trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -58,696 3,602,304 20,575 134,651 247 42,120,698 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,830,500 1,830,500 -1,986,454 145,329
1.0000 1,771,804 1,771,804 2,007,028 -10,678

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 33,614 -51,784 46,335 141,197 0.63 0.083 11,362
CN 82 49,340 -753,363 -28,147 1,926,555 1.41 0.135 69,752
HK 14 -20,074 -20,947 -21,027 93,665 1.56 0.135 5,525
JP 115 -86,879 -311,423 52,184 1,371,919 0.80 0.075 49,649
NZ 2 492 -506 316 1,503 0.47 0.121 -20
SG 2 -15,752 -15,752 -18,698 15,752 0.96 0.015 310
TH 7 -19,437 0 -10,389 51,713 0.34 0.204 -1,926

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -53,791 -51,784 -12,405 53,791 0.64 -0.040 7,150
1.0000 14 87,406 0 58,740 87,406 0.62 0.005 4,212
CN -1.0000 43 -938,608 -753,363 -1,312,020 938,608 1.46 -0.107 135,445
1.0000 39 987,947 0 1,283,873 987,947 1.34 -0.087 -65,693
HK -1.0000 8 -56,869 -20,947 -91,105 56,869 1.48 0.034 -3,137
1.0000 6 36,796 0 70,078 36,796 1.67 0.161 8,662
JP -1.0000 57 -729,399 -311,423 -539,204 729,399 0.76 -0.012 10,674
1.0000 58 642,520 0 591,388 642,520 0.84 0.041 38,974
NZ -1.0000 1 -506 -506 -207 506 0.41 -0.147 74
1.0000 1 997 0 523 997 0.52 -0.095 -95
SG -1.0000 2 -15,752 -15,752 -18,698 15,752 0.96 -0.007 310
TH -1.0000 5 -35,575 0 -12,815 35,575 0.38 0.202 -5,187
1.0000 2 16,138 0 2,426 16,138 0.25 0.209 3,261