trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -464,984 7,850,181 -472,418 249,713 551 42,156,383 0.186

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -4,157,583 4,157,583 -4,399,951 142,540
1.0000 3,692,598 3,692,598 3,927,533 107,173

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 76 -278,263 -179,641 -134,080 827,636 0.66 0.073 1,301
CN 170 -88,329 -1,205,900 253,591 3,715,471 1.38 0.120 168,646
HK 36 -42,951 -27,587 -154,949 403,094 1.35 0.153 11,057
JP 223 -250,668 -452,473 -510,414 2,353,308 0.75 0.066 13,299
NZ 3 2,237 -12,521 -48 27,278 0.39 0.106 661
SG 2 4,660 0 2,191 18,345 0.28 0.069 712
TH 28 141,005 0 73,019 309,630 0.50 0.144 33,414
TW 13 47,324 -22,374 -1,728 195,419 0.77 0.104 20,623

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 39 -552,950 -179,641 -344,663 552,950 0.68 -0.025 5,090
1.0000 37 274,687 0 210,583 274,687 0.65 0.011 -3,789
CN -1.0000 91 -1,901,900 -1,205,900 -2,529,086 1,901,900 1.29 -0.059 190,256
1.0000 79 1,813,571 0 2,782,677 1,813,571 1.49 -0.016 -21,610
HK -1.0000 23 -223,022 -27,587 -319,184 223,022 1.44 0.101 -28,711
1.0000 13 180,071 0 164,235 180,071 1.20 0.191 39,768
JP -1.0000 116 -1,301,988 -452,473 -1,078,121 1,301,988 0.83 0.019 -23,972
1.0000 107 1,051,320 0 567,707 1,051,320 0.66 0.020 37,271
NZ -1.0000 1 -12,521 -12,521 -4,972 12,521 0.40 -0.156 1,958
1.0000 2 14,758 0 4,924 14,758 0.38 -0.080 -1,298
SG -1.0000 1 -6,843 0 -1,577 6,843 0.23 0.048 -327
1.0000 1 11,503 0 3,768 11,503 0.33 0.090 1,039
TH -1.0000 11 -84,312 0 -39,000 84,312 0.50 0.091 -6,851
1.0000 17 225,317 0 112,019 225,317 0.50 0.174 40,265
TW -1.0000 4 -74,047 -22,374 -83,349 74,047 1.15 -0.076 5,096
1.0000 9 121,372 0 81,621 121,372 0.60 0.116 15,527