trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -40,982 1,125,403 -120,029 -24,620 149 39,383,630 0.029

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -583,193 583,193 -442,165 -8,303
1.0000 542,211 542,211 322,136 -16,316

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -15,524 -22,414 -9,316 38,579 0.68 0.083 1,662
CN 24 49,494 -253,448 133,548 577,812 0.93 0.088 -1,184
HK 16 -70,776 -9,069 -120,687 107,998 1.21 0.074 -5,155
JP 60 50,686 -42,745 11,958 264,883 0.58 0.085 -5,203
KR 13 -16,044 -3,541 -41,837 55,469 0.74 0.279 -6,056
NZ 2 1,253 -4,930 -1,570 11,112 0.36 0.062 68
SG 3 13,702 0 3,292 13,702 0.38 0.049 882
TH 2 -4,584 0 -2,200 4,584 0.61 0.138 -630
TW 3 -49,188 0 -93,216 51,263 1.16 0.146 -9,004

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 15 -27,052 -22,414 -14,741 27,052 0.73 -0.077 2,396
1.0000 11 11,528 0 5,425 11,528 0.61 -0.077 -734
CN -1.0000 11 -264,159 -253,448 -76,714 264,159 0.59 -0.048 15,448
1.0000 13 313,653 0 210,262 313,653 1.22 -0.030 -16,632
HK -1.0000 12 -89,387 -9,069 -131,843 89,387 1.36 0.035 -5,101
1.0000 4 18,611 0 11,156 18,611 0.77 0.008 -54
JP -1.0000 25 -107,099 -42,745 -65,796 107,099 0.71 -0.035 -667
1.0000 35 157,784 0 77,754 157,784 0.49 -0.022 -4,537
KR -1.0000 4 -35,757 -3,541 -53,722 35,757 0.98 0.301 -11,117
1.0000 9 19,712 0 11,885 19,712 0.64 0.270 5,061
NZ -1.0000 1 -4,930 -4,930 -2,693 4,930 0.55 -0.075 372
1.0000 1 6,182 0 1,123 6,182 0.18 -0.049 -304
SG 1.0000 3 13,702 0 3,292 13,702 0.38 0.026 882
TH -1.0000 2 -4,584 0 -2,200 4,584 0.61 0.138 -630
TW -1.0000 2 -50,226 0 -94,455 50,226 1.14 0.219 -9,005
1.0000 1 1,038 0 1,239 1,038 1.19 0.001 1