trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -101,433 452,088 -35,847 12,752 105 41,106,073 0.011

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -276,761 276,761 -175,918 14,582
1 175,328 175,328 140,071 -1,831

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -20,145 -49,276 4,693 78,407 0.63 0.107 7,529
JP 68 -56,156 -73,430 -36,743 302,143 0.74 0.078 -1,895
KR 7 -6,767 -12,039 -3,053 17,311 0.29 0.245 3,975
MY 1 -4,002 0 -753 4,002 0.19 0.032 129
NZ 1 -3,364 -3,364 -1,967 3,364 0.58 0.072 243
SG 3 -15,034 -10,466 -8,089 18,015 0.36 0.050 883
TH 5 4,036 0 10,065 28,847 0.47 0.145 1,888

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -49,276 -49,276 -20,884 49,276 0.46 -0.138 7,052
1 9 29,131 0 25,576 29,131 0.84 -0.025 477
JP -1 38 -179,150 -73,430 -137,236 179,150 0.70 -0.048 4,428
1 30 122,993 0 100,493 122,993 0.80 -0.045 -6,323
KR -1 5 -12,039 -12,039 -4,168 12,039 0.33 -0.262 2,911
1 2 5,272 0 1,115 5,272 0.21 0.202 1,064
MY -1 1 -4,002 0 -753 4,002 0.19 -0.032 129
NZ -1 1 -3,364 -3,364 -1,967 3,364 0.58 -0.072 243
SG -1 2 -16,524 -10,466 -8,339 16,524 0.45 -0.040 925
1 1 1,490 0 250 1,490 0.17 -0.028 -42
TH -1 2 -12,406 0 -2,572 12,406 0.19 0.106 -1,106
1 3 16,441 0 12,637 16,441 0.65 0.171 2,994