trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -624,615 6,923,120 -800,743 385,809 438 42,032,855 0.165

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,773,868 3,773,868 -3,473,781 277,175
1.0000 3,149,253 3,149,253 2,673,038 108,634

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 58 14,486 -127,890 23,209 415,245 0.60 0.080 23,134
CN 90 -516,563 -1,141,348 -910,575 3,082,593 1.30 0.121 136,537
HK 21 71,276 -74,078 141,120 243,395 1.49 0.154 31,800
JP 232 -54,627 -1,062,666 27,063 2,701,817 0.69 0.066 165,268
KR 1 13,553 0 -8,937 13,553 -0.66 0.232 -3,149
NZ 3 666 -2,008 -547 4,681 0.17 0.141 165
SG 3 -114,889 -114,889 -54,026 114,889 0.35 0.011 -1,107
TH 19 19,974 -18,997 15,367 121,610 0.36 0.153 17,507
TW 11 -58,491 -88,074 -33,417 225,338 0.79 0.102 15,654

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 27 -200,379 -127,890 -105,499 200,379 0.58 -0.089 18,636
1.0000 31 214,866 0 128,709 214,866 0.62 0.010 4,498
CN -1.0000 54 -1,799,578 -1,141,348 -2,242,868 1,799,578 1.29 -0.086 174,329
1.0000 36 1,283,015 0 1,332,293 1,283,015 1.31 -0.007 -37,793
HK -1.0000 6 -86,059 -74,078 -65,218 86,059 0.88 0.069 3,522
1.0000 15 157,336 0 206,338 157,336 1.74 0.177 28,277
JP -1.0000 121 -1,378,222 -1,062,666 -883,133 1,378,222 0.65 -0.037 67,646
1.0000 111 1,323,595 0 910,196 1,323,595 0.73 0.067 97,622
KR 1.0000 1 13,553 0 -8,937 13,553 -0.66 -0.232 -3,149
NZ -1.0000 2 -2,008 -2,008 -483 2,008 0.27 -0.165 417
1.0000 1 2,674 0 -65 2,674 -0.02 -0.094 -252
SG -1.0000 3 -114,889 -114,889 -54,026 114,889 0.35 0.009 -1,107
TH -1.0000 7 -50,818 -18,997 -18,547 50,818 0.28 0.038 -780
1.0000 12 70,792 0 33,914 70,792 0.41 0.195 18,287
TW -1.0000 6 -141,914 -88,074 -104,007 141,914 0.70 -0.110 14,511
1.0000 5 83,423 0 70,589 83,423 0.89 -0.029 1,143