trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 273,649 9,272,134 -588,824 544,162 199 252,439,087 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,499,242 4,499,242 -2,687,149 409,277
1 4,772,891 4,772,891 2,098,326 134,886

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 8,258 -318,838 -195,582 1,285,299 0.46 0.101 5,310
ID 2 538,333 0 -8,195 538,333 0.02 0.107 71,536
IN 7 191,009 0 -14,833 688,641 0.23 0.128 111,853
JP 138 -496,726 -2,281,635 -397,541 6,383,793 0.58 0.088 321,134
NZ 2 -22,420 -22,420 2,325 22,420 -0.11 0.158 3,557
PH 1 44,686 0 12,759 44,686 0.29 0.317 14,183
TH 15 10,510 -134,379 12,243 308,962 0.26 0.131 16,591

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -638,520 -318,838 -338,605 638,520 0.54 -0.098 37,700
1 10 646,778 0 143,023 646,778 0.25 -0.091 -32,390
ID 1 2 538,333 0 -8,195 538,333 0.02 0.107 71,536
IN -1 5 -248,816 0 -108,521 248,816 0.24 0.087 -2,384
1 2 439,825 0 93,688 439,825 0.23 0.199 114,237
JP -1 73 -3,440,260 -2,281,635 -2,202,103 3,440,260 0.64 -0.083 349,869
1 65 2,943,534 0 1,804,562 2,943,534 0.52 -0.060 -28,736
NZ -1 2 -22,420 -22,420 2,325 22,420 -0.11 -0.158 3,557
PH 1 1 44,686 0 12,759 44,686 0.29 0.317 14,183
TH -1 12 -149,226 -134,379 -40,245 149,226 0.24 -0.128 20,535
1 3 159,736 0 52,488 159,736 0.31 -0.058 -3,944