trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -16,197 3,778,694 13,823 200,776 258 42,052,831 0.090

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,897,446 1,897,446 -2,203,943 197,952
1.0000 1,881,249 1,881,249 2,217,766 2,824

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -159,068 -115,457 -136,383 387,419 0.55 0.081 14,708
CN 91 18,362 -940,807 -95,963 2,346,725 1.44 0.143 139,739
HK 26 -81,146 -54,365 -8,240 196,342 1.41 0.138 11,143
JP 81 164,501 -108,810 173,045 592,540 0.82 0.082 24,161
NZ 1 -1,084 -1,084 -430 1,084 0.40 0.102 111
TH 13 -83,249 0 -31,297 129,096 0.33 0.083 -7,624
TW 7 125,488 0 113,092 125,488 0.98 0.134 18,538

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -273,244 -115,457 -189,433 273,244 0.43 -0.080 14,482
1.0000 22 114,175 0 53,050 114,175 0.64 -0.007 226
CN -1.0000 38 -1,164,182 -940,807 -1,665,732 1,164,182 1.45 -0.151 201,174
1.0000 53 1,182,544 0 1,569,769 1,182,544 1.43 -0.023 -61,435
HK -1.0000 18 -138,744 -54,365 -132,017 138,744 1.19 0.052 -4,579
1.0000 8 57,598 0 123,777 57,598 1.88 0.203 15,722
JP -1.0000 34 -214,020 -108,810 -178,019 214,020 0.79 -0.001 -5,149
1.0000 47 378,520 0 351,064 378,520 0.85 0.056 29,310
NZ -1.0000 1 -1,084 -1,084 -430 1,084 0.40 -0.102 111
TH -1.0000 12 -106,173 0 -38,312 106,173 0.33 0.084 -8,087
1.0000 1 22,923 0 7,014 22,923 0.31 0.020 462
TW 1.0000 7 125,488 0 113,092 125,488 0.98 0.115 18,538