trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -461,978 4,310,812 -319,665 148,358 312 42,000,835 0.103

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,386,395 2,386,395 -1,948,138 23,141
1.0000 1,924,417 1,924,417 1,628,473 125,216

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -11,561 -92,312 27,492 240,201 0.57 0.080 3,469
CN 81 -13,112 -434,561 -16,493 1,317,622 1.21 0.098 54,585
HK 21 -79,227 -46,089 -39,016 304,436 1.58 0.158 -9,769
JP 156 -361,503 -967,854 -275,675 2,212,346 0.67 0.047 97,289
KR 3 -49,014 0 -27,974 49,014 0.74 0.046 534
TH 11 78,021 0 20,157 98,425 0.47 0.077 5,646
TW 6 -25,582 -15,345 -8,156 88,769 0.99 0.045 -3,397

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -125,881 -92,312 -20,545 125,881 0.53 -0.071 9,710
1.0000 24 114,320 0 48,037 114,320 0.58 -0.061 -6,241
CN -1.0000 45 -665,367 -434,561 -744,058 665,367 1.31 -0.021 22,042
1.0000 36 652,255 0 727,565 652,255 1.09 0.043 32,543
HK -1.0000 11 -191,831 -46,089 -232,074 191,831 1.37 0.121 -31,117
1.0000 10 112,604 0 193,058 112,604 1.81 0.157 21,349
JP -1.0000 98 -1,286,924 -967,854 -865,364 1,286,924 0.70 -0.025 23,381
1.0000 58 925,421 0 589,689 925,421 0.63 0.027 73,907
KR -1.0000 3 -49,014 0 -27,974 49,014 0.74 -0.021 534
TH -1.0000 3 -10,202 0 -9,490 10,202 0.73 0.026 -345
1.0000 8 88,223 0 29,648 88,223 0.37 0.089 5,991
TW -1.0000 4 -57,176 -15,345 -48,634 57,176 0.89 0.018 -1,063
1.0000 2 31,594 0 40,477 31,594 1.20 -0.077 -2,333