trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -149,343 2,079,893 -289,291 36,346 203 42,166,799 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,114,618 1,114,618 -1,271,566 54,064
1.0000 965,275 965,275 982,275 -17,718

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 10,817 -25,325 4,142 80,610 0.73 0.076 2,749
CN 68 -170,687 -477,302 -449,037 1,181,606 1.36 0.117 26,267
HK 11 -23,601 -48,299 -995 80,615 1.39 0.083 6,685
JP 85 30,408 -84,011 134,643 637,913 0.85 0.081 402
MY 2 -8,137 0 -3,920 8,137 0.45 0.086 -26
NZ 1 21,892 0 9,376 21,892 0.43 0.140 -3,071
SG 3 -17,982 -17,982 -12,536 17,982 0.68 0.058 678
TH 3 -13,900 0 -2,754 29,290 0.22 0.113 -1,392
TW 2 21,848 0 31,789 21,848 1.52 0.189 4,054

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -34,897 -25,325 -20,122 34,897 0.77 -0.095 3,632
1.0000 20 45,713 0 24,264 45,713 0.72 -0.038 -884
CN -1.0000 36 -676,146 -477,302 -983,023 676,146 1.44 -0.091 67,665
1.0000 32 505,459 0 533,986 505,459 1.27 -0.038 -41,398
HK -1.0000 7 -52,108 -48,299 -52,819 52,108 1.15 -0.010 2,765
1.0000 4 28,507 0 51,824 28,507 1.81 0.103 3,920
JP -1.0000 31 -303,752 -84,011 -193,907 303,752 0.62 0.030 -18,133
1.0000 54 334,160 0 328,550 334,160 0.98 0.033 18,534
MY -1.0000 2 -8,137 0 -3,920 8,137 0.45 0.026 -26
NZ 1.0000 1 21,892 0 9,376 21,892 0.43 -0.140 -3,071
SG -1.0000 3 -17,982 -17,982 -12,536 17,982 0.68 -0.058 678
TH -1.0000 2 -21,595 0 -5,240 21,595 0.17 0.097 -2,516
1.0000 1 7,695 0 2,486 7,695 0.32 0.146 1,125
TW 1.0000 2 21,848 0 31,789 21,848 1.52 0.189 4,054