trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 18,296 1,124,303 42,947 8,034 176 41,357,173 0.027

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -553,003 553,003 -528,188 18,140
1.0000 571,300 571,300 571,134 -10,107

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -4,757 -13,059 -2,243 36,945 0.56 0.094 2,411
CN 45 61,115 -154,902 41,056 589,768 1.36 0.081 -14,597
HK 10 -6,104 -8,137 -7,016 16,735 1.33 0.086 1,330
JP 81 15,647 -92,706 17,194 348,489 0.66 0.074 9,364
KR 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ 3 -76,367 -76,367 -14,961 76,367 0.20 0.075 6,009
SG 5 14,633 0 7,094 14,633 0.49 0.055 478
TH 9 4,086 0 -3,060 31,323 0.41 0.199 1,117
TW 1 4,602 0 3,560 4,602 0.77 0.151 695

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -20,851 -13,059 -9,502 20,851 0.58 -0.126 2,340
1.0000 10 16,094 0 7,259 16,094 0.55 -0.035 70
CN -1.0000 30 -264,326 -154,902 -375,883 264,326 1.33 -0.005 4,576
1.0000 15 325,441 0 416,939 325,441 1.41 -0.055 -19,173
HK -1.0000 8 -11,419 -8,137 -15,812 11,419 1.31 -0.042 337
1.0000 2 5,316 0 8,797 5,316 1.39 0.186 993
JP -1.0000 42 -166,421 -92,706 -103,307 166,421 0.65 -0.043 7,728
1.0000 39 182,068 0 120,502 182,068 0.68 0.020 1,635
KR 1.0000 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ -1.0000 3 -76,367 -76,367 -14,961 76,367 0.20 -0.075 6,009
SG 1.0000 5 14,633 0 7,094 14,633 0.49 0.023 478
TH -1.0000 5 -13,619 0 -8,721 13,619 0.51 0.180 -2,850
1.0000 4 17,704 0 5,662 17,704 0.28 0.222 3,967
TW 1.0000 1 4,602 0 3,560 4,602 0.77 0.151 695