trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -717,939 11,368,465 -1,196,093 810,518 380 195,746,037 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,043,202 6,043,202 -5,021,081 390,300
1 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 172 146,402 -2,348,568 -1,983,745 5,878,956 1.35 586,515
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 5 -550,725 -528,229 -105,225 550,725 0.25 57,488
1 37 607,693 0 413,744 607,693 0.61 -24,846
CN -1 122 -2,866,277 -2,348,568 -3,739,356 2,866,277 1.34 236,285
1 50 3,012,679 0 1,755,612 3,012,679 1.37 350,229
HK -1 7 -396,000 -246,538 -202,635 396,000 0.69 17,307
1 11 209,151 0 334,100 209,151 1.59 22,552
JP -1 58 -2,143,778 -1,481,346 -947,131 2,143,778 0.56 72,192
1 74 1,470,090 0 1,313,066 1,470,090 0.74 75,894
NZ 1 2 10,116 0 -394 10,116 -0.08 -1,764
SG 1 1 10,674 0 8,101 10,674 0.76 -894
TH -1 10 -69,352 -69,166 -16,348 69,352 0.51 8,593
1 2 4,860 0 760 4,860 0.26 -952
TW -1 1 -17,070 0 -10,386 17,070 0.61 -1,566