trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -71,511 3,702,421 -87,993 310,281 212 42,944,557 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,886,966 1,886,966 -2,330,486 225,249
1.0000 1,815,455 1,815,455 2,242,492 85,033

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 56 -61,181 -123,838 38,223 428,229 0.62 0.083 10,484
CN 111 -19,863 -1,116,967 -288,774 2,596,194 1.36 0.135 227,807
HK 39 92,030 -97,545 223,685 552,652 1.52 0.194 68,883
MY 1 1,762 0 659 1,762 0.37 0.162 285
NZ 1 -448 -448 -156 448 0.35 0.087 39
SG 1 -31,383 0 -7,364 31,383 0.23 0.062 -1,946
TW 3 -52,428 -35,382 -54,267 91,755 0.85 0.047 4,730

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 29 -244,705 -123,838 -90,927 244,705 0.54 -0.035 2,589
1.0000 27 183,524 0 129,150 183,524 0.71 0.045 7,895
CN -1.0000 53 -1,308,028 -1,116,967 -1,904,582 1,308,028 1.33 -0.095 223,905
1.0000 58 1,288,165 0 1,615,808 1,288,165 1.39 0.033 3,901
HK -1.0000 10 -230,311 -97,545 -259,881 230,311 1.07 0.014 -3,662
1.0000 29 322,341 0 483,566 322,341 1.68 0.225 72,545
MY 1.0000 1 1,762 0 659 1,762 0.37 0.162 285
NZ -1.0000 1 -448 -448 -156 448 0.35 -0.087 39
SG -1.0000 1 -31,383 0 -7,364 31,383 0.23 0.062 -1,946
TW -1.0000 2 -72,091 -35,382 -67,576 72,091 0.94 -0.061 4,323
1.0000 1 19,664 0 13,309 19,664 0.68 0.021 406