trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,593,443 17,044,187 -2,429,067 1,566,465 486 196,280,793 0.087

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,318,815 9,318,815 -9,508,075 702,723
1.0 7,725,372 7,725,372 7,079,008 863,742

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 37 -224,639 -35,975 -116,764 797,202 0.52 4,114
CN 252 -1,893,665 -5,170,887 -3,006,297 9,146,282 1.38 1,000,316
HK 21 723,701 -40,236 1,247,903 1,279,908 1.11 262,575
JP 156 -155,457 -1,734,534 -550,802 5,082,617 0.66 243,053
NZ 2 -46,953 -46,953 4,674 46,953 -0.08 6,571
PH 1 -7,554 -7,554 -2,086 7,554 0.28 1,728
SG 3 177,628 0 59,230 177,628 0.29 580
TH 11 -273,600 -181,263 -85,026 273,649 0.40 30,188
TW 3 107,097 -2,308 20,100 232,393 0.52 17,339

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 19 -510,921 -35,975 -185,747 510,921 0.47 12,959
1.0 18 286,282 0 68,983 286,282 0.57 -8,845
CN -1.0 145 -5,519,974 -5,170,887 -7,302,019 5,519,974 1.46 553,095
1.0 107 3,626,309 0 4,295,723 3,626,309 1.26 447,221
HK -1.0 7 -278,104 -40,236 -210,800 278,104 0.70 1,471
1.0 14 1,001,804 0 1,458,703 1,001,804 1.32 261,104
JP -1.0 94 -2,619,037 -1,734,534 -1,676,483 2,619,037 0.73 94,232
1.0 62 2,463,580 0 1,125,680 2,463,580 0.56 148,821
NZ -1.0 2 -46,953 -46,953 4,674 46,953 -0.08 6,571
PH -1.0 1 -7,554 -7,554 -2,086 7,554 0.28 1,728
SG 1.0 3 177,628 0 59,230 177,628 0.29 580
TH -1.0 10 -273,625 -181,263 -85,028 273,625 0.43 30,190
1.0 1 24 0 2 24 0.09 -2
TW -1.0 2 -62,648 -2,308 -50,586 62,648 0.57 2,476
1.0 1 169,745 0 70,686 169,745 0.42 14,863