trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 646,112 17,859,414 197,154 804,259 388 400,475,382 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -8,606,651 8,606,651 -7,181,904 529,732
1.0000 9,252,763 9,252,763 7,379,058 274,527

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 -59,732 -310,981 55,410 2,920,399 0.49 0.077 61,524
CN 96 442,813 -2,343,686 754,081 5,448,849 1.34 0.113 251,657
HK 26 107,520 -585,944 68,853 1,812,061 1.42 0.105 207,839
JP 177 -927,961 -2,257,295 -924,401 6,165,500 0.74 0.049 181,521
KR 12 168,790 -165,146 147,474 499,082 0.65 0.110 44,065
NZ 1 28,141 0 7,661 28,141 0.27 0.200 -5,615
SG 6 61,657 0 30,993 61,657 0.51 0.063 737
TH 17 867,325 -1,526 110,607 870,376 0.36 0.090 55,306
TW 4 -42,442 -47,895 -53,525 53,348 0.98 0.136 7,225

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -1,490,065 -310,981 -395,126 1,490,065 0.46 -0.097 54,100
1.0000 29 1,430,334 0 450,537 1,430,334 0.51 -0.038 7,424
CN -1.0000 47 -2,503,018 -2,343,686 -2,739,876 2,503,018 1.55 -0.088 332,063
1.0000 49 2,945,831 0 3,493,957 2,945,831 1.14 0.027 -80,406
HK -1.0000 18 -852,271 -585,944 -1,160,622 852,271 1.49 0.040 -21,337
1.0000 8 959,791 0 1,229,475 959,791 1.27 0.187 229,177
JP -1.0000 92 -3,546,730 -2,257,295 -2,749,099 3,546,730 0.76 -0.026 99,775
1.0000 85 2,618,770 0 1,824,698 2,618,770 0.70 0.023 81,745
KR -1.0000 2 -165,146 -165,146 -79,006 165,146 0.95 -0.314 58,574
1.0000 10 333,936 0 226,480 333,936 0.59 -0.037 -14,508
NZ 1.0000 1 28,141 0 7,661 28,141 0.27 -0.200 -5,615
SG 1.0000 6 61,657 0 30,993 61,657 0.51 0.035 737
TH -1.0000 1 -1,526 -1,526 -1,296 1,526 0.85 -0.061 94
1.0000 16 868,851 0 111,903 868,851 0.32 0.085 55,212
TW -1.0000 3 -47,895 -47,895 -56,879 47,895 1.10 -0.135 6,464
1.0000 1 5,453 0 3,355 5,453 0.62 0.140 761