trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,347,880 20,471,303 -3,324,562 2,274,340 630 152,106,757 0.135

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -11,409,592 11,409,592 -11,791,335 1,199,197
1.0 9,061,711 9,061,711 8,466,773 1,075,142

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 57 -307,625 -1,193,106 -67,668 2,234,247 0.44 96,207
CN 371 -1,145,142 -6,121,285 -3,838,508 11,144,504 1.37 1,484,336
HK 11 -535,056 -973,724 377,107 1,686,973 1.20 291,015
JP 157 250,297 -2,050,813 357,385 4,684,312 0.64 319,263
NZ 2 -42,788 -42,788 6,724 42,788 -0.08 7,177
SG 8 -325,312 -343,111 -112,178 360,911 0.36 21,744
TH 22 -266,884 -279,125 -63,107 292,938 0.32 54,902
TW 2 24,630 0 15,682 24,630 0.63 -305

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 39 -1,270,936 -1,193,106 -362,958 1,270,936 0.50 80,489
1.0 18 963,311 0 295,290 963,311 0.32 15,718
CN -1.0 173 -6,144,823 -6,121,285 -9,195,868 6,144,823 1.56 808,792
1.0 198 4,999,681 0 5,357,360 4,999,681 1.20 675,544
HK -1.0 4 -1,111,015 -973,724 -701,615 1,111,015 0.47 127,435
1.0 7 575,958 0 1,078,722 575,958 1.62 163,580
JP -1.0 88 -2,217,007 -2,050,813 -1,353,171 2,217,007 0.64 98,873
1.0 69 2,467,304 0 1,710,556 2,467,304 0.65 220,391
NZ -1.0 2 -42,788 -42,788 6,724 42,788 -0.08 7,177
SG -1.0 7 -343,111 -343,111 -116,284 343,111 0.37 21,729
1.0 1 17,799 0 4,106 17,799 0.23 15
TH -1.0 13 -279,911 -279,125 -68,163 279,911 0.36 54,702
1.0 9 13,027 0 5,056 13,027 0.25 200
TW 1.0 2 24,630 0 15,682 24,630 0.63 -305