trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -466,315 8,843,578 -1,053,492 569,355 236 155,692,225 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,654,946 4,654,946 -3,160,871 249,063
1 4,188,631 4,188,631 2,107,379 320,292

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry
AU 62 -199,691 -998,668 -594,843 1,977,528 0.49 103,448
ID 1 492 0 123 492 0.25 43
JP 136 46,287 -2,140,691 -360,996 5,970,714 0.69 366,173
MY 1 -101,917 0 -38,827 101,917 0.38 -3,090
NZ 2 -57,446 -57,446 6,975 57,446 -0.08 9,474
SG 6 -105,736 -116,376 -40,779 127,016 0.38 13,239
TH 13 -254,763 -228,292 -105,315 277,768 0.37 43,103
TW 15 206,458 -62,119 80,171 330,697 0.70 36,964

ct netnotional shortnotional netbeta gross_trade abeta netalpha
quoteCountry trade_sign
AU -1 43 -1,088,609 -998,668 -736,554 1,088,609 0.59 92,144
1 19 888,918 0 141,711 888,918 0.26 11,304
ID 1 1 492 0 123 492 0.25 43
JP -1 77 -2,962,213 -2,140,691 -2,179,045 2,962,213 0.78 88,187
1 59 3,008,501 0 1,818,049 3,008,501 0.56 277,986
MY -1 1 -101,917 0 -38,827 101,917 0.38 -3,090
NZ -1 2 -57,446 -57,446 6,975 57,446 -0.08 9,474
SG -1 5 -116,376 -116,376 -43,233 116,376 0.42 13,184
1 1 10,640 0 2,454 10,640 0.23 56
TH -1 11 -266,265 -228,292 -106,949 266,265 0.40 43,539
1 2 11,503 0 1,634 11,503 0.17 -436
TW -1 8 -62,119 -62,119 -63,238 62,119 0.82 5,626
1 7 268,578 0 143,408 268,578 0.56 31,339