trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -367,080 1,868,358 -494,980 176 231 41,911,987 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,117,719 1,117,719 -1,229,382 16,274
1.0000 750,639 750,639 734,401 -16,099

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 24,952 -1,991 12,712 93,039 0.62 0.076 -3,588
CN 74 -326,878 -415,933 -380,534 865,169 1.21 0.081 836
HK 20 -87,695 -49,643 -136,333 275,479 1.26 0.125 -10,996
JP 103 21,720 -104,585 8,542 623,191 0.68 0.069 14,104
KR 1 1,648 0 142 1,648 0.09 0.247 407
TW 2 -827 0 491 9,832 0.71 0.173 -587

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -34,043 -1,991 -15,492 34,043 0.66 -0.034 57
1.0000 18 58,995 0 28,204 58,995 0.60 -0.083 -3,645
CN -1.0000 57 -596,023 -415,933 -752,623 596,023 1.24 -0.025 35,268
1.0000 17 269,146 0 372,089 269,146 1.13 -0.056 -34,432
HK -1.0000 9 -181,587 -49,643 -251,437 181,587 1.29 -0.005 -23,897
1.0000 11 93,892 0 115,104 93,892 1.24 0.162 12,900
JP -1.0000 45 -300,735 -104,585 -206,654 300,735 0.65 -0.057 6,008
1.0000 58 322,456 0 215,196 322,456 0.70 0.020 8,096
KR 1.0000 1 1,648 0 142 1,648 0.09 0.247 407
TW -1.0000 1 -5,330 0 -3,176 5,330 0.60 0.218 -1,163
1.0000 1 4,502 0 3,667 4,502 0.81 0.128 576