trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -76,309 787,654 3,249 27,683 135 19,985,101 0.039

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -431,981 431,981 -355,552 61,281
1.0000 355,673 355,673 358,801 -33,598

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -4,490 -38,953 -10,759 74,083 0.58 0.085 4,431
CN 58 -53,970 -259,888 27,903 494,373 1.07 0.209 20,576
HK 9 -3,326 0 -3,540 20,767 0.89 0.130 -973
ID 3 3,404 0 2,551 6,725 0.64 0.246 871
KR 16 -23,479 -21,497 -31,413 25,965 1.35 0.179 2,543
MY 3 -167 0 -99 1,867 0.18 0.160 -53
PH 2 -73,289 0 -22,584 73,289 0.31 0.108 -7,938
SG 5 36,994 0 17,162 36,994 0.43 0.088 2,895
TH 5 8,784 0 -387 9,098 0.24 0.240 2,577
TW 8 33,229 -5,018 24,415 44,495 0.47 0.113 2,755

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -39,286 -38,953 -19,636 39,286 0.84 -0.059 2,691
1.0000 12 34,796 0 8,877 34,796 0.29 0.044 1,741
CN -1.0000 32 -274,172 -259,888 -262,193 274,172 1.10 -0.212 65,896
1.0000 26 220,201 0 290,096 220,201 1.03 -0.161 -45,320
HK -1.0000 5 -12,046 0 -10,475 12,046 0.78 0.117 -1,338
1.0000 4 8,720 0 6,934 8,720 1.03 -0.072 366
ID -1.0000 1 -1,661 0 -837 1,661 0.50 0.248 -412
1.0000 2 5,064 0 3,388 5,064 0.71 0.244 1,283
KR -1.0000 14 -24,722 -21,497 -32,357 24,722 1.44 -0.076 2,460
1.0000 2 1,243 0 944 1,243 0.74 0.079 82
MY -1.0000 2 -1,017 0 -230 1,017 0.19 0.148 -210
1.0000 1 850 0 131 850 0.15 0.184 157
PH -1.0000 2 -73,289 0 -22,584 73,289 0.31 0.108 -7,938
SG 1.0000 5 36,994 0 17,162 36,994 0.43 0.070 2,895
TH -1.0000 1 -157 0 -58 157 0.37 0.177 -28
1.0000 4 8,941 0 -329 8,941 0.21 0.256 2,605
TW -1.0000 2 -5,633 -5,018 -7,181 5,633 0.87 0.052 160
1.0000 6 38,862 0 31,596 38,862 0.34 0.117 2,594