trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 215,861 4,349,082 124,620 247,427 274 42,295,367 0.103

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,066,611 2,066,611 -2,254,208 176,546
1.0000 2,282,472 2,282,472 2,378,828 70,881

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 43,322 0 2,816 196,482 0.65 0.080 461
CN 93 92,436 -926,239 -160,362 2,372,018 1.35 0.151 170,813
HK 19 138,589 -26,881 199,299 225,381 1.41 0.140 38,864
JP 113 80,312 -244,959 214,398 1,310,933 0.81 0.083 42,079
NZ 1 -697 -697 -32 697 0.05 0.131 91
SG 1 -174 -174 -213 174 1.22 0.039 7
TH 12 -40,274 0 -38,048 138,317 0.53 0.158 -606
TW 7 -97,653 0 -93,237 105,081 1.03 0.045 -4,282

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -76,580 0 -56,677 76,580 0.67 0.041 -1,959
1.0000 20 119,902 0 59,492 119,902 0.65 0.012 2,420
CN -1.0000 51 -1,139,791 -926,239 -1,560,593 1,139,791 1.39 -0.139 203,908
1.0000 42 1,232,227 0 1,400,231 1,232,227 1.30 -0.035 -33,094
HK -1.0000 6 -43,396 -26,881 -51,313 43,396 1.40 -0.076 1,313
1.0000 13 181,985 0 250,612 181,985 1.41 0.158 37,551
JP -1.0000 58 -615,310 -244,959 -427,119 615,310 0.70 -0.004 -10,704
1.0000 55 695,622 0 641,517 695,622 0.94 0.055 52,782
NZ -1.0000 1 -697 -697 -32 697 0.05 -0.131 91
SG -1.0000 1 -174 -174 -213 174 1.22 -0.039 7
TH -1.0000 8 -89,295 0 -61,563 89,295 0.58 0.131 -11,971
1.0000 4 49,021 0 23,514 49,021 0.41 0.210 11,365
TW -1.0000 6 -101,367 0 -96,699 101,367 1.05 0.044 -4,139
1.0000 1 3,714 0 3,462 3,714 0.93 -0.038 -143