trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 144,020 2,800,370 -88,377 -28,928 160 50,786,834 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,328,175 1,328,175 -881,818 -10,629
1 1,472,195 1,472,195 793,441 -18,299

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 18 15,090 -46,282 38,770 208,700 0.72 0.101 -3,034
JP 102 131,819 -606,904 -216,701 1,678,275 0.66 0.045 285
KR 9 -32,637 0 -11,244 44,766 0.44 0.070 -1,374
MY 2 -20,767 0 -5,859 20,767 0.28 0.079 -2,354
NZ 1 -89,830 -89,830 -27,437 89,830 0.31 0.150 13,478
PH 2 -2,774 0 -2,615 6,186 0.61 0.204 -55
SG 1 -1,601 0 -254 1,601 0.16 0.051 -81
TH 13 20,933 -12,829 25,575 293,946 0.44 0.095 2,326
TW 12 123,787 0 111,388 456,300 0.97 0.100 -38,119

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 6 -96,805 -46,282 -43,616 96,805 0.51 -0.067 6,759
1 12 111,895 0 82,385 111,895 0.83 -0.111 -9,793
JP -1 51 -773,228 -606,904 -575,228 773,228 0.82 0.004 4,881
1 51 905,047 0 358,528 905,047 0.51 -0.000 -4,596
KR -1 6 -38,701 0 -12,297 38,701 0.53 -0.009 -230
1 3 6,064 0 1,054 6,064 0.27 -0.180 -1,144
MY -1 2 -20,767 0 -5,859 20,767 0.28 0.079 -2,354
NZ -1 1 -89,830 -89,830 -27,437 89,830 0.31 -0.150 13,478
PH -1 1 -4,480 0 -3,397 4,480 0.76 0.121 -543
1 1 1,706 0 782 1,706 0.46 0.286 488
SG -1 1 -1,601 0 -254 1,601 0.16 0.051 -81
TH -1 8 -136,507 -12,829 -46,010 136,507 0.45 0.062 -10,404
1 5 157,440 0 71,585 157,440 0.42 0.036 12,729
TW -1 5 -166,257 0 -167,719 166,257 0.99 0.134 -22,136
1 7 290,044 0 279,107 290,044 0.94 -0.041 -15,983