trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -210,268 15,295,847 731,748 798,346 214 251,974,735 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,753,058 7,753,058 -3,665,561 611,557
1 7,542,790 7,542,790 4,397,309 186,789

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -135,062 -145,795 -181,624 1,076,480 0.32 0.087 -10,588
ID 4 1,099,047 0 -28,463 1,099,047 0.02 0.111 181,872
IN 10 -842,213 0 -217,359 1,024,619 0.20 0.092 23,033
JP 154 -192,483 -3,490,015 1,178,375 11,707,044 0.60 0.089 579,609
NZ 2 -10,149 -10,149 969 10,149 -0.11 0.139 1,423
SG 2 36,842 -818 8,905 38,478 0.50 0.120 -3,485
TH 14 -166,251 -247,551 -29,056 340,031 0.30 0.138 26,481

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -605,771 -145,795 -278,293 605,771 0.49 -0.087 20,034
1 16 470,709 0 96,669 470,709 0.19 -0.083 -30,622
ID 1 4 1,099,047 0 -28,463 1,099,047 0.02 0.111 181,872
IN -1 7 -933,416 0 -233,196 933,416 0.22 0.004 3,701
1 3 91,203 0 15,838 91,203 0.16 0.221 19,332
JP -1 90 -5,949,763 -3,490,015 -3,094,701 5,949,763 0.62 -0.089 554,129
1 64 5,757,280 0 4,273,075 5,757,280 0.58 -0.046 25,480
NZ -1 2 -10,149 -10,149 969 10,149 -0.11 -0.139 1,423
SG -1 1 -818 -818 -613 818 0.75 -0.144 117
1 1 37,660 0 9,518 37,660 0.25 -0.096 -3,602
TH -1 11 -253,141 -247,551 -59,728 253,141 0.29 -0.142 32,152
1 3 86,890 0 30,672 86,890 0.34 -0.055 -5,671