trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 143,067 11,528,143 -254,425 872,339 435 195,995,024 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,692,538 5,692,538 -4,813,300 400,011
1.0 5,835,605 5,835,605 4,558,875 472,328

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 43 -40,229 -6,924 189,250 1,309,488 0.56 29,132
CN 197 255,973 -1,865,419 -921,309 4,256,401 1.37 518,761
HK 17 145,888 -57,579 462,991 521,882 1.43 87,900
JP 157 -385,724 -1,478,474 -26,182 4,934,580 0.66 218,248
NZ 2 14,655 0 -433 14,655 -0.08 -2,395
SG 2 14,476 -571 5,401 15,618 0.33 -205
TH 13 -25,725 -6,106 -5,027 102,264 0.37 -6,279
TW 4 163,754 -1,148 40,883 373,255 0.51 27,177

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 18 -674,858 -6,924 -203,451 674,858 0.42 34,013
1.0 25 634,629 0 392,701 634,629 0.65 -4,881
CN -1.0 99 -2,000,214 -1,865,419 -2,828,572 2,000,214 1.51 271,785
1.0 98 2,256,187 0 1,907,262 2,256,187 1.23 246,976
HK -1.0 5 -187,997 -57,579 -153,198 187,997 0.92 493
1.0 12 333,885 0 616,189 333,885 1.64 87,407
JP -1.0 74 -2,660,152 -1,478,474 -1,540,897 2,660,152 0.65 94,452
1.0 83 2,274,428 0 1,514,715 2,274,428 0.66 123,796
NZ 1.0 2 14,655 0 -433 14,655 -0.08 -2,395
SG -1.0 1 -571 -571 -161 571 0.28 88
1.0 1 15,047 0 5,562 15,047 0.37 -293
TH -1.0 9 -63,995 -6,106 -16,093 63,995 0.41 -1,973
1.0 4 38,269 0 11,066 38,269 0.26 -4,306
TW -1.0 3 -104,751 -1,148 -70,930 104,751 0.54 1,153
1.0 1 268,504 0 111,813 268,504 0.42 26,024