trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -367,471 2,004,993 -152,215 81,190 194 41,985,779 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,186,232 1,186,232 -941,035 77,507
1.0000 818,761 818,761 788,819 3,684

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -14,756 -39,121 -20,896 90,306 0.69 0.082 4,571
CN 49 -412,837 -629,581 -128,356 1,227,250 1.13 0.093 39,162
HK 16 -19,751 -20,189 -23,147 103,419 1.36 0.121 3,487
ID 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP 91 55,472 -141,971 38,172 496,273 0.69 0.072 26,948
NZ 2 -6,085 -6,085 -3,044 6,085 0.43 0.064 400
SG 2 11,269 0 5,788 11,269 0.54 0.067 -309
TW 1 -25,588 0 -36,561 25,588 1.43 0.081 -2,070

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -52,531 -39,121 -31,045 52,531 0.83 -0.081 4,749
1.0000 11 37,775 0 10,149 37,775 0.52 -0.049 -178
CN -1.0000 29 -820,043 -629,581 -638,815 820,043 1.15 -0.060 74,442
1.0000 20 407,206 0 510,459 407,206 1.10 -0.056 -35,280
HK -1.0000 10 -61,585 -20,189 -80,454 61,585 1.29 0.019 -6,837
1.0000 6 41,834 0 57,307 41,834 1.48 0.221 10,324
ID 1.0000 8 44,804 0 15,828 44,804 0.38 0.202 9,002
JP -1.0000 46 -220,400 -141,971 -151,116 220,400 0.64 -0.025 6,823
1.0000 45 275,872 0 189,287 275,872 0.74 0.061 20,125
NZ -1.0000 2 -6,085 -6,085 -3,044 6,085 0.43 -0.064 400
SG 1.0000 2 11,269 0 5,788 11,269 0.54 -0.033 -309
TW -1.0000 1 -25,588 0 -36,561 25,588 1.43 0.081 -2,070