trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 159,486 754,550 220,713 -31,565 167 20,001,800 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -297,532 297,532 -259,587 -3,761
1.0000 457,018 457,018 480,300 -27,804

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 9,103 -10,192 28,341 42,183 0.78 0.089 -2,450
CN 42 9,234 -87,302 22,853 195,634 1.15 0.182 10,898
HK 15 171,108 0 219,955 171,108 1.21 0.097 -16,929
ID 3 3,693 0 2,860 4,150 0.63 0.210 743
JP 53 -11,912 -36,415 -514 226,629 0.55 0.071 -6,714
KR 12 -8,767 -2,136 -16,795 19,664 1.80 0.210 -5,055
MY 2 -1,872 0 -270 1,872 0.15 0.162 -409
SG 3 -5,862 0 -2,510 6,153 0.49 0.072 -581
TH 3 -1,680 0 -366 1,680 0.27 0.182 -337
TW 10 -3,560 0 -32,842 85,478 0.65 0.179 -10,730

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -16,540 -10,192 -900 16,540 0.25 0.018 -466
1.0000 14 25,643 0 29,241 25,643 1.15 -0.073 -1,984
CN -1.0000 18 -93,200 -87,302 -110,739 93,200 0.87 -0.205 21,448
1.0000 24 102,434 0 133,592 102,434 1.37 -0.136 -10,551
HK 1.0000 15 171,108 0 219,955 171,108 1.21 -0.027 -16,929
ID -1.0000 1 -229 0 -115 229 0.50 0.209 -48
1.0000 2 3,922 0 2,975 3,922 0.69 0.211 790
JP -1.0000 23 -119,270 -36,415 -52,695 119,270 0.60 0.037 -5,264
1.0000 30 107,359 0 52,181 107,359 0.52 -0.008 -1,449
KR -1.0000 7 -14,215 -2,136 -25,488 14,215 2.00 0.316 -4,615
1.0000 5 5,448 0 8,694 5,448 1.52 -0.058 -440
MY -1.0000 2 -1,872 0 -270 1,872 0.15 0.162 -409
SG -1.0000 2 -6,007 0 -2,619 6,007 0.36 0.094 -576
1.0000 1 146 0 110 146 0.75 -0.027 -4
TH -1.0000 3 -1,680 0 -366 1,680 0.27 0.182 -337
TW -1.0000 4 -44,519 0 -66,393 44,519 1.12 0.244 -13,493
1.0000 6 40,959 0 33,551 40,959 0.34 0.136 2,763