trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -747,233 10,207,173 -1,121,023 565,843 526 41,929,082 0.243

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -5,477,203 5,477,203 -5,232,900 405,391
1.0000 4,729,970 4,729,970 4,111,877 160,452

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 71 -38,856 -358,455 -9,034 1,001,942 0.61 0.075 63,355
CN 130 -679,657 -1,676,175 -836,101 4,047,553 1.33 0.104 90,269
HK 29 81,321 -77,996 -12,884 455,720 1.28 0.139 46,445
JP 229 -117,837 -1,067,199 -230,283 3,199,587 0.71 0.068 183,292
NZ 4 -177,188 -177,188 -52,315 177,188 0.26 0.120 25,480
PH 3 85,320 0 29,447 85,320 0.33 0.264 23,424
SG 15 316,676 0 178,410 316,676 0.54 0.083 24,195
TH 26 159,086 -95,064 91,018 376,484 0.38 0.165 70,634
TW 19 -376,099 -289,095 -279,281 546,703 0.78 0.085 38,749

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 37 -520,399 -358,455 -268,057 520,399 0.63 -0.074 44,827
1.0000 34 481,543 0 259,023 481,543 0.58 0.028 18,528
CN -1.0000 85 -2,363,605 -1,676,175 -3,006,058 2,363,605 1.32 -0.043 220,588
1.0000 45 1,683,948 0 2,169,957 1,683,948 1.36 -0.070 -130,319
HK -1.0000 13 -187,200 -77,996 -272,665 187,200 1.49 0.073 -11,227
1.0000 16 268,520 0 259,781 268,520 1.11 0.186 57,673
JP -1.0000 105 -1,658,712 -1,067,199 -1,283,553 1,658,712 0.79 -0.042 82,278
1.0000 124 1,540,875 0 1,053,270 1,540,875 0.63 0.056 101,014
NZ -1.0000 4 -177,188 -177,188 -52,315 177,188 0.26 -0.120 25,480
PH 1.0000 3 85,320 0 29,447 85,320 0.33 0.264 23,424
SG 1.0000 15 316,676 0 178,410 316,676 0.54 0.083 24,195
TH -1.0000 5 -108,699 -95,064 -9,178 108,699 0.18 -0.011 8,184
1.0000 21 267,785 0 100,196 267,785 0.43 0.186 62,450
TW -1.0000 16 -461,401 -289,095 -341,073 461,401 0.78 -0.067 35,262
1.0000 3 85,302 0 61,793 85,302 0.78 0.018 3,487