trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 92,077 1,037,283 211,695 17,876 207 20,023,783 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -472,603 472,603 -356,206 39,831
1.0000 564,680 564,680 567,901 -21,955

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 20,533 -59,556 86,019 144,752 0.80 0.097 -693
CN 42 -89,143 -164,660 -121,429 274,289 1.33 0.189 31,911
HK 19 162,631 0 217,725 180,012 0.89 0.106 -16,667
ID 5 5,229 0 3,445 5,229 0.62 0.244 1,228
JP 80 -23,241 -126,951 24,059 356,988 0.62 0.066 5,861
KR 13 -10,746 -969 -24,012 17,514 1.46 0.240 -3,269
MY 1 -44 0 -7 44 0.15 0.106 -5
SG 1 -4,558 0 -2,108 4,558 0.46 0.076 -346
TH 3 -2,003 0 -648 2,003 0.35 0.212 -428
TW 8 33,420 0 28,651 51,895 0.38 0.138 285

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -62,109 -59,556 -4,191 62,109 0.44 -0.100 3,594
1.0000 20 82,642 0 90,210 82,642 1.06 -0.051 -4,288
CN -1.0000 21 -181,716 -164,660 -237,287 181,716 1.23 -0.212 40,554
1.0000 21 92,573 0 115,859 92,573 1.43 -0.112 -8,643
HK -1.0000 4 -8,690 0 -1,501 8,690 0.29 0.106 -1,017
1.0000 15 171,321 0 219,226 171,321 1.05 0.019 -15,651
ID 1.0000 5 5,229 0 3,445 5,229 0.62 0.244 1,228
JP -1.0000 41 -190,115 -126,951 -76,860 190,115 0.45 -0.009 2,876
1.0000 39 166,874 0 100,919 166,874 0.80 0.036 2,985
KR -1.0000 9 -14,130 -969 -27,236 14,130 1.80 0.258 -3,638
1.0000 4 3,384 0 3,224 3,384 0.68 0.200 369
MY -1.0000 1 -44 0 -7 44 0.15 0.106 -5
SG -1.0000 1 -4,558 0 -2,108 4,558 0.46 0.076 -346
TH -1.0000 3 -2,003 0 -648 2,003 0.35 0.212 -428
TW -1.0000 2 -9,238 0 -6,367 9,238 0.53 0.179 -1,761
1.0000 6 42,657 0 35,018 42,657 0.34 0.125 2,045