trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 180,397 4,132,829 -30,565 66,936 266 42,072,365 0.098

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,976,216 1,976,216 -2,339,155 158,835
1.0000 2,156,613 2,156,613 2,308,590 -91,900

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 1,360 -68,682 750 149,637 0.60 0.100 8,106
CN 104 82,542 -855,214 151,788 2,520,804 1.38 0.131 -44,193
HK 21 -68,404 -119,133 -137,693 225,464 1.65 0.124 13,539
JP 93 76,599 -291,171 -106,345 1,114,139 0.81 0.084 75,562
NZ 2 -652 -4,781 -1,025 8,911 0.30 0.118 128
SG 1 2,428 0 588 2,428 0.24 0.008 -19
TH 6 34,457 0 16,698 34,457 0.48 0.207 6,484
TW 6 52,067 0 44,673 76,989 0.99 0.128 7,328

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -74,139 -68,682 -44,052 74,139 0.66 -0.138 10,107
1.0000 18 75,499 0 44,803 75,499 0.55 -0.010 -2,001
CN -1.0000 63 -1,219,131 -855,214 -1,540,430 1,219,131 1.32 -0.091 130,259
1.0000 41 1,301,673 0 1,692,217 1,301,673 1.47 -0.084 -174,451
HK -1.0000 17 -146,934 -119,133 -252,591 146,934 1.66 0.038 -1,815
1.0000 4 78,530 0 114,898 78,530 1.62 0.222 15,354
JP -1.0000 46 -518,770 -291,171 -483,362 518,770 0.89 -0.035 19,609
1.0000 47 595,369 0 377,017 595,369 0.74 0.067 55,953
NZ -1.0000 1 -4,781 -4,781 -1,899 4,781 0.40 -0.123 590
1.0000 1 4,129 0 874 4,129 0.21 -0.112 -462
SG 1.0000 1 2,428 0 588 2,428 0.24 -0.008 -19
TH 1.0000 6 34,457 0 16,698 34,457 0.48 0.207 6,484
TW -1.0000 1 -12,461 0 -16,822 12,461 1.35 -0.007 86
1.0000 5 64,528 0 61,496 64,528 0.92 0.124 7,241