trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -139,367 4,752,637 -208,353 235,551 366 42,278,303 0.112

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,446,002 2,446,002 -2,610,290 149,132
1.0000 2,306,635 2,306,635 2,401,937 86,419

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 64 42,764 -142,301 -40,174 651,324 0.68 0.095 44,190
CN 102 -9,699 -712,823 -148,203 2,186,228 1.42 0.141 133,178
HK 34 -180,198 -176,510 -20,749 483,201 1.46 0.146 17,065
JP 137 -5,466 -221,204 21,011 1,212,678 0.68 0.071 37,059
MY 1 1,111 0 692 1,111 0.62 0.214 238
NZ 4 1,678 -4,626 -626 10,930 0.27 0.041 189
SG 2 5,077 0 2,467 7,118 0.34 0.061 124
TH 18 3,951 -3,429 -24,486 174,322 0.54 0.081 2,700
TW 4 1,415 -7,489 1,716 25,724 0.56 0.126 808

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 31 -304,280 -142,301 -237,363 304,280 0.71 -0.061 22,479
1.0000 33 347,044 0 197,190 347,044 0.65 0.036 21,711
CN -1.0000 36 -1,097,964 -712,823 -1,605,505 1,097,964 1.50 -0.102 144,581
1.0000 66 1,088,264 0 1,457,302 1,088,264 1.37 -0.004 -11,403
HK -1.0000 20 -331,700 -176,510 -305,360 331,700 1.15 0.080 -14,170
1.0000 14 151,501 0 284,610 151,501 1.91 0.189 31,235
JP -1.0000 62 -609,072 -221,204 -400,260 609,072 0.62 -0.008 496
1.0000 75 603,606 0 421,271 603,606 0.73 0.043 36,563
MY 1.0000 1 1,111 0 692 1,111 0.62 0.214 238
NZ -1.0000 1 -4,626 -4,626 -1,609 4,626 0.35 -0.078 361
1.0000 3 6,304 0 983 6,304 0.25 -0.029 -172
SG -1.0000 1 -1,021 0 -239 1,021 0.23 0.087 -89
1.0000 1 6,098 0 2,706 6,098 0.44 0.035 213
TH -1.0000 12 -85,185 -3,429 -53,340 85,185 0.65 0.053 -5,887
1.0000 6 89,136 0 28,854 89,136 0.34 0.098 8,587
TW -1.0000 2 -12,154 -7,489 -6,613 12,154 0.57 -0.088 1,362
1.0000 2 13,570 0 8,329 13,570 0.54 0.036 -554