trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -70,434 765,686 -18,658 44,865 158 19,989,490 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -418,060 418,060 -343,068 58,479
1.0000 347,626 347,626 324,410 -13,614

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 17 -4,268 -11,534 6,235 24,857 0.79 0.077 117
CN 44 -162,924 -221,403 -134,883 343,784 1.11 0.198 46,551
HK 19 -10,319 0 -6,756 70,839 0.88 0.101 -7,678
ID 1 -582 0 -293 582 0.50 0.218 -127
JP 56 68,549 -48,611 83,993 271,089 0.56 0.087 5,256
KR 7 -752 -493 1,870 6,868 1.01 0.195 -1,080
MY 1 -45 0 -7 45 0.15 0.072 -3
SG 1 1,404 0 738 1,404 0.53 0.035 -50
TH 5 -1,039 0 -2,175 5,500 0.30 0.201 110
TW 7 39,542 0 32,621 40,719 0.34 0.122 1,769

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -14,563 -11,534 -6,308 14,563 0.42 0.012 697
1.0000 8 10,294 0 12,543 10,294 1.21 -0.062 -580
CN -1.0000 25 -253,354 -221,403 -262,703 253,354 1.15 -0.163 64,800
1.0000 19 90,430 0 127,820 90,430 1.06 -0.186 -18,249
HK -1.0000 9 -40,579 0 -37,902 40,579 0.73 0.111 -4,861
1.0000 10 30,260 0 31,145 30,260 1.03 -0.081 -2,818
ID -1.0000 1 -582 0 -293 582 0.50 0.218 -127
JP -1.0000 23 -101,270 -48,611 -32,464 101,270 0.32 0.025 -649
1.0000 33 169,819 0 116,457 169,819 0.72 0.026 5,905
KR -1.0000 4 -3,810 -493 -1,511 3,810 0.50 0.120 -714
1.0000 3 3,058 0 3,380 3,058 1.70 -0.152 -366
MY -1.0000 1 -45 0 -7 45 0.15 0.072 -3
SG 1.0000 1 1,404 0 738 1,404 0.53 -0.035 -50
TH -1.0000 4 -3,270 0 -1,678 3,270 0.43 0.175 -574
1.0000 1 2,230 0 -497 2,230 -0.22 0.307 684
TW -1.0000 1 -588 0 -203 588 0.35 0.153 -90
1.0000 6 40,130 0 32,824 40,130 0.34 0.117 1,859