trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -64,743 1,325,334 -296,997 35,883 206 41,926,658 0.032

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -695,038 695,038 -657,941 24,549
1 630,296 630,296 360,944 11,335

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -5,746 -55,666 21,965 114,292 0.73 0.099 -1,868
ID 4 -19,215 0 -11,302 19,215 0.60 0.199 -3,812
JP 126 18,324 -228,867 -175,574 911,280 0.67 0.069 27,137
KR 30 -71,572 -67,024 -103,135 172,169 1.37 0.202 12,405
MY 2 -10,666 0 -7,881 10,666 0.45 0.042 -635
NZ 1 -3,954 -3,954 -2,368 3,954 0.60 0.034 133
SG 1 -127 -127 -54 127 0.42 0.000 0
TH 6 19,400 0 6,239 26,605 0.32 0.201 3,921
TW 8 8,813 0 -24,889 67,027 0.96 0.194 -1,397

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -60,019 -55,666 -26,007 60,019 0.53 -0.067 4,397
1 12 54,273 0 47,973 54,273 1.00 -0.124 -6,265
ID -1 4 -19,215 0 -11,302 19,215 0.60 0.199 -3,812
JP -1 56 -446,478 -228,867 -389,654 446,478 0.94 -0.038 23,560
1 70 464,802 0 214,081 464,802 0.45 0.016 3,576
KR -1 15 -121,870 -67,024 -159,391 121,870 1.36 0.069 7,468
1 15 50,299 0 56,256 50,299 1.39 0.061 4,937
MY -1 2 -10,666 0 -7,881 10,666 0.45 0.042 -635
NZ -1 1 -3,954 -3,954 -2,368 3,954 0.60 -0.034 133
SG -1 1 -127 -127 -54 127 0.42 -0.000 0
TH -1 2 -3,602 0 -1,277 3,602 0.40 0.193 -753
1 4 23,003 0 7,516 23,003 0.28 0.205 4,673
TW -1 3 -29,107 0 -60,007 29,107 1.82 0.198 -5,809
1 5 37,920 0 35,118 37,920 0.44 0.191 4,412