trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,103,909 23,427,267 -1,326,676 2,588,777 586 171,511,799 0.137

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -12,265,588 12,265,588 -13,548,982 1,230,768
1 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 -1,199,768 -9,358,228 -832,914 20,187,880 1.37 2,312,717
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 43 -822,807 -757,077 -464,745 822,807 0.57 72,981
1 13 552,482 0 118,105 552,482 0.33 1,983
CN -1 238 -10,693,824 -9,358,228 -12,089,198 10,693,824 1.47 1,112,219
1 250 9,494,056 0 11,256,284 9,494,056 1.27 1,200,498
HK -1 20 -602,882 -588,952 -940,208 602,882 1.20 29,113
1 7 379,569 0 436,995 379,569 1.02 85,779
MY 1 1 300,569 0 27,053 300,569 0.09 36,368
NZ -1 2 -39,380 -39,380 3,138 39,380 -0.08 6,891
SG -1 5 -94,538 -94,538 -40,064 94,538 0.39 8,372
1 1 17,902 0 4,129 17,902 0.23 108
TW -1 1 -12,156 -12,156 -17,905 12,156 1.47 1,192
1 5 417,102 0 379,741 417,102 0.75 33,272