trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -810,451 15,633,649 -817,199 814,652 306 301,025,396 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -8,222,050 8,222,050 -8,529,472 462,024
1.0000 7,411,599 7,411,599 7,712,273 352,628

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 421,361 -481,090 277,050 1,629,956 0.57 0.098 57,436
CN 90 -561,482 -2,843,886 -1,068,198 7,563,566 1.35 0.112 591,375
HK 20 183,760 -172,573 229,607 976,499 1.57 0.133 65,499
JP 124 -195,946 -766,480 -44,193 3,692,960 0.75 0.056 3,024
KR 6 -60,687 -16,082 -31,476 81,365 0.44 0.170 13,021
SG 4 -43,749 -29,301 -14,511 64,051 0.36 0.038 932
TH 17 -383,663 -265,540 -186,641 664,051 0.41 0.089 20,899
TW 8 -170,046 -565,624 21,163 961,201 1.08 0.050 62,466

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -604,298 -481,090 -171,569 604,298 0.51 -0.113 69,525
1.0000 26 1,025,659 0 448,619 1,025,659 0.60 -0.073 -12,088
CN -1.0000 44 -4,062,524 -2,843,886 -5,687,328 4,062,524 1.39 -0.048 353,064
1.0000 46 3,501,042 0 4,619,130 3,501,042 1.32 0.069 238,311
HK -1.0000 8 -396,369 -172,573 -567,737 396,369 1.28 0.076 -20,197
1.0000 12 580,129 0 797,344 580,129 1.77 0.135 85,696
JP -1.0000 58 -1,944,453 -766,480 -1,458,520 1,944,453 0.62 -0.034 11,368
1.0000 66 1,748,507 0 1,414,327 1,748,507 0.87 -0.019 -8,344
KR -1.0000 5 -71,026 -16,082 -35,176 71,026 0.46 -0.180 11,774
1.0000 1 10,339 0 3,699 10,339 0.36 0.121 1,247
SG -1.0000 3 -53,900 -29,301 -19,823 53,900 0.31 -0.005 1,361
1.0000 1 10,151 0 5,312 10,151 0.52 -0.042 -429
TH -1.0000 14 -523,857 -265,540 -214,748 523,857 0.40 0.031 653
1.0000 3 140,194 0 28,107 140,194 0.49 0.048 20,246
TW -1.0000 1 -565,624 -565,624 -374,572 565,624 0.66 -0.061 34,477
1.0000 7 395,578 0 395,736 395,578 1.14 0.045 27,990