trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -162,464 2,751,654 -81,636 98,334 227 41,929,695 0.066

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,457,059 1,457,059 -1,418,121 116,361
1.0000 1,294,595 1,294,595 1,336,484 -18,027

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 -28,584 -58,223 -22,648 87,863 0.87 0.088 8,607
CN 58 -161,491 -557,932 -198,462 1,649,627 1.27 0.109 27,957
HK 18 37,628 -46,911 107,778 162,132 1.34 0.138 22,028
ID 3 3,827 0 1,067 3,827 0.33 0.132 535
JP 113 -54,689 -298,342 -13,649 775,725 0.80 0.070 28,811
NZ 1 -875 -875 -235 875 0.27 0.061 53
SG 3 -4,452 -5,788 -3,139 7,125 0.78 0.108 272
TH 5 -3,125 0 999 15,185 0.54 0.188 -1,330
TW 4 49,297 0 46,652 49,297 0.96 0.189 11,401

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -58,223 -58,223 -33,807 58,223 0.90 -0.095 7,149
1.0000 5 29,639 0 11,159 29,639 0.77 -0.003 1,458
CN -1.0000 32 -905,559 -557,932 -995,131 905,559 1.31 -0.097 96,574
1.0000 26 744,068 0 796,669 744,068 1.23 -0.018 -68,617
HK -1.0000 8 -62,252 -46,911 -62,574 62,252 1.10 0.002 1,023
1.0000 10 99,880 0 170,351 99,880 1.53 0.172 21,005
ID 1.0000 3 3,827 0 1,067 3,827 0.33 0.132 535
JP -1.0000 63 -415,207 -298,342 -320,935 415,207 0.81 -0.042 13,442
1.0000 50 360,518 0 307,286 360,518 0.79 0.043 15,369
NZ -1.0000 1 -875 -875 -235 875 0.27 -0.061 53
SG -1.0000 2 -5,788 -5,788 -4,100 5,788 0.81 -0.073 512
1.0000 1 1,336 0 961 1,336 0.72 -0.179 -240
TH -1.0000 2 -9,155 0 -1,339 9,155 0.21 0.233 -2,392
1.0000 3 6,030 0 2,338 6,030 0.76 0.158 1,062
TW 1.0000 4 49,297 0 46,652 49,297 0.96 0.189 11,401