trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -168,988 1,559,069 -14,974 37,347 192 40,980,788 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -864,028 864,028 -792,762 45,284
1 695,040 695,040 777,788 -7,937

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -9,657 -65,796 40,087 150,302 0.67 0.089 3,496
CN 41 -201,611 -394,867 -81,257 803,621 1.29 0.078 249
HK 18 29,774 -34,075 1,964 163,582 1.42 0.125 20,530
JP 79 14,774 -90,159 27,230 380,263 0.73 0.069 7,448
KR 8 5,258 -8,152 -524 21,562 0.29 0.214 4,723
NZ 2 -2,166 -2,166 -1,058 2,166 0.38 0.074 156
SG 4 -1,478 -8,838 -3,447 16,197 0.68 0.034 770
TH 6 -3,882 0 2,030 21,375 0.59 0.147 -26

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -79,979 -65,796 -14,859 79,979 0.42 -0.108 9,459
1 15 70,322 0 54,947 70,322 1.00 -0.034 -5,963
CN -1 28 -502,616 -394,867 -530,002 502,616 1.21 -0.015 29,627
1 13 301,005 0 448,745 301,005 1.47 -0.084 -29,378
HK -1 14 -66,904 -34,075 -96,645 66,904 1.48 0.034 -1,872
1 4 96,678 0 98,608 96,678 1.19 0.221 22,402
JP -1 37 -182,745 -90,159 -136,188 182,745 0.71 -0.062 6,975
1 42 197,518 0 163,418 197,518 0.74 0.002 473
KR -1 5 -8,152 -8,152 -3,056 8,152 0.30 -0.226 1,711
1 3 13,410 0 2,532 13,410 0.29 0.193 3,012
NZ -1 2 -2,166 -2,166 -1,058 2,166 0.38 -0.074 156
SG -1 1 -8,838 -8,838 -5,777 8,838 0.65 -0.100 883
1 3 7,360 0 2,330 7,360 0.69 -0.002 -113
TH -1 4 -12,628 0 -5,178 12,628 0.52 0.131 -1,656
1 2 8,746 0 7,208 8,746 0.74 0.178 1,630