trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -132,199 798,195 -11,882 39,130 160 19,955,917 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -465,197 465,197 -432,647 51,785
1.0000 332,998 332,998 420,764 -12,655

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 16 12,587 -3,402 12,994 24,519 1.00 0.116 -462
CN 47 -108,874 -201,354 -121,029 334,043 1.26 0.220 31,726
HK 12 -80,871 0 12,967 105,076 1.02 0.123 -3,206
ID 1 -246 0 -123 246 0.50 0.232 -57
JP 57 -14,107 -48,777 29,244 258,106 0.75 0.092 8,629
KR 10 10,012 -390 15,754 21,283 1.48 0.195 -1,743
MY 2 -517 0 -125 517 0.21 0.131 -101
SG 1 -794 0 -329 794 0.41 0.068 -54
TH 4 2,973 0 -755 4,730 0.26 0.198 1,065
TW 10 47,636 0 39,520 48,881 0.38 0.125 3,334

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 2 -5,966 -3,402 -8,362 5,966 1.34 -0.181 1,218
1.0000 14 18,553 0 21,356 18,553 0.95 -0.080 -1,680
CN -1.0000 30 -221,458 -201,354 -297,033 221,458 1.21 -0.214 53,903
1.0000 17 112,585 0 176,003 112,585 1.35 -0.194 -22,176
HK -1.0000 5 -92,973 0 -3,875 92,973 0.52 0.188 -1,901
1.0000 7 12,102 0 16,843 12,102 1.23 -0.031 -1,306
ID -1.0000 1 -246 0 -123 246 0.50 0.232 -57
JP -1.0000 31 -136,107 -48,777 -112,628 136,107 0.71 -0.009 326
1.0000 26 122,000 0 141,872 122,000 0.79 0.017 8,302
KR -1.0000 2 -5,636 -390 -9,676 5,636 1.81 -0.021 -1,295
1.0000 8 15,648 0 25,430 15,648 1.40 -0.031 -448
MY -1.0000 2 -517 0 -125 517 0.21 0.131 -101
SG -1.0000 1 -794 0 -329 794 0.41 0.068 -54
TH -1.0000 3 -879 0 -274 879 0.39 0.160 -146
1.0000 1 3,852 0 -480 3,852 -0.12 0.314 1,211
TW -1.0000 1 -622 0 -221 622 0.36 0.175 -109
1.0000 9 48,258 0 39,741 48,258 0.38 0.087 3,443