trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -533,751 19,782,297 -1,129,278 1,878,214 575 191,484,391 0.103

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,158,024 10,158,024 -9,986,942 785,468
1 9,624,273 9,624,273 8,857,664 1,092,746

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 33 -448,880 -354,999 -170,125 611,774 0.54 46,255
CN 320 1,023,691 -3,675,178 263,572 8,923,790 1.40 1,078,386
HK 22 -95,076 -321,532 491,362 1,482,620 1.12 202,708
JP 175 -659,593 -3,242,586 -1,386,574 7,470,677 0.66 473,942
NZ 2 -29,637 -29,637 2,263 29,637 -0.08 4,705
PH 1 -38,202 -38,202 -10,549 38,202 0.28 9,642
SG 3 39,547 -2,238 10,808 44,022 0.28 784
TH 16 -371,206 -348,983 -130,746 442,342 0.37 70,196
TW 3 45,607 0 -199,290 739,232 0.48 -8,404

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 25 -530,327 -354,999 -208,547 530,327 0.51 44,175
1 8 81,447 0 38,422 81,447 0.62 2,080
CN -1 170 -3,950,049 -3,675,178 -5,572,352 3,950,049 1.51 433,546
1 150 4,973,740 0 5,835,924 4,973,740 1.27 644,840
HK -1 10 -788,848 -321,532 -593,199 788,848 0.80 31,789
1 12 693,772 0 1,084,561 693,772 1.39 170,919
JP -1 102 -4,065,135 -3,242,586 -3,176,838 4,065,135 0.73 168,455
1 73 3,405,542 0 1,790,264 3,405,542 0.56 305,487
NZ -1 2 -29,637 -29,637 2,263 29,637 -0.08 4,705
PH -1 1 -38,202 -38,202 -10,549 38,202 0.28 9,642
SG -1 1 -2,238 -2,238 -631 2,238 0.28 321
1 2 41,785 0 11,439 41,785 0.27 463
TH -1 10 -406,774 -348,983 -140,557 406,774 0.41 68,193
1 6 35,568 0 9,811 35,568 0.31 2,002
TW -1 1 -346,812 0 -286,532 346,812 0.83 24,642
1 2 392,419 0 87,242 392,419 0.31 -33,046