trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 157,859 3,704,038 152,175 80,119 225 42,012,621 0.088

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,773,090 1,773,090 -2,102,924 187,292
1.0000 1,930,948 1,930,948 2,255,098 -107,172

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 -513 -37,100 5,638 142,476 0.60 0.088 7,251
CN 80 110,049 -942,122 158,514 2,542,378 1.34 0.138 18,014
HK 16 -59,190 -82,889 -89,346 170,811 1.35 0.111 7,404
JP 70 83,026 -144,145 11,748 652,837 0.78 0.091 34,621
NZ 2 4,976 0 1,258 4,976 0.38 0.119 -646
SG 1 -25,027 -25,027 -19,901 25,027 0.80 0.100 2,510
TH 9 -39,350 -6,064 -10,487 62,850 0.46 0.147 619
TW 9 83,888 -8,108 94,751 102,682 1.24 0.130 10,346

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -71,495 -37,100 -40,677 71,495 0.59 -0.119 8,472
1.0000 24 70,982 0 46,315 70,982 0.61 -0.034 -1,221
CN -1.0000 36 -1,216,165 -942,122 -1,635,294 1,216,165 1.41 -0.121 172,211
1.0000 44 1,326,213 0 1,793,808 1,326,213 1.28 -0.047 -154,197
HK -1.0000 12 -115,000 -82,889 -147,021 115,000 1.34 0.010 1,678
1.0000 4 55,811 0 57,675 55,811 1.36 0.161 5,726
JP -1.0000 40 -284,906 -144,145 -234,564 284,906 0.82 -0.016 4,173
1.0000 30 367,932 0 246,312 367,932 0.73 0.051 30,448
NZ 1.0000 2 4,976 0 1,258 4,976 0.38 -0.119 -646
SG -1.0000 1 -25,027 -25,027 -19,901 25,027 0.80 -0.100 2,510
TH -1.0000 6 -51,100 -6,064 -16,040 51,100 0.48 0.042 -2,912
1.0000 3 11,750 0 5,552 11,750 0.44 0.298 3,530
TW -1.0000 2 -9,397 -8,108 -9,427 9,397 1.02 -0.077 1,160
1.0000 7 93,285 0 104,177 93,285 1.30 0.124 9,186