trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 712,164 7,646,274 928,871 189,423 514 42,137,009 0.181

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -3,467,055 3,467,055 -3,533,824 208,396
1.0000 4,179,219 4,179,219 4,462,695 -18,972

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 80 -170,915 -102,325 -46,925 701,008 0.62 0.075 10,921
CN 158 588,926 -1,030,542 872,114 3,864,775 1.42 0.119 74,630
HK 33 42,535 -4,828 8,076 308,101 1.34 0.178 13,526
JP 205 197,199 -390,592 73,052 2,232,282 0.73 0.071 63,549
NZ 2 -2,886 -3,438 -1,248 3,989 0.30 0.100 375
SG 5 -67,332 -52,659 -30,500 67,332 0.50 0.037 -705
TH 18 125,932 0 72,920 198,469 0.51 0.151 22,807
TW 13 -1,296 -6,945 -18,618 270,319 0.84 0.060 4,321

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 29 -435,961 -102,325 -253,826 435,961 0.53 -0.045 11,081
1.0000 51 265,047 0 206,901 265,047 0.66 -0.022 -160
CN -1.0000 69 -1,637,924 -1,030,542 -2,097,634 1,637,924 1.39 -0.077 227,589
1.0000 89 2,226,851 0 2,969,747 2,226,851 1.44 -0.028 -152,959
HK -1.0000 14 -132,783 -4,828 -166,749 132,783 1.39 0.128 -18,284
1.0000 19 175,318 0 174,825 175,318 1.31 0.209 31,810
JP -1.0000 90 -1,017,541 -390,592 -846,672 1,017,541 0.73 0.008 -7,989
1.0000 115 1,214,741 0 919,725 1,214,741 0.74 0.030 71,538
NZ -1.0000 1 -3,438 -3,438 -1,365 3,438 0.40 -0.122 418
1.0000 1 551 0 117 551 0.21 -0.079 -43
SG -1.0000 5 -67,332 -52,659 -30,500 67,332 0.50 0.006 -705
TH -1.0000 3 -36,269 0 -5,610 36,269 0.36 0.139 -4,327
1.0000 15 162,201 0 78,530 162,201 0.54 0.150 27,133
TW -1.0000 5 -135,807 -6,945 -131,468 135,807 0.87 -0.022 613
1.0000 8 134,511 0 112,850 134,511 0.82 0.042 3,708