trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 108,767 3,852,427 70,109 174,587 267 42,024,014 0.092

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,871,830 1,871,830 -2,035,293 205,944
1.0000 1,980,597 1,980,597 2,105,402 -31,357

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 -2,916 -124,834 -17,792 283,957 0.59 0.078 29,397
CN 98 47,217 -918,099 -19,563 2,372,420 1.39 0.147 80,406
HK 22 -29,135 -51,281 15,069 186,869 1.12 0.146 17,812
JP 84 74,764 -169,936 40,405 668,467 0.74 0.088 34,569
NZ 1 -466 -466 -185 466 0.40 0.097 45
SG 2 8,764 0 8,460 8,764 0.86 0.078 768
TH 16 3,997 0 38,631 271,969 0.33 0.101 8,906
TW 6 6,541 -9,482 5,084 59,515 1.06 0.078 2,685

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 16 -143,437 -124,834 -73,248 143,437 0.52 -0.079 16,307
1.0000 22 140,520 0 55,456 140,520 0.65 0.029 13,090
CN -1.0000 45 -1,162,601 -918,099 -1,563,967 1,162,601 1.31 -0.136 190,013
1.0000 53 1,209,819 0 1,544,404 1,209,819 1.46 -0.050 -109,607
HK -1.0000 14 -108,002 -51,281 -98,276 108,002 1.03 0.051 -655
1.0000 8 78,867 0 113,344 78,867 1.29 0.192 18,467
JP -1.0000 38 -296,852 -169,936 -253,994 296,852 0.73 -0.036 864
1.0000 46 371,616 0 294,399 371,616 0.74 0.074 33,705
NZ -1.0000 1 -466 -466 -185 466 0.40 -0.097 45
SG 1.0000 2 8,764 0 8,460 8,764 0.86 0.078 768
TH -1.0000 12 -133,986 0 -13,535 133,986 0.29 0.097 -2,804
1.0000 4 137,983 0 52,166 137,983 0.43 0.101 11,710
TW -1.0000 3 -26,487 -9,482 -32,088 26,487 1.19 -0.083 2,175
1.0000 3 33,028 0 37,172 33,028 0.92 0.057 510