trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 121,834 3,508,431 162,934 105,266 258 42,144,270 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,693,299 1,693,299 -2,105,200 174,354
1.0000 1,815,133 1,815,133 2,268,135 -69,087

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 9,038 -27,385 -1,516 115,431 0.73 0.094 869
CN 90 144,171 -818,380 347,447 2,198,926 1.43 0.141 66,575
HK 23 -133,212 -143,375 -226,418 274,211 1.26 0.093 9,801
JP 88 118,226 -139,605 69,194 800,779 0.80 0.089 24,482
NZ 2 33 -1,287 -232 2,606 0.30 0.125 6
PH 1 1,847 0 -62 1,847 -0.03 0.025 46
SG 1 505 0 264 505 0.52 0.040 20
TH 10 2,071 0 5,392 32,119 0.47 0.168 2,066
TW 6 -20,845 -3,292 -31,133 82,008 0.99 0.075 1,400

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -53,197 -27,385 -44,635 53,197 0.83 -0.086 3,069
1.0000 20 62,234 0 43,118 62,234 0.65 -0.036 -2,199
CN -1.0000 46 -1,027,377 -818,380 -1,389,001 1,027,377 1.38 -0.135 168,813
1.0000 44 1,171,548 0 1,736,448 1,171,548 1.49 -0.047 -102,238
HK -1.0000 17 -203,711 -143,375 -297,234 203,711 1.34 0.007 2,863
1.0000 6 70,499 0 70,815 70,499 1.03 0.121 6,938
JP -1.0000 39 -341,277 -139,605 -306,112 341,277 0.79 -0.006 -303
1.0000 49 459,503 0 375,306 459,503 0.82 0.054 24,785
NZ -1.0000 1 -1,287 -1,287 -511 1,287 0.40 -0.129 166
1.0000 1 1,320 0 279 1,320 0.21 -0.122 -161
PH 1.0000 1 1,847 0 -62 1,847 -0.03 0.025 46
SG 1.0000 1 505 0 264 505 0.52 0.040 20
TH -1.0000 5 -15,024 0 -6,569 15,024 0.35 0.083 -1,828
1.0000 5 17,095 0 11,961 17,095 0.59 0.252 3,895
TW -1.0000 3 -51,426 -3,292 -61,139 51,426 1.13 -0.055 1,574
1.0000 3 30,581 0 30,006 30,581 0.85 0.042 -174