trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,438,471 24,761,829 -2,971,148 2,736,339 586 172,846,362 0.143

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -13,600,150 13,600,150 -15,193,455 1,378,330
1.0 11,161,679 11,161,679 12,222,306 1,358,009

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 56 -270,325 -757,077 -346,641 1,375,289 0.51 74,964
CN 488 -2,534,330 -10,692,791 -2,477,387 21,522,442 1.37 2,460,279
HK 27 -223,313 -588,952 -503,213 982,451 1.15 114,892
MY 1 300,569 0 27,053 300,569 0.09 36,368
NZ 2 -39,380 -39,380 3,138 39,380 -0.08 6,891
SG 6 -76,637 -94,538 -35,934 112,440 0.37 8,480
TW 6 404,946 -12,156 361,836 429,257 0.87 34,465

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 43 -822,807 -757,077 -464,745 822,807 0.57 72,981
1.0 13 552,482 0 118,105 552,482 0.33 1,983
CN -1.0 238 -12,028,386 -10,692,791 -13,733,671 12,028,386 1.47 1,259,781
1.0 250 9,494,056 0 11,256,284 9,494,056 1.27 1,200,498
HK -1.0 20 -602,882 -588,952 -940,208 602,882 1.20 29,113
1.0 7 379,569 0 436,995 379,569 1.02 85,779
MY 1.0 1 300,569 0 27,053 300,569 0.09 36,368
NZ -1.0 2 -39,380 -39,380 3,138 39,380 -0.08 6,891
SG -1.0 5 -94,538 -94,538 -40,064 94,538 0.39 8,372
1.0 1 17,902 0 4,129 17,902 0.23 108
TW -1.0 1 -12,156 -12,156 -17,905 12,156 1.47 1,192
1.0 5 417,102 0 379,741 417,102 0.75 33,272