trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -138,703 1,047,142 -153,167 12,186 196 41,935,222 0.025

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -592,922 592,922 -499,462 -13,766
1 454,220 454,220 346,295 25,952

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 44,244 -27,058 -10,134 99,864 0.60 0.078 5,099
ID 1 -128 0 -151 128 1.18 0.338 -43
JP 119 -209,571 -194,006 -93,452 695,760 0.74 0.081 13,381
KR 27 -37,402 -24,274 -86,511 89,967 1.56 0.208 -7,587
MY 2 1,945 0 294 2,032 0.16 0.171 501
NZ 1 609 0 174 609 0.29 0.001 -1
PH 2 -38,203 0 -10,001 38,203 0.20 0.104 -3,973
SG 7 55,648 0 20,066 55,648 0.55 0.044 3,584
TH 4 -2,111 0 -961 3,345 0.25 0.214 -288
TW 10 46,266 0 27,509 61,586 0.56 0.104 1,513

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -27,810 -27,058 -18,713 27,810 0.89 -0.092 2,379
1 12 72,054 0 8,579 72,054 0.33 0.002 2,719
ID -1 1 -128 0 -151 128 1.18 0.338 -43
JP -1 70 -452,665 -194,006 -333,891 452,665 0.67 -0.008 -182
1 49 243,094 0 240,439 243,094 0.84 0.043 13,563
KR -1 18 -63,685 -24,274 -121,931 63,685 1.62 0.125 -10,526
1 9 26,283 0 35,419 26,283 1.42 0.009 2,940
MY -1 1 -44 0 -7 44 0.16 0.087 -4
1 1 1,988 0 301 1,988 0.15 0.254 504
NZ 1 1 609 0 174 609 0.29 -0.001 -1
PH -1 2 -38,203 0 -10,001 38,203 0.20 0.104 -3,973
SG 1 7 55,648 0 20,066 55,648 0.55 0.044 3,584
TH -1 2 -2,728 0 -954 2,728 0.39 0.163 -468
1 2 617 0 -8 617 0.10 0.265 181
TW -1 1 -7,660 0 -13,814 7,660 1.80 0.124 -949
1 9 53,926 0 41,323 53,926 0.43 0.077 2,462