trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -136,137 6,903,736 -572,343 121,630 236 51,855,944 0.133

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,519,937 3,519,937 -2,279,672 120,413
1 3,383,799 3,383,799 1,707,328 1,217

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 55,994 -327,353 112,667 1,004,348 0.65 0.113 36,750
JP 158 -139,436 -1,649,711 -631,526 4,143,279 0.75 0.051 78,587
MY 2 -14,148 0 -3,980 14,148 0.28 0.083 -1,099
NZ 1 93,321 0 28,503 93,321 0.31 0.161 -15,022
PH 1 -7,144 0 -5,417 7,144 0.76 0.095 -681
SG 4 -268,630 -148,485 -108,573 321,602 0.49 0.076 3,690
TH 20 4,273 -94,237 -77,591 841,754 0.37 0.080 9,582
TW 11 139,633 -89,063 113,573 478,140 0.95 0.083 9,824

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -474,177 -327,353 -176,827 474,177 0.59 -0.121 52,812
1 22 530,171 0 289,495 530,171 0.70 -0.081 -16,063
JP -1 93 -2,141,358 -1,649,711 -1,646,299 2,141,358 0.90 -0.021 73,698
1 65 2,001,922 0 1,014,774 2,001,922 0.54 -0.005 4,890
MY -1 2 -14,148 0 -3,980 14,148 0.28 0.083 -1,099
NZ 1 1 93,321 0 28,503 93,321 0.31 -0.161 -15,022
PH -1 1 -7,144 0 -5,417 7,144 0.76 0.095 -681
SG -1 3 -295,116 -148,485 -125,504 295,116 0.45 -0.030 8,039
1 1 26,486 0 16,931 26,486 0.64 -0.164 -4,349
TH -1 9 -418,741 -94,237 -161,314 418,741 0.48 0.004 -8,011
1 11 423,014 0 83,723 423,014 0.29 0.059 17,594
TW -1 4 -169,253 -89,063 -160,329 169,253 1.01 0.074 -4,345
1 7 308,887 0 273,903 308,887 0.91 0.018 14,168