trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -58,795 888,789 43,314 15,338 152 40,696,646 0.022

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -473,792 473,792 -432,912 22,444
1.0000 414,997 414,997 476,226 -7,106

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -8,867 -42,240 20 87,710 0.67 0.101 3,969
CN 34 -57,279 -152,020 -242 401,114 1.23 0.089 -9,885
HK 19 -15,553 -44,882 3,158 131,272 1.21 0.113 7,448
JP 55 30,865 -86,090 47,363 243,782 0.67 0.080 10,703
KR 7 -5,333 -7,648 -3,250 9,963 0.61 0.169 1,914
NZ 1 -3,502 -3,502 -2,048 3,502 0.58 0.063 222
SG 1 -2,370 -2,370 -1,549 2,370 0.65 0.098 232
TH 6 4,483 0 1,355 7,837 0.59 0.152 659
TW 1 -1,239 -1,239 -1,493 1,239 1.21 0.061 75

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 18 -48,289 -42,240 -22,263 48,289 0.56 -0.120 6,091
1.0000 10 39,421 0 22,284 39,421 0.86 -0.038 -2,122
CN -1.0000 21 -229,196 -152,020 -260,459 229,196 1.09 -0.033 10,876
1.0000 13 171,917 0 260,217 171,917 1.46 -0.082 -20,761
HK -1.0000 13 -73,412 -44,882 -81,420 73,412 1.15 0.035 -4,273
1.0000 6 57,860 0 84,578 57,860 1.33 0.207 11,722
JP -1.0000 27 -106,459 -86,090 -58,201 106,459 0.62 -0.060 7,927
1.0000 28 137,323 0 105,564 137,323 0.73 0.010 2,776
KR -1.0000 4 -7,648 -7,648 -4,133 7,648 0.85 -0.149 1,519
1.0000 3 2,315 0 883 2,315 0.29 0.194 396
NZ -1.0000 1 -3,502 -3,502 -2,048 3,502 0.58 -0.063 222
SG -1.0000 1 -2,370 -2,370 -1,549 2,370 0.65 -0.098 232
TH -1.0000 3 -1,677 0 -1,346 1,677 0.72 0.159 -224
1.0000 3 6,160 0 2,701 6,160 0.45 0.144 884
TW -1.0000 1 -1,239 -1,239 -1,493 1,239 1.21 -0.061 75