trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -237,954 1,746,758 -24,253 37,027 201 42,082,616 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -992,356 992,356 -829,881 39,279
1.0000 754,402 754,402 805,628 -2,253

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 10,874 -8,229 17,462 52,901 0.71 0.089 871
CN 63 -220,504 -212,032 18,061 1,088,089 1.24 0.095 7,398
HK 14 8,893 -6,848 -1,962 125,080 1.42 0.158 2,528
ID 3 5,327 0 1,472 5,327 0.28 0.157 835
JP 89 -52,793 -227,759 -62,733 465,112 0.65 0.072 23,591
NZ 1 785 0 336 785 0.43 0.116 -91
SG 2 1,110 0 728 1,110 0.55 0.112 -163
TH 2 8,355 0 2,383 8,355 0.31 0.240 2,058

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 8 -21,013 -8,229 -3,038 21,013 0.43 -0.080 1,546
1.0000 19 31,887 0 20,500 31,887 0.83 -0.076 -675
CN -1.0000 29 -654,297 -212,032 -568,773 654,297 1.05 -0.007 32,463
1.0000 34 433,793 0 586,834 433,793 1.41 -0.015 -25,065
HK -1.0000 6 -58,093 -6,848 -91,273 58,093 1.41 0.123 -10,598
1.0000 8 66,986 0 89,311 66,986 1.42 0.184 13,126
ID 1.0000 3 5,327 0 1,472 5,327 0.28 0.157 835
JP -1.0000 51 -258,953 -227,759 -166,796 258,953 0.69 -0.067 15,869
1.0000 38 206,160 0 104,064 206,160 0.61 0.018 7,722
NZ 1.0000 1 785 0 336 785 0.43 -0.116 -91
SG 1.0000 2 1,110 0 728 1,110 0.55 -0.112 -163
TH 1.0000 2 8,355 0 2,383 8,355 0.31 0.240 2,058