trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -353,979 9,692,833 -17,282 544,083 496 42,076,216 0.230

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -5,023,406 5,023,406 -4,502,345 241,621
1.0000 4,669,427 4,669,427 4,485,064 302,462

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 72 -963,941 -483,317 -465,799 1,170,123 0.59 0.084 31,538
CN 146 -70,229 -1,610,808 424,157 4,298,518 1.29 0.123 224,756
HK 41 30,912 -127,535 -102,617 899,687 1.31 0.160 59,335
JP 176 195,590 -416,524 84,988 1,898,586 0.69 0.073 42,132
NZ 2 2,558 -485 451 3,528 0.30 0.101 -244
PH 1 3,210 0 1,400 3,210 0.44 0.320 1,026
SG 3 -45 0 1,828 35,940 0.40 0.082 533
TH 29 486,245 0 128,710 533,110 0.40 0.159 87,491
TW 26 -38,280 -130,124 -90,400 850,131 0.94 0.127 97,516

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 55 -1,067,032 -483,317 -556,085 1,067,032 0.56 -0.043 38,323
1.0000 17 103,091 0 90,285 103,091 0.71 -0.037 -6,784
CN -1.0000 86 -2,184,373 -1,610,808 -2,330,844 2,184,373 1.17 -0.073 252,830
1.0000 60 2,114,145 0 2,755,001 2,114,145 1.46 -0.016 -28,074
HK -1.0000 19 -434,388 -127,535 -551,225 434,388 1.42 0.085 -42,830
1.0000 22 465,299 0 448,609 465,299 1.21 0.200 102,164
JP -1.0000 80 -851,498 -416,524 -609,438 851,498 0.71 0.022 -25,528
1.0000 96 1,047,088 0 694,426 1,047,088 0.67 0.042 67,660
NZ -1.0000 1 -485 -485 -193 485 0.40 -0.105 51
1.0000 1 3,043 0 644 3,043 0.21 -0.097 -294
PH 1.0000 1 3,210 0 1,400 3,210 0.44 0.320 1,026
SG -1.0000 1 -17,993 0 -4,147 17,993 0.23 0.077 -1,394
1.0000 2 17,948 0 5,975 17,948 0.49 0.026 1,927
TH -1.0000 3 -23,432 0 -16,813 23,432 0.51 0.119 -1,992
1.0000 26 509,678 0 145,523 509,678 0.39 0.164 89,482
TW -1.0000 14 -444,206 -130,124 -433,600 444,206 0.99 -0.061 22,162
1.0000 12 405,925 0 343,200 405,925 0.88 0.183 75,355