trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 236,574 2,704,658 150,530 122,261 179 42,526,935 0.064

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,234,042 1,234,042 -636,501 40,336
1 1,470,616 1,470,616 787,032 81,925

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 43 -1,139 -196,719 140,843 974,068 0.52 0.089 54,608
IN 2 -10,094 0 -2,768 10,094 0.26 0.015 127
JP 97 252,696 -295,084 67,074 1,262,993 0.71 0.049 59,335
KR 16 53,504 -193 25,859 53,889 0.53 0.155 -8,577
SG 9 -119,377 -83,984 -48,246 119,377 0.51 0.031 2,155
TH 9 111,204 0 1,731 234,018 0.37 0.110 15,387
TW 3 -50,219 -22,390 -33,963 50,219 0.80 0.111 -773

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -487,604 -196,719 -113,747 487,604 0.52 -0.121 48,182
1 22 486,464 0 254,590 486,464 0.51 -0.023 6,426
IN -1 2 -10,094 0 -2,768 10,094 0.26 -0.015 127
JP -1 53 -505,148 -295,084 -407,484 505,148 0.76 -0.023 -3,008
1 44 757,844 0 474,558 757,844 0.64 0.047 62,343
KR -1 1 -193 -193 -40 193 0.21 -0.224 43
1 15 53,696 0 25,899 53,696 0.55 -0.137 -8,620
SG -1 9 -119,377 -83,984 -48,246 119,377 0.51 -0.025 2,155
TH -1 4 -61,407 0 -30,253 61,407 0.55 0.070 -6,390
1 5 172,611 0 31,984 172,611 0.22 0.142 21,777
TW -1 3 -50,219 -22,390 -33,963 50,219 0.80 -0.037 -773