trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -943,447 16,394,192 -1,574,285 1,496,517 486 195,630,798 0.084

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,668,820 8,668,820 -8,653,292 632,775
1 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 -1,243,670 -4,520,892 -2,151,514 8,496,287 1.38 930,368
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 19 -510,921 -35,975 -185,747 510,921 0.47 12,959
1 18 286,282 0 68,983 286,282 0.57 -8,845
CN -1 145 -4,869,978 -4,520,892 -6,447,237 4,869,978 1.46 483,147
1 107 3,626,309 0 4,295,723 3,626,309 1.26 447,221
HK -1 7 -278,104 -40,236 -210,800 278,104 0.70 1,471
1 14 1,001,804 0 1,458,703 1,001,804 1.32 261,104
JP -1 94 -2,619,037 -1,734,534 -1,676,483 2,619,037 0.73 94,232
1 62 2,463,580 0 1,125,680 2,463,580 0.56 148,821
NZ -1 2 -46,953 -46,953 4,674 46,953 -0.08 6,571
PH -1 1 -7,554 -7,554 -2,086 7,554 0.28 1,728
SG 1 3 177,628 0 59,230 177,628 0.29 580
TH -1 10 -273,625 -181,263 -85,028 273,625 0.43 30,190
1 1 24 0 2 24 0.09 -2
TW -1 2 -62,648 -2,308 -50,586 62,648 0.57 2,476
1 1 169,745 0 70,686 169,745 0.42 14,863