trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 140,158 3,038,659 194,155 105,197 201 42,119,697 0.072

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,449,251 1,449,251 -1,814,533 120,857
1.0000 1,589,409 1,589,409 2,008,687 -15,660

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 88 81,375 -840,079 30,921 2,046,991 1.35 0.119 82,358
HK 23 78,666 -10,556 176,627 134,192 1.44 0.195 24,564
JP 76 -118,289 -102,252 -130,814 676,337 0.78 0.075 -20,814
NZ 1 -778 -778 -309 778 0.40 0.109 85
SG 2 -7,722 -8,664 -5,419 9,606 0.45 0.010 -116
TH 6 9,566 0 7,361 32,746 0.46 0.184 5,196
TW 5 97,340 0 115,788 138,010 1.15 0.103 13,924

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1.0000 42 -982,808 -840,079 -1,413,689 982,808 1.39 -0.071 140,599
1.0000 46 1,064,183 0 1,444,610 1,064,183 1.31 -0.020 -58,242
HK -1.0000 7 -27,763 -10,556 -25,732 27,763 1.13 0.091 -2,850
1.0000 16 106,429 0 202,360 106,429 1.58 0.219 27,414
JP -1.0000 37 -397,313 -102,252 -339,789 397,313 0.79 0.017 -17,566
1.0000 39 279,024 0 208,976 279,024 0.77 -0.022 -3,248
NZ -1.0000 1 -778 -778 -309 778 0.40 -0.109 85
SG -1.0000 1 -8,664 -8,664 -5,648 8,664 0.65 0.014 -121
1.0000 1 942 0 228 942 0.24 0.005 5
TH -1.0000 3 -11,590 0 -4,283 11,590 0.37 0.091 -678
1.0000 3 21,156 0 11,644 21,156 0.55 0.260 5,874
TW -1.0000 1 -20,335 0 -25,082 20,335 1.23 -0.068 1,388
1.0000 4 117,675 0 140,870 117,675 1.13 0.074 12,536