trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -193,458 3,084,643 127,526 194,679 244 42,081,636 0.073

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,639,051 1,639,051 -1,657,049 185,809
1.0000 1,445,592 1,445,592 1,784,575 8,870

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 17,860 -35,419 22,259 104,460 0.65 0.088 4,488
CN 94 -117,190 -791,092 4,541 1,925,353 1.40 0.139 123,094
HK 19 51,305 -27,363 141,789 179,068 1.53 0.156 40,117
JP 75 -16,083 -188,740 -41,455 552,389 0.70 0.084 22,553
NZ 1 -3,867 -3,867 -1,535 3,867 0.40 0.115 446
SG 1 41,053 0 49,032 41,053 1.19 0.108 4,414
TH 15 -191,001 0 -42,392 195,046 0.48 0.087 -6,652
TW 6 24,463 0 -4,714 83,408 0.79 0.108 6,218

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -43,300 -35,419 -17,596 43,300 0.44 -0.060 4,641
1.0000 21 61,160 0 39,855 61,160 0.78 -0.034 -153
CN -1.0000 37 -1,021,271 -791,092 -1,212,122 1,021,271 1.36 -0.158 172,513
1.0000 57 904,082 0 1,216,663 904,082 1.43 -0.038 -49,419
HK -1.0000 13 -63,882 -27,363 -86,484 63,882 1.45 0.035 3,488
1.0000 6 115,186 0 228,274 115,186 1.71 0.280 36,628
JP -1.0000 37 -284,236 -188,740 -255,636 284,236 0.74 -0.033 11,557
1.0000 38 268,153 0 214,181 268,153 0.66 0.027 10,996
NZ -1.0000 1 -3,867 -3,867 -1,535 3,867 0.40 -0.115 446
SG 1.0000 1 41,053 0 49,032 41,053 1.19 0.108 4,414
TH -1.0000 14 -193,023 0 -43,889 193,023 0.46 0.074 -7,040
1.0000 1 2,023 0 1,497 2,023 0.74 0.192 389
TW -1.0000 1 -29,472 0 -39,786 29,472 1.35 -0.007 203
1.0000 5 53,935 0 35,073 53,935 0.67 0.129 6,015