trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -57,068 4,300,652 -620,552 161,538 362 42,038,204 0.102

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,178,860 2,178,860 -2,254,977 109,952
1.0000 2,121,792 2,121,792 1,634,425 51,586

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 71 24,598 -133,210 39,907 460,175 0.61 0.091 17,610
CN 62 -74,157 -535,860 -379,411 1,527,523 1.45 0.109 23,445
HK 18 4,984 -37,458 21,270 249,304 1.17 0.211 33,851
JP 173 50,157 -515,810 -323,904 1,566,413 0.66 0.064 59,932
NZ 1 5,819 0 1,202 5,819 0.21 0.121 -706
PH 1 -2,025 0 -517 2,025 0.26 0.150 303
SG 5 -139,547 -86,834 -44,434 139,547 0.37 0.035 -3,370
TH 24 28,414 -55,531 21,838 229,352 0.46 0.156 14,209
TW 7 44,690 -28,664 43,498 120,493 0.77 0.134 16,264

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 39 -217,789 -133,210 -123,774 217,789 0.57 -0.086 16,499
1.0000 32 242,386 0 163,682 242,386 0.67 -0.033 1,110
CN -1.0000 40 -800,840 -535,860 -1,158,111 800,840 1.39 -0.028 62,363
1.0000 22 726,683 0 778,700 726,683 1.57 -0.022 -38,918
HK -1.0000 9 -122,160 -37,458 -154,866 122,160 1.25 0.088 -9,247
1.0000 9 127,144 0 176,135 127,144 1.09 0.267 43,098
JP -1.0000 79 -758,128 -515,810 -711,032 758,128 0.88 -0.057 46,402
1.0000 94 808,285 0 387,127 808,285 0.48 0.002 13,530
NZ 1.0000 1 5,819 0 1,202 5,819 0.21 -0.121 -706
PH -1.0000 1 -2,025 0 -517 2,025 0.26 -0.150 303
SG -1.0000 5 -139,547 -86,834 -44,434 139,547 0.37 0.035 -3,370
TH -1.0000 9 -100,469 -55,531 -41,123 100,469 0.40 0.116 -7,680
1.0000 15 128,883 0 62,961 128,883 0.49 0.167 21,889
TW -1.0000 3 -37,902 -28,664 -21,121 37,902 0.59 -0.113 4,680
1.0000 4 82,592 0 64,619 82,592 0.90 0.150 11,584