trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -80,730 3,191,100 -204,974 109,522 250 42,029,671 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,635,915 1,635,915 -2,033,078 170,770
1.0000 1,555,185 1,555,185 1,828,105 -61,249

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 31,398 -46,300 14,717 148,775 0.57 0.075 7,759
CN 92 -29,007 -883,076 -161,924 2,065,862 1.42 0.143 79,435
HK 22 -63,366 -47,263 -60,143 183,503 1.30 0.117 4,688
JP 83 4,669 -141,423 -14,030 578,378 0.88 0.080 14,556
NZ 3 2,718 0 549 2,718 0.26 0.107 -306
SG 2 7,777 0 2,942 7,777 0.49 0.057 551
TH 9 -54,042 -6,819 -13,690 95,023 0.47 0.105 -2,894
TW 5 19,123 0 26,605 109,064 1.06 0.038 5,733

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -58,688 -46,300 -31,430 58,688 0.53 -0.080 9,911
1.0000 21 90,087 0 46,148 90,087 0.60 -0.039 -2,152
CN -1.0000 39 -1,047,435 -883,076 -1,469,345 1,047,435 1.51 -0.121 174,201
1.0000 53 1,018,428 0 1,307,421 1,018,428 1.36 -0.043 -94,766
HK -1.0000 16 -123,434 -47,263 -158,367 123,434 1.29 0.053 -9,630
1.0000 6 60,069 0 98,224 60,069 1.32 0.167 14,318
JP -1.0000 32 -286,854 -141,423 -297,903 286,854 0.96 0.007 391
1.0000 51 291,524 0 283,873 291,524 0.83 0.038 14,165
NZ 1.0000 3 2,718 0 549 2,718 0.26 -0.107 -306
SG 1.0000 2 7,777 0 2,942 7,777 0.49 0.032 551
TH -1.0000 8 -74,533 -6,819 -28,859 74,533 0.44 0.079 -7,742
1.0000 1 20,490 0 15,168 20,490 0.74 0.237 4,847
TW -1.0000 1 -44,970 0 -47,174 44,970 1.05 -0.081 3,638
1.0000 4 64,093 0 73,779 64,093 1.07 0.005 2,095