trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 125,841 2,205,745 96,160 -19,742 192 40,081,999 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,039,952 1,039,952 -1,204,312 8,894
1.0000 1,165,793 1,165,793 1,300,472 -28,636

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 30,056 -16,556 -1,679 93,428 0.68 0.068 -2,828
CN 60 207,518 -512,099 342,681 1,573,565 1.28 0.071 -32,176
HK 13 -30,883 -46,481 -41,230 76,051 1.27 0.131 455
JP 69 -72,933 -151,223 -162,523 326,917 0.69 0.082 8,267
KR 9 50,357 -514 14,000 51,386 0.55 0.198 11,388
NZ 1 3,669 0 710 3,669 0.19 0.060 -219
SG 1 -2,776 -2,776 -1,557 2,776 0.56 0.097 269
TH 3 3,487 0 1,090 4,011 0.54 0.106 400
TW 5 -62,655 -10,392 -55,330 73,941 0.90 0.057 -5,297

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -31,686 -16,556 -26,256 31,686 0.97 -0.044 694
1.0000 18 61,742 0 24,577 61,742 0.47 -0.049 -3,522
CN -1.0000 42 -683,024 -512,099 -816,758 683,024 1.23 -0.013 6,052
1.0000 18 890,542 0 1,159,439 890,542 1.41 -0.055 -38,228
HK -1.0000 10 -53,467 -46,481 -69,415 53,467 1.31 -0.005 750
1.0000 3 22,584 0 28,185 22,584 1.13 0.052 -294
JP -1.0000 40 -199,925 -151,223 -227,665 199,925 0.83 -0.063 6,366
1.0000 29 126,992 0 65,142 126,992 0.50 0.021 1,901
KR -1.0000 3 -514 -514 -362 514 0.85 -0.164 84
1.0000 6 50,872 0 14,362 50,872 0.40 0.215 11,304
NZ 1.0000 1 3,669 0 710 3,669 0.19 -0.060 -219
SG -1.0000 1 -2,776 -2,776 -1,557 2,776 0.56 -0.097 269
TH -1.0000 1 -262 0 -202 262 0.77 0.083 -22
1.0000 2 3,749 0 1,291 3,749 0.42 0.118 421
TW -1.0000 4 -68,298 -10,392 -62,096 68,298 0.83 0.072 -5,299
1.0000 1 5,643 0 6,765 5,643 1.20 0.000 1