trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,436,112 22,605,775 -3,328,662 1,122,390 343 401,201,615 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -12,520,944 12,520,944 -11,757,481 421,091
1.0000 10,084,831 10,084,831 8,428,819 701,298

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 123,493 -466,074 -153,876 2,630,139 0.52 0.108 138,366
CN 81 -2,329,748 -2,668,205 -3,360,608 8,923,233 1.28 0.107 694,978
HK 14 570,834 -31,693 851,953 778,872 1.33 0.162 154,847
JP 178 -560,246 -1,144,016 -550,226 9,545,183 0.74 0.048 82,521
KR 12 170,054 -13,545 94,009 197,144 0.62 0.104 -6,151
MY 1 57,229 0 16,042 57,229 0.28 0.216 12,360
NZ 1 -210,889 -210,889 -61,609 210,889 0.29 0.142 29,944
SG 1 -19,851 -19,851 -13,183 19,851 0.66 0.135 2,680
TW 6 -236,988 -142,809 -151,164 243,234 0.85 0.136 12,845

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 36 -1,253,323 -466,074 -525,431 1,253,323 0.51 -0.110 63,821
1.0000 13 1,376,816 0 371,555 1,376,816 0.56 -0.030 74,545
CN -1.0000 43 -5,626,490 -2,668,205 -6,845,556 5,626,490 1.42 -0.036 304,508
1.0000 38 3,296,742 0 3,484,947 3,296,742 1.13 0.086 390,470
HK -1.0000 5 -104,019 -31,693 -139,485 104,019 1.37 0.053 -7,331
1.0000 9 674,853 0 991,438 674,853 1.30 0.203 162,178
JP -1.0000 80 -5,052,714 -1,144,016 -4,009,792 5,052,714 0.70 -0.019 10,602
1.0000 98 4,492,469 0 3,459,566 4,492,469 0.78 -0.016 71,919
KR -1.0000 3 -13,545 -13,545 -8,314 13,545 0.67 -0.256 3,746
1.0000 9 183,599 0 102,323 183,599 0.60 -0.025 -9,897
MY 1.0000 1 57,229 0 16,042 57,229 0.28 0.216 12,360
NZ -1.0000 1 -210,889 -210,889 -61,609 210,889 0.29 -0.142 29,944
SG -1.0000 1 -19,851 -19,851 -13,183 19,851 0.66 -0.135 2,680
TW -1.0000 5 -240,111 -142,809 -154,111 240,111 0.83 -0.108 13,121
1.0000 1 3,123 0 2,947 3,123 0.94 -0.088 -276