trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 578 637,375 22,120 38,800 117 42,067,407 0.015

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -318,399 318,399 -196,537 7,393
1 318,976 318,976 218,657 31,407

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -37,362 -64,992 -23,754 97,522 0.76 0.082 7,058
JP 63 -15,224 -102,335 7,377 398,953 0.70 0.070 22,311
MY 3 5,905 0 1,988 6,826 0.41 0.166 1,468
NZ 1 1,509 0 574 1,509 0.38 0.231 -348
PH 3 11,587 0 3,721 11,587 0.33 0.305 3,355
SG 1 4,702 0 3,391 4,702 0.72 0.075 -354
TH 7 8,296 0 18,754 82,067 0.58 0.288 4,408
TW 6 21,164 0 10,069 34,209 0.62 0.145 902

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -67,442 -64,992 -43,073 67,442 0.66 -0.111 8,052
1 16 30,080 0 19,319 30,080 0.87 -0.025 -994
JP -1 32 -207,088 -102,335 -133,181 207,088 0.63 -0.031 8,696
1 31 191,865 0 140,558 191,865 0.76 0.056 13,615
MY -1 1 -460 0 -230 460 0.50 0.013 -6
1 2 6,366 0 2,218 6,366 0.37 0.242 1,474
NZ 1 1 1,509 0 574 1,509 0.38 -0.231 -348
PH 1 3 11,587 0 3,721 11,587 0.33 0.305 3,355
SG 1 1 4,702 0 3,391 4,702 0.72 -0.075 -354
TH -1 4 -36,886 0 -15,189 36,886 0.57 0.263 -8,304
1 3 45,181 0 33,943 45,181 0.59 0.322 12,712
TW -1 1 -6,522 0 -4,864 6,522 0.75 0.160 -1,045
1 5 27,686 0 14,933 27,686 0.59 0.054 1,947