trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -150,331 1,679,074 -110,298 56,616 185 42,216,713 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -914,703 914,703 -895,917 40,010
1.0000 764,372 764,372 785,618 16,606

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -2,087 -69,703 5,054 212,078 0.65 0.116 3,619
CN 47 -200,118 -311,002 -162,910 716,998 1.21 0.094 22,022
HK 8 -29,292 -5,972 -55,938 55,434 1.07 0.128 44
JP 87 80,254 -129,419 114,727 567,736 0.83 0.083 25,175
MY 3 -1,532 0 -1,031 3,086 0.44 0.098 275
NZ 1 603 0 229 603 0.38 0.180 -109
SG 1 2,183 0 442 2,183 0.20 0.017 36
TH 8 1,439 0 13,474 61,277 0.57 0.209 2,122
TW 3 -1,782 0 -24,344 59,681 0.98 0.050 3,430

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 19 -107,082 -69,703 -75,058 107,082 0.65 -0.090 11,101
1.0000 8 104,996 0 80,111 104,996 0.65 -0.035 -7,483
CN -1.0000 27 -458,558 -311,002 -525,279 458,558 1.07 -0.055 37,651
1.0000 20 258,440 0 362,369 258,440 1.40 -0.014 -15,629
HK -1.0000 6 -42,363 -5,972 -67,715 42,363 1.12 0.039 -2,057
1.0000 2 13,071 0 11,777 13,071 0.91 0.174 2,101
JP -1.0000 34 -243,741 -129,419 -177,867 243,741 0.83 -0.007 -2,017
1.0000 53 323,995 0 292,594 323,995 0.84 0.058 27,193
MY -1.0000 2 -2,309 0 -1,198 2,309 0.55 -0.036 104
1.0000 1 777 0 167 777 0.21 0.221 172
NZ 1.0000 1 603 0 229 603 0.38 -0.180 -109
SG 1.0000 1 2,183 0 442 2,183 0.20 0.017 36
TH -1.0000 5 -29,919 0 -11,127 29,919 0.40 0.192 -5,377
1.0000 3 31,358 0 24,600 31,358 0.85 0.237 7,500
TW -1.0000 2 -30,731 0 -37,673 30,731 1.23 -0.019 606
1.0000 1 28,950 0 13,329 28,950 0.46 0.098 2,825