trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -229,273 7,032,624 -738,999 150,383 228 51,473,152 0.137

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,630,948 3,630,948 -2,733,647 20,383
1 3,401,676 3,401,676 1,994,648 130,000

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 52,054 -386,000 202,996 1,020,161 0.71 0.127 48,504
HK 31 -81,142 -138,258 -224,863 990,239 1.74 0.125 30,230
JP 143 375,916 -1,200,361 -467,306 3,927,257 0.65 0.050 80,427
MY 2 -42,317 0 -11,947 42,317 0.28 0.083 -5,392
NZ 1 93,914 0 28,685 93,914 0.31 0.164 -15,443
PH 1 -10,006 0 -7,587 10,006 0.76 0.088 -882
SG 5 -375,375 -180,952 -147,465 390,709 0.48 0.074 5,201
TH 15 -242,317 -102,711 -111,511 558,022 0.45 0.067 7,739

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -484,053 -386,000 -132,020 484,053 0.57 -0.139 71,067
1 18 536,107 0 335,016 536,107 0.80 -0.107 -22,563
HK -1 19 -535,690 -138,258 -845,074 535,690 1.81 0.109 -73,815
1 12 454,549 0 620,211 454,549 1.64 0.094 104,045
JP -1 73 -1,775,671 -1,200,361 -1,419,504 1,775,671 0.83 0.004 15,264
1 70 2,151,586 0 952,198 2,151,586 0.47 0.014 65,163
MY -1 2 -42,317 0 -11,947 42,317 0.28 0.083 -5,392
NZ 1 1 93,914 0 28,685 93,914 0.31 -0.164 -15,443
PH -1 1 -10,006 0 -7,587 10,006 0.76 0.088 -882
SG -1 4 -383,042 -180,952 -152,367 383,042 0.45 -0.037 6,566
1 1 7,667 0 4,901 7,667 0.64 -0.178 -1,365
TH -1 8 -400,170 -102,711 -165,149 400,170 0.51 0.009 7,576
1 7 157,852 0 53,638 157,852 0.37 0.007 162