trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 11,955 4,269,820 16,804 131,084 275 42,063,868 0.102

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,128,932 2,128,932 -2,402,215 222,824
1.0000 2,140,888 2,140,888 2,419,019 -91,739

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -5,296 -59,057 -12,923 112,818 0.53 0.078 8,781
CN 112 -29,503 -1,132,180 152,116 2,411,258 1.31 0.132 6,497
HK 19 -59,051 -44,579 -88,504 117,131 1.35 0.141 5,748
JP 103 -70,893 -515,609 -188,073 1,353,163 0.81 0.071 83,368
SG 1 115,414 0 63,779 115,414 0.55 0.056 6,410
TH 9 -11,379 0 -260 87,373 0.59 0.115 2,940
TW 1 72,663 0 90,670 72,663 1.25 0.239 17,340

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -59,057 -59,057 -42,378 59,057 0.54 -0.089 8,262
1.0000 15 53,761 0 29,455 53,761 0.52 0.041 519
CN -1.0000 62 -1,220,380 -1,132,180 -1,493,168 1,220,380 1.26 -0.102 185,529
1.0000 50 1,190,877 0 1,645,284 1,190,877 1.37 -0.102 -179,032
HK -1.0000 15 -88,091 -44,579 -125,165 88,091 1.40 0.067 -3,377
1.0000 4 29,040 0 36,661 29,040 1.17 0.197 9,125
JP -1.0000 56 -712,028 -515,609 -711,356 712,028 0.90 -0.041 37,042
1.0000 47 641,135 0 523,284 641,135 0.71 0.069 46,327
SG 1.0000 1 115,414 0 63,779 115,414 0.55 0.056 6,410
TH -1.0000 5 -49,376 0 -30,148 49,376 0.45 0.096 -4,632
1.0000 4 37,997 0 29,888 37,997 0.76 0.139 7,572
TW 1.0000 1 72,663 0 90,670 72,663 1.25 0.239 17,340