trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 50,849 1,101,322 238,338 45,257 191 41,940,265 0.026

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -525,237 525,237 -489,892 45,641
1.0000 576,086 576,086 728,231 -385

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 13,000 -23,751 23,316 77,066 0.74 0.095 -2,453
CN 48 -86,545 -147,860 -87,638 334,431 1.32 0.139 19,535
HK 20 128,951 -6,247 205,898 141,445 1.42 0.139 22,173
JP 76 -6,358 -98,232 96,530 421,156 0.73 0.095 3,740
KR 7 -4,658 -8,624 -1,378 12,590 1.55 0.228 2,438
NZ 2 -3,272 -3,272 -1,181 3,272 0.44 0.032 156
SG 1 -502 -502 -235 502 0.47 0.047 24
TH 4 8,975 0 3,558 19,980 0.33 0.186 1,970
TW 7 1,258 -10,271 -531 90,881 0.47 0.167 -2,325

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 9 -32,033 -23,751 -16,478 32,033 0.82 -0.088 2,449
1.0000 17 45,033 0 39,795 45,033 0.70 -0.080 -4,902
CN -1.0000 30 -210,488 -147,860 -285,758 210,488 1.19 -0.104 30,867
1.0000 18 123,943 0 198,119 123,943 1.54 -0.099 -11,333
HK -1.0000 1 -6,247 -6,247 -11,645 6,247 1.86 -0.150 935
1.0000 19 135,198 0 217,543 135,198 1.40 0.139 21,237
JP -1.0000 41 -213,757 -98,232 -142,019 213,757 0.63 -0.049 13,081
1.0000 35 207,399 0 238,549 207,399 0.85 -0.054 -9,341
KR -1.0000 4 -8,624 -8,624 -9,749 8,624 1.35 -0.200 1,848
1.0000 3 3,966 0 8,371 3,966 1.82 0.098 590
NZ -1.0000 2 -3,272 -3,272 -1,181 3,272 0.44 -0.032 156
SG -1.0000 1 -502 -502 -235 502 0.47 -0.047 24
TH -1.0000 3 -5,502 0 -1,119 5,502 0.33 0.177 -1,104
1.0000 1 14,477 0 4,676 14,477 0.32 0.212 3,074
TW -1.0000 5 -44,811 -10,271 -21,709 44,811 0.48 0.072 -2,614
1.0000 2 46,069 0 21,178 46,069 0.45 0.067 289