trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 14,778 3,099,732 138,493 122,626 227 41,989,558 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,542,477 1,542,477 -1,961,010 179,576
1.0000 1,557,255 1,557,255 2,099,504 -56,950

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -14,179 -41,559 40,128 116,423 0.76 0.080 2,218
CN 80 16,878 -895,340 -202,692 2,161,057 1.42 0.130 51,083
HK 27 108,523 -30,176 321,547 223,833 1.53 0.196 47,488
JP 66 -84,524 -196,027 -59,754 429,519 0.77 0.083 23,027
NZ 2 2,859 0 930 2,859 0.28 0.107 -302
SG 2 2,939 0 2,844 2,939 0.86 0.011 21
TH 19 -66,271 0 -19,082 111,109 0.47 0.171 -7,357
TW 5 48,552 -1,720 54,572 51,992 0.99 0.122 6,449

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -65,301 -41,559 -29,685 65,301 0.39 -0.086 5,151
1.0000 13 51,122 0 69,814 51,122 1.13 -0.032 -2,932
CN -1.0000 42 -1,072,089 -895,340 -1,638,273 1,072,089 1.39 -0.100 177,556
1.0000 38 1,088,968 0 1,435,582 1,088,968 1.44 -0.085 -126,472
HK -1.0000 14 -57,655 -30,176 -61,692 57,655 1.10 0.060 -1,005
1.0000 13 166,178 0 383,238 166,178 2.00 0.248 48,493
JP -1.0000 37 -257,021 -196,027 -195,399 257,021 0.76 -0.046 10,057
1.0000 29 172,498 0 135,646 172,498 0.79 0.063 12,969
NZ 1.0000 2 2,859 0 930 2,859 0.28 -0.107 -302
SG 1.0000 2 2,939 0 2,844 2,939 0.86 0.011 21
TH -1.0000 15 -88,690 0 -34,297 88,690 0.51 0.175 -12,410
1.0000 4 22,419 0 15,215 22,419 0.33 0.158 5,053
TW -1.0000 1 -1,720 -1,720 -1,664 1,720 0.97 -0.132 228
1.0000 4 50,272 0 56,235 50,272 1.00 0.120 6,221