trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -30,074 3,346,767 -97,984 207,348 251 42,063,672 0.080

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,688,420 1,688,420 -1,906,757 169,890
1.0000 1,658,347 1,658,347 1,808,773 37,457

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 82,877 -26,513 63,660 140,039 0.71 0.078 4,631
CN 79 -11,467 -654,222 3,594 1,471,405 1.45 0.132 109,569
HK 12 -101,630 -57,766 -113,801 159,552 1.53 0.175 7,326
JP 114 -89,575 -446,991 -151,796 1,395,736 0.82 0.081 68,682
NZ 2 -4,104 -5,703 -1,993 7,302 0.31 0.067 506
TH 9 1,457 0 4,024 80,366 0.56 0.122 5,651
TW 5 92,368 0 98,328 92,368 1.08 0.129 10,983

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 7 -28,581 -26,513 -12,174 28,581 0.71 -0.035 2,702
1.0000 23 111,458 0 75,834 111,458 0.71 0.018 1,929
CN -1.0000 31 -741,436 -654,222 -1,047,715 741,436 1.46 -0.165 147,686
1.0000 48 729,969 0 1,051,310 729,969 1.44 -0.021 -38,117
HK -1.0000 9 -130,591 -57,766 -167,615 130,591 1.47 0.060 -505
1.0000 3 28,961 0 53,813 28,961 1.70 0.208 7,831
JP -1.0000 62 -742,655 -446,991 -646,972 742,655 0.88 -0.024 22,212
1.0000 52 653,080 0 495,176 653,080 0.74 0.072 46,471
NZ -1.0000 1 -5,703 -5,703 -2,335 5,703 0.41 -0.099 562
1.0000 1 1,599 0 342 1,599 0.21 -0.035 -56
TH -1.0000 5 -39,455 0 -29,946 39,455 0.40 0.104 -2,766
1.0000 4 40,911 0 33,970 40,911 0.76 0.144 8,417
TW 1.0000 5 92,368 0 98,328 92,368 1.08 0.129 10,983