trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 31,287 871,659 -9,074 24,132 176 19,970,625 0.044

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -420,186 420,186 -345,847 51,733
1.0000 451,473 451,473 336,773 -27,601

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 15 -2,461 -14,655 -1,570 32,876 0.68 0.092 960
CN 61 -27,553 -203,052 -38,748 429,631 1.00 0.204 5,612
HK 9 -17,104 -906 -10,900 17,211 0.87 0.111 -1,424
JP 67 9,601 -125,172 -17,358 295,175 0.65 0.083 16,205
KR 8 5,079 -6,074 20,833 25,932 1.39 0.196 -1,531
MY 2 -2,007 0 -290 2,007 0.15 0.148 -427
SG 3 21,195 0 7,988 21,195 0.31 0.091 1,090
TH 4 5,595 0 -1,090 7,481 0.31 0.218 1,771
TW 7 38,944 0 32,060 40,152 0.34 0.124 1,876

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 5 -17,668 -14,655 -7,631 17,668 0.92 -0.098 1,512
1.0000 10 15,207 0 6,061 15,207 0.56 -0.017 -552
CN -1.0000 40 -228,592 -203,052 -210,244 228,592 0.91 -0.166 47,639
1.0000 21 201,039 0 171,497 201,039 1.19 -0.229 -42,027
HK -1.0000 8 -17,158 -906 -10,954 17,158 0.86 0.054 -1,420
1.0000 1 54 0 54 54 1.02 -0.062 -3
JP -1.0000 37 -142,787 -125,172 -104,528 142,787 0.82 -0.036 4,765
1.0000 30 152,388 0 87,170 152,388 0.44 0.062 11,440
KR -1.0000 7 -10,427 -6,074 -11,316 10,427 1.30 -0.054 -97
1.0000 1 15,505 0 32,149 15,505 2.07 -0.092 -1,434
MY -1.0000 2 -2,007 0 -290 2,007 0.15 0.148 -427
SG 1.0000 3 21,195 0 7,988 21,195 0.31 0.073 1,090
TH -1.0000 2 -943 0 -675 943 0.58 0.160 -148
1.0000 2 6,538 0 -415 6,538 0.04 0.276 1,919
TW -1.0000 1 -604 0 -209 604 0.35 0.149 -90
1.0000 6 39,548 0 32,269 39,548 0.34 0.120 1,967