trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 263,164 4,947,041 -55,916 33,332 317 42,045,212 0.118

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,341,938 2,341,938 -2,554,073 117,350
1.0000 2,605,102 2,605,102 2,498,156 -84,018

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 44 213,230 -76,409 55,506 519,624 0.68 0.071 21,347
CN 112 174,670 -800,331 87,545 2,659,472 1.33 0.123 -106,680
HK 25 190,625 -21,872 124,221 310,437 1.39 0.175 36,829
JP 100 57,136 -361,172 -53,869 1,057,216 0.72 0.069 55,571
NZ 1 -487 -487 -211 487 0.43 0.116 57
SG 4 -33,677 -33,677 -11,654 33,677 0.65 0.060 1,791
TH 11 8,410 -1,689 2,946 19,386 0.45 0.188 2,164
TW 20 -346,741 -215,235 -260,402 346,741 0.78 0.052 22,254

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 26 -153,197 -76,409 -146,186 153,197 0.78 -0.002 7,748
1.0000 18 366,427 0 201,692 366,427 0.53 0.035 13,599
CN -1.0000 60 -1,242,401 -800,331 -1,643,971 1,242,401 1.39 -0.081 87,602
1.0000 52 1,417,071 0 1,731,516 1,417,071 1.26 -0.103 -194,282
HK -1.0000 11 -59,906 -21,872 -101,630 59,906 1.71 0.021 -4,806
1.0000 14 250,531 0 225,852 250,531 1.15 0.205 41,635
JP -1.0000 56 -500,040 -361,172 -386,806 500,040 0.77 -0.005 3,560
1.0000 44 557,176 0 332,938 557,176 0.65 0.076 52,010
NZ -1.0000 1 -487 -487 -211 487 0.43 -0.116 57
SG -1.0000 4 -33,677 -33,677 -11,654 33,677 0.65 0.026 1,791
TH -1.0000 5 -5,488 -1,689 -3,212 5,488 0.57 0.140 -856
1.0000 6 13,898 0 6,158 13,898 0.35 0.229 3,020
TW -1.0000 20 -346,741 -215,235 -260,402 346,741 0.78 -0.042 22,254