trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -714,991 7,032,108 -1,021,702 450,989 411 42,050,538 0.167

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,873,549 3,873,549 -4,056,279 325,702
1.0000 3,158,558 3,158,558 3,034,577 125,287

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 59 -54,043 -249,071 21,069 730,723 0.61 0.074 24,710
CN 104 -561,104 -1,095,212 -1,186,374 3,022,852 1.37 0.122 263,603
HK 23 -4,143 -33,299 -38,587 291,587 1.69 0.193 26,030
JP 186 -38,337 -520,812 118,493 2,320,353 0.75 0.068 81,576
MY 2 -51,433 0 -13,870 51,433 0.27 0.037 -2,728
NZ 2 947 0 258 947 0.27 0.048 -45
PH 2 -88,609 0 2,040 88,609 0.29 0.131 13,903
SG 3 14,112 -5,914 2,029 25,939 0.53 0.049 1,364
TH 19 50,725 -91,037 70,755 376,274 0.42 0.101 19,019
TW 11 16,894 -44,203 2,484 123,390 0.84 0.169 23,557

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 24 -392,383 -249,071 -178,616 392,383 0.44 -0.032 18,132
1.0000 35 338,340 0 199,686 338,340 0.72 0.010 6,578
CN -1.0000 59 -1,791,978 -1,095,212 -2,660,038 1,791,978 1.43 -0.078 242,743
1.0000 45 1,230,874 0 1,473,664 1,230,874 1.30 0.004 20,861
HK -1.0000 11 -147,865 -33,299 -256,265 147,865 1.90 0.061 -9,640
1.0000 12 143,722 0 217,678 143,722 1.50 0.266 35,670
JP -1.0000 83 -1,179,345 -520,812 -875,362 1,179,345 0.67 -0.051 52,561
1.0000 103 1,141,008 0 993,855 1,141,008 0.80 0.018 29,015
MY -1.0000 2 -51,433 0 -13,870 51,433 0.27 0.037 -2,728
NZ 1.0000 2 947 0 258 947 0.27 -0.048 -45
PH -1.0000 2 -88,609 0 2,040 88,609 0.29 -0.131 13,903
SG -1.0000 1 -5,914 -5,914 -4,739 5,914 0.80 -0.061 359
1.0000 2 20,026 0 6,767 20,026 0.39 0.043 1,005
TH -1.0000 10 -162,774 -91,037 -26,216 162,774 0.34 0.039 4,774
1.0000 9 213,500 0 96,971 213,500 0.52 0.093 14,245
TW -1.0000 5 -53,248 -44,203 -43,213 53,248 0.96 0.007 5,599
1.0000 6 70,142 0 45,697 70,142 0.75 0.217 17,959