trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -236,602 5,780,753 -452,557 386,447 383 42,276,802 0.137

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,008,678 3,008,678 -3,105,106 213,679
1.0000 2,772,076 2,772,076 2,652,549 172,767

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 65 39,322 -206,722 14,320 683,703 0.58 0.102 45,347
CN 91 -284,983 -931,879 -310,415 2,541,811 1.37 0.116 178,742
HK 26 52,497 -67,104 -117,036 405,683 1.35 0.222 57,045
JP 173 61,648 -502,935 88,630 1,734,020 0.62 0.067 91,241
MY 1 -67,274 0 -18,021 67,274 0.27 0.007 447
NZ 1 1,468 0 778 1,468 0.53 0.010 15
SG 4 45,855 0 18,178 45,855 0.45 0.096 5,472
TH 15 55,553 -1,089 24,380 110,987 0.41 0.135 8,802
TW 7 -140,687 -94,695 -153,370 189,952 0.77 0.092 -664

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 36 -322,191 -206,722 -195,655 322,191 0.62 -0.063 16,272
1.0000 29 361,512 0 209,975 361,512 0.53 0.070 29,075
CN -1.0000 53 -1,413,397 -931,879 -1,875,081 1,413,397 1.38 -0.085 166,446
1.0000 38 1,128,414 0 1,564,666 1,128,414 1.36 0.013 12,295
HK -1.0000 10 -176,593 -67,104 -332,369 176,593 1.79 0.068 -13,904
1.0000 16 229,090 0 215,332 229,090 1.08 0.266 70,949
JP -1.0000 88 -836,186 -502,935 -505,087 836,186 0.58 -0.041 45,475
1.0000 85 897,834 0 593,717 897,834 0.66 0.035 45,766
MY -1.0000 1 -67,274 0 -18,021 67,274 0.27 -0.007 447
NZ 1.0000 1 1,468 0 778 1,468 0.53 0.010 15
SG 1.0000 4 45,855 0 18,178 45,855 0.45 0.096 5,472
TH -1.0000 5 -27,717 -1,089 -7,807 27,717 0.39 0.063 -1,734
1.0000 10 83,270 0 32,186 83,270 0.42 0.149 10,536
TW -1.0000 5 -165,319 -94,695 -171,086 165,319 0.79 -0.048 677
1.0000 2 24,633 0 17,716 24,633 0.73 -0.046 -1,341