trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,525,342 16,437,152 -2,516,628 925,605 447 195,698,849 0.084

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,981,247 8,981,247 -7,920,790 597,126
1 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 -873,770 -2,660,369 -3,794,640 7,092,499 1.44 633,013
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 10 -799,790 -587,197 -193,674 799,790 0.33 51,801
1 30 787,433 0 407,792 787,433 0.60 -23,168
CN -1 164 -3,983,134 -2,660,369 -5,737,371 3,983,134 1.53 368,223
1 65 3,109,364 0 1,942,731 3,109,364 1.20 264,790
HK -1 7 -437,921 -45,480 -323,578 437,921 0.99 -8,145
1 13 362,540 0 569,806 362,540 1.71 42,627
ID -1 1 -760 0 90 760 -0.12 8
JP -1 58 -2,647,671 -1,281,457 -1,506,148 2,647,671 0.60 46,332
1 81 2,952,801 0 2,432,388 2,952,801 0.76 86,465
NZ 1 2 5,774 0 -743 5,774 -0.08 -1,044
SG 1 1 2,418 0 1,835 2,418 0.76 -226
TH -1 7 -1,111,970 -673,166 -160,109 1,111,970 0.35 138,907
1 8 235,576 0 50,354 235,576 0.24 -40,965