trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -348,153 2,236,273 -339,118 58,122 229 42,211,666 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,292,213 1,292,213 -1,327,168 55,215
1.0000 944,060 944,060 988,049 2,907

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 20,874 -20,916 -1,472 114,665 0.76 0.069 1,693
CN 66 -370,863 -562,169 -244,007 1,315,997 1.25 0.115 60,119
HK 12 -22,540 0 -49,327 79,742 1.38 0.116 -4,258
JP 108 21,062 -53,896 -46,545 705,058 0.73 0.068 -318
NZ 1 181 0 69 181 0.38 0.137 -25
SG 1 2,080 0 421 2,080 0.20 0.029 60
TH 4 -8,748 0 -7,475 8,748 0.67 0.133 -1,285
TW 1 9,801 0 9,218 9,801 0.94 0.218 2,135

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -46,895 -20,916 -29,271 46,895 0.96 -0.080 498
1.0000 24 67,770 0 27,798 67,770 0.67 0.007 1,196
CN -1.0000 41 -843,430 -562,169 -943,390 843,430 1.19 -0.067 78,390
1.0000 25 472,567 0 699,383 472,567 1.36 -0.028 -18,271
HK -1.0000 8 -51,141 0 -75,927 51,141 1.53 0.102 -7,245
1.0000 4 28,601 0 26,600 28,601 1.09 0.122 2,986
JP -1.0000 45 -341,998 -53,896 -271,105 341,998 0.80 0.032 -15,144
1.0000 63 363,060 0 224,560 363,060 0.67 0.026 14,826
NZ 1.0000 1 181 0 69 181 0.38 -0.137 -25
SG 1.0000 1 2,080 0 421 2,080 0.20 0.029 60
TH -1.0000 4 -8,748 0 -7,475 8,748 0.67 0.133 -1,285
TW 1.0000 1 9,801 0 9,218 9,801 0.94 0.218 2,135