trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -44,906 3,501,687 121,344 192,649 258 42,122,521 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,773,296 1,773,296 -1,852,092 118,846
1.0000 1,728,390 1,728,390 1,973,436 73,804

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 51,155 -19,670 -44,125 254,107 0.63 0.080 4,206
CN 96 106,307 -685,374 117,740 1,894,561 1.31 0.140 156,870
HK 19 28,607 -19,391 20,225 156,110 1.34 0.175 13,523
JP 103 -151,513 -222,518 52,892 1,051,347 0.80 0.082 19,546
NZ 1 2,463 0 1,292 2,463 0.52 0.069 -169
SG 2 -17,022 -17,022 -20,448 17,022 1.08 0.115 998
TH 12 -64,904 -1,136 -6,231 126,077 0.46 0.156 -2,324

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -101,476 -19,670 -86,076 101,476 0.71 -0.011 -384
1.0000 12 152,631 0 41,951 152,631 0.55 0.035 4,590
CN -1.0000 41 -894,127 -685,374 -1,178,634 894,127 1.30 -0.126 149,020
1.0000 55 1,000,434 0 1,296,374 1,000,434 1.32 -0.009 7,850
HK -1.0000 9 -63,752 -19,391 -90,012 63,752 1.27 0.070 -7,900
1.0000 10 92,359 0 110,237 92,359 1.40 0.216 21,423
JP -1.0000 58 -601,430 -222,518 -451,515 601,430 0.71 0.000 -12,952
1.0000 45 449,917 0 504,406 449,917 0.91 0.047 32,498
NZ 1.0000 1 2,463 0 1,292 2,463 0.52 -0.069 -169
SG -1.0000 2 -17,022 -17,022 -20,448 17,022 1.08 0.041 998
TH -1.0000 7 -95,491 -1,136 -25,407 95,491 0.29 0.099 -9,935
1.0000 5 30,587 0 19,176 30,587 0.69 0.235 7,611