trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,599,312 19,649,020 -2,211,925 2,163,884 630 150,830,379 0.130

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,624,166 10,624,166 -10,649,567 1,093,773
1 9,024,854 9,024,854 8,437,642 1,070,112

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 57 -306,302 -1,187,976 -67,377 2,224,641 0.44 95,955
CN 371 -396,483 -5,357,974 -2,723,750 10,366,401 1.37 1,374,255
HK 11 -535,352 -974,263 377,316 1,687,907 1.20 293,577
JP 157 248,445 -2,035,634 354,740 4,649,642 0.64 316,735
NZ 2 -42,267 -42,267 6,642 42,267 -0.08 7,089
SG 8 -324,665 -342,429 -111,955 360,193 0.36 21,823
TH 22 -267,282 -279,542 -63,201 293,375 0.32 54,776
TW 2 24,595 0 15,659 24,595 0.63 -326

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 39 -1,265,472 -1,187,976 -361,398 1,265,472 0.50 79,561
1 18 959,169 0 294,021 959,169 0.32 16,393
CN -1 173 -5,381,442 -5,357,974 -8,065,335 5,381,442 1.56 703,427
1 198 4,984,959 0 5,341,585 4,984,959 1.20 670,828
HK -1 4 -1,111,630 -974,263 -702,003 1,111,630 0.47 129,000
1 7 576,277 0 1,079,319 576,277 1.62 164,577
JP -1 88 -2,200,599 -2,035,634 -1,343,156 2,200,599 0.64 98,350
1 69 2,449,043 0 1,697,896 2,449,043 0.65 218,385
NZ -1 2 -42,267 -42,267 6,642 42,267 -0.08 7,089
SG -1 7 -342,429 -342,429 -116,052 342,429 0.37 21,785
1 1 17,764 0 4,098 17,764 0.23 38
TH -1 13 -280,328 -279,542 -68,265 280,328 0.36 54,560
1 9 13,046 0 5,064 13,046 0.25 216
TW 1 2 24,595 0 15,659 24,595 0.63 -326