trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,005,582 13,324,951 -1,110,080 1,192,351 406 139,716,419 0.095

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,165,266 7,165,266 -6,336,257 456,488
1 6,159,684 6,159,684 5,226,177 735,863

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 35 -38,492 -1,472 108,252 1,364,987 0.39 -32,787
CN 203 -1,426,584 -3,233,054 -3,183,313 6,787,665 1.41 879,645
HK 18 656,293 -64,810 1,587,360 1,485,529 1.11 229,235
ID 1 -117 0 -63 117 0.54 -5
JP 125 -3,679 -844,837 442,024 3,490,567 0.69 95,374
NZ 2 -20,122 -20,122 3,398 20,122 -0.08 3,034
TH 20 -166,559 -144,320 -64,637 169,642 0.31 17,094
TW 2 -6,321 -6,321 -3,100 6,321 0.50 760

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 6 -701,740 -1,472 -158,916 701,740 0.43 -14,594
1 29 663,247 0 267,168 663,247 0.38 -18,192
CN -1 151 -4,107,125 -3,233,054 -4,968,993 4,107,125 1.49 492,641
1 52 2,680,540 0 1,785,680 2,680,540 1.16 387,004
HK -1 10 -414,618 -64,810 -213,697 414,618 0.60 -34,289
1 8 1,070,911 0 1,801,056 1,070,911 1.75 263,524
ID -1 1 -117 0 -63 117 0.54 -5
JP -1 66 -1,747,123 -844,837 -929,946 1,747,123 0.65 -8,300
1 59 1,743,444 0 1,371,970 1,743,444 0.73 103,675
NZ -1 2 -20,122 -20,122 3,398 20,122 -0.08 3,034
TH -1 14 -168,100 -144,320 -64,939 168,100 0.37 17,242
1 6 1,541 0 302 1,541 0.19 -148
TW -1 2 -6,321 -6,321 -3,100 6,321 0.50 760