trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 6,794 3,141,956 58,015 87,563 263 42,087,419 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,567,581 1,567,581 -1,634,877 116,265
1.0000 1,574,375 1,574,375 1,692,892 -28,702

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -490 -33,627 -5,572 125,371 0.65 0.074 446
CN 89 51,570 -531,081 80,367 1,496,767 1.36 0.127 23,848
HK 17 7,165 -33,838 28,494 126,365 1.41 0.149 10,020
JP 108 -42,470 -309,924 -85,024 1,224,913 0.75 0.072 44,947
NZ 2 4,058 0 1,267 4,058 0.37 0.049 -183
TH 11 -44,377 0 273 133,143 0.55 0.140 4,240
TW 4 31,337 0 38,210 31,337 1.22 0.130 4,245

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -62,930 -33,627 -38,146 62,930 0.61 -0.015 1,602
1.0000 15 62,441 0 32,575 62,441 0.70 -0.024 -1,155
CN -1.0000 54 -722,599 -531,081 -974,728 722,599 1.35 -0.079 108,806
1.0000 35 774,169 0 1,055,095 774,169 1.36 -0.102 -84,958
HK -1.0000 11 -59,600 -33,838 -80,104 59,600 1.35 0.031 -1,096
1.0000 6 66,765 0 108,597 66,765 1.54 0.169 11,116
JP -1.0000 55 -633,692 -309,924 -508,142 633,692 0.79 -0.010 16,407
1.0000 53 591,222 0 423,117 591,222 0.70 0.036 28,541
NZ 1.0000 2 4,058 0 1,267 4,058 0.37 -0.049 -183
TH -1.0000 8 -88,760 0 -33,758 88,760 0.41 0.096 -9,453
1.0000 3 44,383 0 34,031 44,383 0.92 0.229 13,693
TW 1.0000 4 31,337 0 38,210 31,337 1.22 0.130 4,245