trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 42,576 863,841 -6,777 -5,030 146 42,058,817 0.021

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -410,632 410,632 -280,664 2,696
1 453,208 453,208 273,887 -7,726

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 19,396 -20,118 13,313 76,533 0.68 0.080 388
ID 1 -1,179 0 164 1,179 -0.14 0.141 -167
JP 104 -3,688 -92,835 -40,188 737,013 0.71 0.058 -5,534
NZ 1 -502 -502 -215 502 0.43 0.116 58
SG 4 10,526 -2,819 4,912 16,164 0.56 0.088 425
TH 3 -1,652 0 1,037 9,170 0.34 0.180 -193
TW 4 19,675 0 14,201 23,279 0.50 0.147 -9

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -28,569 -20,118 -13,161 28,569 0.54 -0.075 2,879
1 20 47,965 0 26,474 47,965 0.75 -0.052 -2,491
ID -1 1 -1,179 0 164 1,179 -0.14 0.141 -167
JP -1 56 -370,350 -92,835 -263,849 370,350 0.78 -0.013 586
1 48 366,663 0 223,662 366,663 0.64 -0.023 -6,120
NZ -1 1 -502 -502 -215 502 0.43 -0.116 58
SG -1 1 -2,819 -2,819 -1,935 2,819 0.69 -0.122 344
1 3 13,345 0 6,847 13,345 0.52 -0.056 82
TH -1 2 -5,411 0 -405 5,411 0.32 0.177 -895
1 1 3,759 0 1,442 3,759 0.38 0.187 702
TW -1 1 -1,802 0 -1,262 1,802 0.70 0.061 -109
1 3 21,477 0 15,463 21,477 0.44 -0.034 101