trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -243,750 4,160,220 -310,149 276,456 309 41,932,390 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,201,985 2,201,985 -2,566,319 215,343
1.0000 1,958,235 1,958,235 2,256,169 61,114

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -33,994 -87,104 -9,505 171,035 0.66 0.062 12,937
CN 107 -232,512 -979,429 -423,633 2,070,410 1.41 0.142 107,645
HK 28 53,088 -69,095 30,662 267,748 1.38 0.128 28,991
JP 114 -162,744 -626,971 -62,152 1,425,621 0.82 0.080 94,596
NZ 2 -1,224 -4,427 -1,128 7,630 0.31 0.074 323
SG 2 3,309 0 2,023 3,309 0.67 0.053 180
TH 10 -17,403 0 1,464 47,650 0.46 0.150 492
TW 11 147,730 0 152,119 166,818 0.99 0.174 31,292

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -102,514 -87,104 -49,521 102,514 0.63 -0.050 11,515
1.0000 20 68,520 0 40,016 68,520 0.68 -0.005 1,422
CN -1.0000 61 -1,151,461 -979,429 -1,681,597 1,151,461 1.53 -0.151 181,216
1.0000 46 918,949 0 1,257,963 918,949 1.24 -0.020 -73,571
HK -1.0000 17 -107,330 -69,095 -165,947 107,330 1.47 0.043 -4,526
1.0000 11 160,418 0 196,609 160,418 1.22 0.182 33,517
JP -1.0000 62 -794,183 -626,971 -651,693 794,183 0.76 -0.024 29,559
1.0000 52 631,439 0 589,541 631,439 0.89 0.088 65,037
NZ -1.0000 1 -4,427 -4,427 -1,812 4,427 0.41 -0.105 463
1.0000 1 3,203 0 685 3,203 0.21 -0.044 -140
SG 1.0000 2 3,309 0 2,023 3,309 0.67 0.053 180
TH -1.0000 7 -32,527 0 -10,295 32,527 0.31 0.124 -2,640
1.0000 3 15,123 0 11,760 15,123 0.79 0.210 3,132
TW -1.0000 1 -9,544 0 -5,454 9,544 0.57 0.026 -245
1.0000 10 157,274 0 157,573 157,274 1.03 0.180 31,537