trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 77,265 900,783 109,042 23,345 169 20,011,802 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -411,759 411,759 -412,446 49,665
1.0000 489,024 489,024 521,488 -26,320

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 1,752 -12,866 -10,620 35,712 0.85 0.122 1,932
CN 56 -38,995 -223,788 81,163 421,136 1.14 0.203 -228
HK 6 10,866 0 4,877 12,984 0.99 0.120 2,173
JP 57 26,844 -95,026 -53,218 331,030 0.76 0.089 21,171
KR 12 22,955 -5,651 30,946 40,575 1.22 0.248 -7,546
MY 2 -998 0 -244 998 0.21 0.132 -198
NZ 1 268 0 160 268 0.60 0.021 -6
SG 1 1,082 0 304 1,082 0.28 0.100 109
TH 4 3,453 0 1,551 5,708 0.25 0.228 704
TW 10 50,039 0 54,123 51,290 0.59 0.133 5,234

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -16,980 -12,866 -20,706 16,980 1.03 -0.088 1,607
1.0000 12 18,732 0 10,085 18,732 0.72 -0.044 326
CN -1.0000 25 -230,066 -223,788 -186,654 230,066 1.10 -0.171 45,057
1.0000 31 191,070 0 267,818 191,070 1.16 -0.191 -45,284
HK -1.0000 2 -1,059 0 -1,662 1,059 1.64 0.130 -128
1.0000 4 11,925 0 6,539 11,925 0.67 0.105 2,300
JP -1.0000 30 -152,093 -95,026 -190,088 152,093 0.96 -0.040 3,531
1.0000 27 178,937 0 136,870 178,937 0.54 0.048 17,641
KR -1.0000 8 -8,810 -5,651 -12,920 8,810 1.32 0.018 229
1.0000 4 31,765 0 43,866 31,765 1.01 0.136 -7,775
MY -1.0000 2 -998 0 -244 998 0.21 0.132 -198
NZ 1.0000 1 268 0 160 268 0.60 -0.021 -6
SG 1.0000 1 1,082 0 304 1,082 0.28 0.100 109
TH -1.0000 2 -1,127 0 51 1,127 0.16 0.235 -325
1.0000 2 4,580 0 1,499 4,580 0.34 0.220 1,029
TW -1.0000 1 -626 0 -222 626 0.36 0.172 -107
1.0000 9 50,665 0 54,345 50,665 0.62 0.128 5,341