trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -123,327 1,890,909 -288,921 110,833 240 41,684,471 0.045

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,007,118 1,007,118 -1,352,340 138,278
1.0000 883,791 883,791 1,063,419 -27,444

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -3,263 -30,566 5,310 57,870 0.78 0.100 2,110
CN 58 -140,814 -455,526 -212,851 863,403 1.61 0.209 45,814
HK 16 -117,436 -55,171 -127,525 126,629 1.02 0.110 5,396
JP 100 2,170 -133,538 -150,289 553,635 0.69 0.080 4,446
KR 25 1,405 -60,222 2,695 127,212 1.49 0.209 24,508
MY 1 -45 0 -8 45 0.18 0.006 -0
NZ 1 -3,626 -3,626 -900 3,626 0.25 0.060 216
SG 1 3,868 0 3,957 3,868 1.02 0.050 -195
TH 4 -10,105 0 -4,104 10,105 0.30 0.123 -1,134
TW 9 144,518 0 194,795 144,518 1.29 0.218 29,672

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 11 -30,566 -30,566 -9,199 30,566 0.96 -0.131 3,758
1.0000 14 27,304 0 14,509 27,304 0.63 -0.031 -1,648
CN -1.0000 34 -502,109 -455,526 -823,127 502,109 1.65 -0.221 112,356
1.0000 24 361,294 0 610,276 361,294 1.56 -0.161 -66,542
HK -1.0000 14 -122,032 -55,171 -130,676 122,032 1.07 -0.010 5,749
1.0000 2 4,596 0 3,151 4,596 0.65 -0.098 -353
JP -1.0000 45 -275,732 -133,538 -274,808 275,732 1.01 -0.033 8,495
1.0000 55 277,902 0 124,519 277,902 0.43 -0.016 -4,049
KR -1.0000 14 -62,903 -60,222 -109,518 62,903 1.54 -0.117 8,839
1.0000 11 64,308 0 112,213 64,308 1.43 0.259 15,669
MY -1.0000 1 -45 0 -8 45 0.18 0.006 -0
NZ -1.0000 1 -3,626 -3,626 -900 3,626 0.25 -0.060 216
SG 1.0000 1 3,868 0 3,957 3,868 1.02 -0.050 -195
TH -1.0000 4 -10,105 0 -4,104 10,105 0.30 0.123 -1,134
TW 1.0000 9 144,518 0 194,795 144,518 1.29 0.218 29,672