trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 127,068 1,038,096 146,295 12,031 167 40,515,440 0.026

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -455,514 455,514 -290,237 3,640
1 582,582 582,582 436,532 8,391

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -3,878 -33,535 -21,476 122,994 0.78 0.086 -1,631
ID 2 2,757 0 1,394 2,757 0.61 0.183 481
JP 102 -44,583 -209,317 -12,809 626,040 0.69 0.081 -6,289
KR 13 128,555 -456 143,381 129,466 0.99 0.171 20,015
MY 2 -9,562 0 -358 9,562 0.01 0.040 -3
NZ 1 5,388 0 2,943 5,388 0.55 0.087 -469
SG 3 9,098 0 5,685 9,098 0.63 0.036 -465
TH 4 -13,807 0 -6,504 13,807 0.54 0.114 -1,286
TW 4 53,099 0 34,039 118,983 0.73 0.112 1,678

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -63,436 -33,535 -49,926 63,436 0.91 -0.060 3,288
1 14 59,558 0 28,450 59,558 0.58 -0.100 -4,919
ID 1 2 2,757 0 1,394 2,757 0.61 0.183 481
JP -1 61 -335,312 -209,317 -204,910 335,312 0.64 -0.035 5,325
1 41 290,729 0 192,101 290,729 0.75 -0.043 -11,614
KR -1 1 -456 -456 -741 456 1.62 -0.078 35
1 12 129,011 0 144,122 129,011 0.93 0.170 19,980
MY -1 2 -9,562 0 -358 9,562 0.01 0.006 -3
NZ 1 1 5,388 0 2,943 5,388 0.55 -0.087 -469
SG 1 3 9,098 0 5,685 9,098 0.63 -0.035 -465
TH -1 4 -13,807 0 -6,504 13,807 0.54 0.114 -1,286
TW -1 3 -32,942 0 -27,798 32,942 0.73 0.128 -3,719
1 1 86,041 0 61,837 86,041 0.72 0.063 5,397