trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,898,150 21,436,730 -2,030,092 1,548,588 381 402,182,904 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -12,167,440 12,167,440 -10,137,900 1,007,659
1.0000 9,269,290 9,269,290 8,107,809 540,930

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 44 -208,887 -859,253 43,594 1,713,596 0.49 0.083 113,163
CN 103 -3,947,961 -5,609,102 -4,263,071 8,421,472 1.40 0.104 817,796
HK 18 837,850 -252,914 1,247,759 2,160,069 1.74 0.134 300,232
JP 175 -356,865 -2,148,685 577,299 7,340,823 0.72 0.054 52,703
KR 12 -202,867 -152,287 -118,539 202,867 0.55 0.189 34,361
NZ 1 -16,157 -16,157 -5,176 16,157 0.32 0.158 2,548
SG 3 38,801 0 17,876 38,801 0.47 0.132 5,074
TH 18 658,722 0 219,900 1,079,582 0.41 0.125 145,758
TW 7 299,213 -82,075 250,267 463,363 1.10 0.129 76,953

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 26 -961,242 -859,253 -250,910 961,242 0.45 -0.078 78,823
1.0000 18 752,354 0 294,504 752,354 0.56 -0.003 34,340
CN -1.0000 69 -6,184,717 -5,609,102 -6,238,300 6,184,717 1.52 -0.074 843,580
1.0000 34 2,236,755 0 1,975,229 2,236,755 1.14 -0.009 -25,784
HK -1.0000 6 -661,109 -252,914 -957,671 661,109 1.95 0.024 -36,181
1.0000 12 1,498,960 0 2,205,430 1,498,960 1.63 0.151 336,413
JP -1.0000 125 -3,848,844 -2,148,685 -2,453,686 3,848,844 0.68 -0.032 85,026
1.0000 50 3,491,979 0 3,030,985 3,491,979 0.80 0.014 -32,323
KR -1.0000 12 -202,867 -152,287 -118,539 202,867 0.55 -0.189 34,361
NZ -1.0000 1 -16,157 -16,157 -5,176 16,157 0.32 -0.158 2,548
SG 1.0000 3 38,801 0 17,876 38,801 0.47 0.132 5,074
TH -1.0000 2 -210,430 0 -9,803 210,430 0.34 0.051 -8,409
1.0000 16 869,152 0 229,702 869,152 0.41 0.134 154,167
TW -1.0000 5 -82,075 -82,075 -103,815 82,075 1.15 -0.106 7,911
1.0000 2 381,288 0 354,082 381,288 0.96 0.031 69,042