trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 583,879 20,539,943 768,631 2,060,436 555 183,516,269 0.112

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,978,032 9,978,032 -8,500,353 821,446
1 10,561,911 10,561,911 9,268,984 1,238,990

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 47 -172,182 -538,571 -98,509 1,465,418 0.41 76,059
CN 296 730,572 -3,901,373 1,688,017 10,002,085 1.38 1,272,909
HK 19 -84,962 -247,777 446,266 1,739,709 1.06 206,985
JP 172 475,584 -2,353,909 -1,106,966 6,345,294 0.65 405,860
MY 1 33,277 0 2,995 33,277 0.09 4,447
NZ 2 -68,383 -68,383 5,869 68,383 -0.08 11,290
SG 3 50,074 -6,658 13,646 63,390 0.26 1,582
TH 12 -382,247 -454,477 -164,595 526,708 0.34 93,663
TW 3 2,146 -2,128 -18,091 295,679 0.61 -12,361

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 40 -818,800 -538,571 -275,712 818,800 0.44 59,696
1 7 646,618 0 177,203 646,618 0.27 16,363
CN -1 150 -4,635,756 -3,901,373 -4,768,513 4,635,756 1.54 533,823
1 146 5,366,329 0 6,456,530 5,366,329 1.21 739,086
HK -1 7 -912,336 -247,777 -771,790 912,336 0.97 10,429
1 12 827,373 0 1,218,056 827,373 1.11 196,556
JP -1 101 -2,934,855 -2,353,909 -2,397,003 2,934,855 0.77 111,675
1 71 3,410,439 0 1,290,037 3,410,439 0.49 294,186
MY 1 1 33,277 0 2,995 33,277 0.09 4,447
NZ -1 2 -68,383 -68,383 5,869 68,383 -0.08 11,290
SG -1 1 -6,658 -6,658 -1,876 6,658 0.28 893
1 2 56,732 0 15,522 56,732 0.25 689
TH -1 8 -454,477 -454,477 -171,153 454,477 0.41 90,055
1 4 72,230 0 6,558 72,230 0.18 3,608
TW -1 2 -146,767 -2,128 -120,175 146,767 0.57 3,586
1 1 148,913 0 102,084 148,913 0.69 -15,946