trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -547,492 4,089,661 -737,721 -19,411 203 50,265,761 0.081

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,318,577 2,318,577 -2,814,681 27,527
1 1,771,084 1,771,084 2,076,960 -46,938

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -767 -9,951 -5,286 57,796 0.64 0.082 1,315
CN 65 -39,708 -1,266,939 152,991 2,626,949 1.26 0.088 28,500
HK 16 -512,724 -646,977 -780,148 885,584 1.15 0.146 -71,051
JP 94 11,839 -130,340 -102,103 508,692 0.70 0.071 20,235
NZ 1 -7,609 -7,609 -3,259 7,609 0.43 0.129 978
TH 2 1,477 0 85 3,032 0.06 0.231 611

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -29,281 -9,951 -17,985 29,281 0.58 -0.065 1,594
1 11 28,514 0 12,699 28,514 0.73 -0.057 -279
CN -1 41 -1,333,329 -1,266,939 -1,660,047 1,333,329 1.26 -0.034 108,291
1 24 1,293,621 0 1,813,038 1,293,621 1.27 -0.043 -79,790
HK -1 6 -699,154 -646,977 -902,950 699,154 1.32 0.107 -93,013
1 10 186,430 0 122,802 186,430 1.04 0.170 21,961
JP -1 50 -248,426 -130,340 -230,387 248,426 0.86 -0.057 9,786
1 44 260,265 0 128,284 260,265 0.51 0.018 10,449
NZ -1 1 -7,609 -7,609 -3,259 7,609 0.43 -0.129 978
TH -1 1 -777 0 -53 777 0.07 0.141 -110
1 1 2,255 0 137 2,255 0.06 0.320 721