trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -444,285 5,751,203 -666,676 245,650 333 42,184,621 0.136

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,097,744 3,097,744 -3,335,905 275,622
1.0000 2,653,459 2,653,459 2,669,229 -29,972

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 51 -5,725 -94,593 -56,122 452,446 0.65 0.079 25,734
CN 102 -329,940 -1,634,878 -521,506 3,375,604 1.34 0.123 152,625
HK 15 32,485 -1,312 17,068 94,621 1.35 0.133 4,715
JP 147 -138,640 -375,877 -132,206 1,546,569 0.73 0.061 37,939
SG 1 -7,255 0 -1,208 7,255 0.17 0.042 -307
TH 9 27,478 0 52,111 186,073 0.35 0.128 15,246
TW 8 -22,688 -55,662 -24,813 88,635 1.16 0.106 9,699

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 32 -229,085 -94,593 -134,754 229,085 0.64 -0.085 18,211
1.0000 19 223,361 0 78,632 223,361 0.69 -0.022 7,523
CN -1.0000 60 -1,852,772 -1,634,878 -2,452,782 1,852,772 1.34 -0.067 260,715
1.0000 42 1,522,832 0 1,931,276 1,522,832 1.35 0.012 -108,091
HK -1.0000 6 -31,068 -1,312 -48,113 31,068 1.61 0.100 -3,597
1.0000 9 63,553 0 65,180 63,553 1.18 0.152 8,312
JP -1.0000 76 -842,605 -375,877 -630,467 842,605 0.74 0.008 -6,858
1.0000 71 703,965 0 498,262 703,965 0.72 0.046 44,796
SG -1.0000 1 -7,255 0 -1,208 7,255 0.17 0.042 -307
TH -1.0000 2 -79,297 0 -1,537 79,297 -0.00 0.014 -767
1.0000 7 106,776 0 53,648 106,776 0.45 0.161 16,013
TW -1.0000 5 -55,662 -55,662 -67,043 55,662 1.10 -0.122 8,225
1.0000 3 32,973 0 42,230 32,973 1.26 0.011 1,474