trade_notional trade_notional_abs rawBeta_notional alpha_notional
1 -520,355 30,296,884 2,169,463 7,430,374

trade_notional trade_notional_abs rawBeta_notional alpha_notional
trade_sign
-1.0 -15,408,620 15,408,620 -32,209,968 3,576,142
1.0 14,888,264 14,888,264 34,379,431 3,854,231

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 70 -425,642 -1,451,010 -131,404 2,489,161 0.52 144,590
CN 488 -1,271,666 -8,478,647 -778,741 15,702,517 1.26 1,938,737
HK 27 600,750 -500,070 304,590 1,600,890 1.04 322,309
ID 1 -1,982 0 -1,200 1,982 0.61 -57
JP 295 433,338 -4,441,465 608,595 9,329,133 0.81 641,493
NZ 2 -138,969 -138,969 -13,875 138,969 0.05 16,248
SG 5 -49,055 -49,055 -22,354 49,055 0.45 2,085
TH 22 453,681 -200,026 150,309 853,733 0.46 97,832
TW 17 -120,808 -126,127 -72,900 131,445 0.66 9,195

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 37 -1,457,402 -1,451,010 -573,731 1,457,402 0.54 44,063
1.0 33 1,031,759 0 442,328 1,031,759 0.49 100,527
CN -1.0 245 -8,487,092 -8,478,647 -8,015,408 8,487,092 1.18 1,402,497
1.0 243 7,215,425 0 7,236,666 7,215,425 1.35 536,240
HK -1.0 10 -500,070 -500,070 -567,635 500,070 1.13 57,087
1.0 17 1,100,820 0 872,225 1,100,820 0.98 265,222
ID -1.0 1 -1,982 0 -1,200 1,982 0.61 -57
JP -1.0 175 -4,447,897 -4,441,465 -3,316,224 4,447,897 0.82 -41,569
1.0 120 4,881,235 0 3,924,819 4,881,235 0.81 683,062
NZ -1.0 2 -138,969 -138,969 -13,875 138,969 0.05 16,248
SG -1.0 5 -49,055 -49,055 -22,354 49,055 0.45 2,085
TH -1.0 10 -200,026 -200,026 -79,077 200,026 0.51 6,117
1.0 12 653,707 0 229,386 653,707 0.42 91,715
TW -1.0 14 -126,127 -126,127 -77,103 126,127 0.64 9,259
1.0 3 5,318 0 4,203 5,318 0.78 -65