trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -10,552 1,578,942 -12,993 33,663 150 42,147,488 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -794,747 794,747 -1,019,099 58,438
1 784,195 784,195 1,006,106 -24,775

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 45,028 -23,704 -5,367 235,585 0.61 0.067 1,302
CN 76 -8,378 -342,018 39,857 1,004,958 1.40 0.117 18,624
HK 21 -75,954 -63,848 -76,009 200,059 1.36 0.153 3,417
NZ 1 2,890 0 1,516 2,890 0.52 0.062 -178
SG 1 -3,203 0 -1,269 3,203 0.40 0.012 -40
TH 10 -23,013 0 -4,817 80,169 0.58 0.142 3,495
TW 5 52,078 0 33,096 52,078 0.80 0.136 7,042

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -95,279 -23,704 -66,493 95,279 0.70 -0.009 3
1 23 140,307 0 61,126 140,307 0.56 -0.004 1,300
CN -1 38 -506,668 -342,018 -763,653 506,668 1.36 -0.066 70,929
1 38 498,290 0 803,511 498,290 1.44 -0.071 -52,305
HK -1 13 -138,007 -63,848 -161,186 138,007 1.26 0.069 -7,097
1 8 62,053 0 85,177 62,053 1.50 0.154 10,514
NZ 1 1 2,890 0 1,516 2,890 0.52 -0.062 -178
SG -1 1 -3,203 0 -1,269 3,203 0.40 0.012 -40
TH -1 7 -51,591 0 -26,498 51,591 0.46 0.114 -5,358
1 3 28,578 0 21,681 28,578 0.88 0.208 8,853
TW 1 5 52,078 0 33,096 52,078 0.80 0.136 7,042