067 -145,794 291,865 0.45 -0.032 10,284
1.0000 51 216,015 0 173,653 216,015 0.74 0.046 12,691
KR -1.0000 7 -28,275 -12,653 -38,246 28,275 1.51 -0.030 -3,057
1.0000 8 27,309 0 34,257 27,309 1.41 0.180 6,332
MY -1.0000 2 -732 0 -111 732 0.16 0.138 -144
1.0000 1 1,684 0 279 1,684 0.17 0.167 281
NZ 1.0000 1 328 0 94 328 0.29 -0.032 -11
SG 1.0000 2 16,043 0 6,156 16,043 0.26 0.080 1,254
TW 1.0000 9 70,628 0 67,479 70,628 0.47 0.067 4,889