trade_notional trade_notional_abs rawBeta_notional alpha_notional
1 -16,498 3,292,300 -1,206,254 1,289,021

trade_notional trade_notional_abs rawBeta_notional alpha_notional
trade_sign
-1 -1,654,399 1,654,399 1,685,667 735,899
1 1,637,901 1,637,901 -2,891,921 553,122

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 19 191,080 -32,485 102,772 525,794 0.45 57,425
CN 89 -86,438 -602,287 -185,464 1,461,947 1.15 111,605
HK 13 56,368 -144,509 -80,294 372,330 1.10 50,846
JP 48 -69,918 -77,676 -146,605 758,478 0.85 -35,273
MY 1 -3,621 0 -823 3,621 0.23 -271
NZ 1 357 0 46 357 0.13 -45
SG 4 30,716 0 18,288 30,716 0.55 64
TH 9 -19,103 -1,315 -9,994 23,118 0.48 -1,217
TW 6 -115,940 -11,320 -76,051 115,940 0.69 -6,467

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 13 -167,357 -32,485 -69,249 167,357 0.46 -12,716
1 6 358,437 0 172,021 358,437 0.42 70,141
CN -1 40 -774,192 -602,287 -681,109 774,192 1.23 111,796
1 49 687,755 0 495,645 687,755 1.08 -190
HK -1 7 -157,981 -144,509 -244,473 157,981 1.39 18,318
1 6 214,349 0 164,178 214,349 0.76 32,528
JP -1 23 -414,198 -77,676 -392,659 414,198 0.77 -45,320
1 25 344,280 0 246,053 344,280 0.91 10,046
MY -1 1 -3,621 0 -823 3,621 0.23 -271
NZ 1 1 357 0 46 357 0.13 -45
SG 1 4 30,716 0 18,288 30,716 0.55 64
TH -1 8 -21,110 -1,315 -11,140 21,110 0.47 -1,225
1 1 2,008 0 1,145 2,008 0.57 7
TW -1 6 -115,940 -11,320 -76,051 115,940 0.69 -6,467