trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -4,359 3,486,056 -15,772 42,657 269 42,082,781 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,745,208 1,745,208 -2,047,776 126,507
1.0000 1,740,848 1,740,848 2,032,004 -83,850

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 18,305 -20,161 23,446 79,594 0.69 0.079 1,182
CN 97 35,678 -836,286 -50,787 2,169,180 1.36 0.130 20,494
HK 32 -31,878 -93,196 3,585 326,391 1.21 0.112 6,061
JP 96 -69,547 -188,144 -51,132 708,407 0.77 0.067 11,712
NZ 2 374 -682 -53 1,737 0.31 0.063 51
SG 2 52,719 0 34,502 52,719 0.67 0.055 2,708
TH 13 -63,631 -7,651 -16,606 94,407 0.46 0.134 -6,951
TW 5 53,621 0 41,273 53,621 1.39 0.172 7,399

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -30,644 -20,161 -17,600 30,644 0.62 -0.056 2,143
1.0000 12 48,949 0 41,047 48,949 0.74 -0.032 -960
CN -1.0000 60 -1,066,751 -836,286 -1,502,060 1,066,751 1.31 -0.084 154,143
1.0000 37 1,102,429 0 1,451,273 1,102,429 1.43 -0.083 -133,649
HK -1.0000 23 -179,134 -93,196 -194,852 179,134 1.15 0.071 -15,779
1.0000 9 147,257 0 198,437 147,257 1.37 0.174 21,839
JP -1.0000 49 -388,977 -188,144 -305,421 388,977 0.79 0.011 -3,735
1.0000 47 319,430 0 254,289 319,430 0.76 0.043 15,447
NZ -1.0000 1 -682 -682 -279 682 0.41 -0.106 72
1.0000 1 1,055 0 226 1,055 0.21 -0.020 -22
SG 1.0000 2 52,719 0 34,502 52,719 0.67 0.055 2,708
TH -1.0000 8 -79,019 -7,651 -27,564 79,019 0.33 0.082 -10,338
1.0000 5 15,388 0 10,958 15,388 0.66 0.208 3,388
TW 1.0000 5 53,621 0 41,273 53,621 1.39 0.155 7,399