trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,894,072 16,805,882 -3,043,848 979,447 447 196,067,579 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,349,977 9,349,977 -8,448,009 650,968
1.0 7,455,905 7,455,905 5,404,161 328,479

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 40 -12,357 -587,197 214,118 1,587,223 0.53 28,634
CN 229 -1,242,500 -3,029,098 -4,321,860 7,461,228 1.44 686,855
HK 20 -75,381 -45,480 246,228 800,460 1.46 34,482
ID 1 -760 0 90 760 -0.12 8
JP 139 305,130 -1,281,457 926,239 5,600,472 0.70 132,797
NZ 2 5,774 0 -743 5,774 -0.08 -1,044
SG 1 2,418 0 1,835 2,418 0.76 -226
TH 15 -876,394 -673,166 -109,755 1,347,546 0.29 97,942

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 10 -799,790 -587,197 -193,674 799,790 0.33 51,801
1.0 30 787,433 0 407,792 787,433 0.60 -23,168
CN -1.0 164 -4,351,864 -3,029,098 -6,264,591 4,351,864 1.53 422,065
1.0 65 3,109,364 0 1,942,731 3,109,364 1.20 264,790
HK -1.0 7 -437,921 -45,480 -323,578 437,921 0.99 -8,145
1.0 13 362,540 0 569,806 362,540 1.71 42,627
ID -1.0 1 -760 0 90 760 -0.12 8
JP -1.0 58 -2,647,671 -1,281,457 -1,506,148 2,647,671 0.60 46,332
1.0 81 2,952,801 0 2,432,388 2,952,801 0.76 86,465
NZ 1.0 2 5,774 0 -743 5,774 -0.08 -1,044
SG 1.0 1 2,418 0 1,835 2,418 0.76 -226
TH -1.0 7 -1,111,970 -673,166 -160,109 1,111,970 0.35 138,907
1.0 8 235,576 0 50,354 235,576 0.24 -40,965