trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,900,668 30,167,025 -3,007,506 2,104,806 419 402,087,508 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -17,033,847 17,033,847 -15,005,954 1,227,890
1.0000 13,133,178 13,133,178 11,998,448 876,916

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 -79,059 -769,593 55,718 2,537,316 0.47 0.083 65,938
CN 124 -3,093,704 -7,549,866 -2,019,827 13,264,422 1.31 0.124 1,413,867
HK 25 417,849 -99,373 1,294,059 2,456,221 1.37 0.147 245,537
JP 183 -2,805,884 -3,095,535 -2,757,514 9,898,346 0.72 0.049 243,237
KR 7 251,133 0 139,326 251,133 0.56 0.075 1,346
NZ 1 -6,221 -6,221 -1,694 6,221 0.27 0.174 1,082
SG 9 558,271 0 227,474 558,271 0.49 0.070 44,600
TH 22 802,653 -156,168 12,639 1,131,270 0.29 0.090 84,205
TW 3 54,294 -4,765 42,311 63,825 0.93 0.117 4,995

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 29 -1,308,188 -769,593 -303,387 1,308,188 0.45 -0.075 61,651
1.0000 16 1,229,128 0 359,105 1,229,128 0.51 -0.040 4,287
CN -1.0000 85 -8,179,063 -7,549,866 -8,511,655 8,179,063 1.38 -0.097 1,170,352
1.0000 39 5,085,359 0 6,491,827 5,085,359 1.14 0.011 243,515
HK -1.0000 12 -1,019,186 -99,373 -1,015,227 1,019,186 1.41 0.086 -123,389
1.0000 13 1,437,035 0 2,309,286 1,437,035 1.34 0.158 368,926
JP -1.0000 80 -6,352,115 -3,095,535 -5,081,135 6,352,115 0.77 -0.018 106,791
1.0000 103 3,546,231 0 2,323,621 3,546,231 0.69 0.024 136,446
KR 1.0000 7 251,133 0 139,326 251,133 0.56 -0.040 1,346
NZ -1.0000 1 -6,221 -6,221 -1,694 6,221 0.27 -0.174 1,082
SG 1.0000 9 558,271 0 227,474 558,271 0.49 0.057 44,600
TH -1.0000 3 -164,309 -156,168 -88,138 164,309 0.31 0.031 10,731
1.0000 19 966,962 0 100,777 966,962 0.29 0.071 73,473
TW -1.0000 2 -4,765 -4,765 -4,721 4,765 1.00 -0.138 672
1.0000 1 59,060 0 47,032 59,060 0.80 0.073 4,323