trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 36,683 4,132,788 42,142 168,751 347 42,040,746 0.098

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,048,053 2,048,053 -2,066,909 144,295
1.0000 2,084,736 2,084,736 2,109,052 24,456

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 63 16,863 -134,696 55,327 374,933 0.62 0.100 19,867
CN 62 -47,807 -584,267 25,456 1,692,959 1.33 0.119 348
HK 24 58,588 -38,497 55,732 274,458 1.42 0.211 47,337
IN 1 5,843 0 2,384 5,843 0.41 0.197 1,149
JP 161 -25,468 -528,518 -121,134 1,492,331 0.66 0.066 69,466
MY 1 -394 0 -103 394 0.26 0.094 -37
NZ 1 449 0 104 449 0.23 0.111 -50
PH 2 14,284 0 8,662 14,284 0.51 0.332 5,233
TH 19 7,382 -33,085 2,020 164,216 0.52 0.152 11,459
TW 13 6,944 -38,787 13,694 112,923 0.83 0.166 13,978

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 35 -179,035 -134,696 -88,384 179,035 0.51 -0.127 23,332
1.0000 28 195,898 0 143,711 195,898 0.76 -0.025 -3,465
CN -1.0000 38 -870,383 -584,267 -1,184,209 870,383 1.36 -0.027 66,464
1.0000 24 822,576 0 1,209,665 822,576 1.28 -0.011 -66,116
HK -1.0000 8 -107,935 -38,497 -165,839 107,935 1.41 -0.044 -94
1.0000 16 166,523 0 221,570 166,523 1.43 0.256 47,431
IN 1.0000 1 5,843 0 2,384 5,843 0.41 0.197 1,149
JP -1.0000 90 -758,899 -528,518 -553,872 758,899 0.72 -0.059 53,391
1.0000 71 733,431 0 432,738 733,431 0.58 0.018 16,075
MY -1.0000 1 -394 0 -103 394 0.26 0.094 -37
NZ 1.0000 1 449 0 104 449 0.23 -0.111 -50
PH 1.0000 2 14,284 0 8,662 14,284 0.51 0.332 5,233
TH -1.0000 8 -78,417 -33,085 -36,286 78,417 0.51 0.079 -5,435
1.0000 11 85,799 0 38,306 85,799 0.54 0.202 16,894
TW -1.0000 7 -52,989 -38,787 -38,217 52,989 0.74 -0.141 6,674
1.0000 6 59,933 0 51,911 59,933 0.92 0.112 7,305