trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -284,664 2,016,345 -122,919 59,310 170 41,961,684 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,150,505 1,150,505 -1,202,527 114,963
1.0000 865,841 865,841 1,079,608 -55,653

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -20,398 -58,980 21,282 141,989 0.85 0.101 -7,154
CN 58 -307,098 -479,088 -233,933 1,385,259 1.32 0.114 61,955
HK 7 -37,347 -761 -46,028 49,415 1.28 0.097 -5,475
JP 67 72,740 -70,553 117,295 405,143 0.79 0.078 7,595
MY 1 -1,830 0 -1,068 1,830 0.58 0.169 -309
NZ 1 -3,320 -3,320 -891 3,320 0.27 0.096 320
SG 2 -1,761 -1,761 -1,224 1,761 0.70 0.133 195
TH 5 -3,745 0 -480 9,533 0.67 0.198 -894
TW 3 18,095 0 22,129 18,095 1.27 0.170 3,078

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 20 -81,194 -58,980 -48,186 81,194 0.83 -0.076 4,222
1.0000 6 60,795 0 69,468 60,795 0.93 -0.036 -11,376
CN -1.0000 30 -846,179 -479,088 -977,706 846,179 1.36 -0.106 113,328
1.0000 28 539,080 0 743,773 539,080 1.28 -0.035 -51,373
HK -1.0000 3 -43,381 -761 -52,663 43,381 1.17 0.029 -5,736
1.0000 4 6,034 0 6,635 6,034 1.37 0.077 261
JP -1.0000 32 -166,201 -70,553 -117,867 166,201 0.74 -0.032 4,412
1.0000 35 238,941 0 235,162 238,941 0.84 0.003 3,183
MY -1.0000 1 -1,830 0 -1,068 1,830 0.58 0.169 -309
NZ -1.0000 1 -3,320 -3,320 -891 3,320 0.27 -0.096 320
SG -1.0000 2 -1,761 -1,761 -1,224 1,761 0.70 -0.133 195
TH -1.0000 2 -6,639 0 -2,922 6,639 0.54 0.215 -1,468
1.0000 3 2,894 0 2,442 2,894 0.75 0.187 575
TW 1.0000 3 18,095 0 22,129 18,095 1.27 0.170 3,078