trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,049,783 11,700,309 -1,641,086 850,028 380 196,077,881 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -6,375,046 6,375,046 -5,466,074 429,809
1.0 5,325,263 5,325,263 3,824,987 420,219

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 42 56,968 -528,229 308,519 1,158,418 0.56 32,641
CN 172 -185,443 -2,680,413 -2,428,738 6,210,801 1.35 626,024
HK 18 -186,849 -246,538 131,465 605,151 1.24 39,859
JP 132 -673,688 -1,481,346 365,935 3,613,868 0.66 148,086
NZ 2 10,116 0 -394 10,116 -0.08 -1,764
SG 1 10,674 0 8,101 10,674 0.76 -894
TH 12 -64,493 -69,166 -15,588 74,212 0.47 7,641
TW 1 -17,070 0 -10,386 17,070 0.61 -1,566

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1.0 5 -550,725 -528,229 -105,225 550,725 0.25 57,488
1.0 37 607,693 0 413,744 607,693 0.61 -24,846
CN -1.0 122 -3,198,122 -2,680,413 -4,184,349 3,198,122 1.34 275,795
1.0 50 3,012,679 0 1,755,612 3,012,679 1.37 350,229
HK -1.0 7 -396,000 -246,538 -202,635 396,000 0.69 17,307
1.0 11 209,151 0 334,100 209,151 1.59 22,552
JP -1.0 58 -2,143,778 -1,481,346 -947,131 2,143,778 0.56 72,192
1.0 74 1,470,090 0 1,313,066 1,470,090 0.74 75,894
NZ 1.0 2 10,116 0 -394 10,116 -0.08 -1,764
SG 1.0 1 10,674 0 8,101 10,674 0.76 -894
TH -1.0 10 -69,352 -69,166 -16,348 69,352 0.51 8,593
1.0 2 4,860 0 760 4,860 0.26 -952
TW -1.0 1 -17,070 0 -10,386 17,070 0.61 -1,566