Generated at 22:26 on Thursday 10/24/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
630 |
-101,926,758 |
| 0 |
20 |
0 |
| 1 |
527 |
98,979,288 |
|
target_notional |
| target_notional |
-2,947,470 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,052,962 |
-2,947,470 |
18,016,299 |
200,906,046 |
4,997,236 |
-0.005 |
-0.015 |
0.090 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,677,420 |
| 0 |
0 |
| 1 |
94,624,458 |
|
alpha_notional |
| alpha_notional |
18,016,299 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,495,544 |
| 0 |
0 |
| 1 |
9,520,755 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-5,027,306 |
13,229,588 |
1,057,836 |
-0.380 |
0.066 |
| CHN |
692 |
1,238,951 |
98,716,800 |
3,569,356 |
0.013 |
0.491 |
| HKG |
82 |
3,575,962 |
16,041,447 |
2,060,278 |
0.223 |
0.080 |
| IDN |
6 |
2,010,938 |
2,010,938 |
393,110 |
1.000 |
0.010 |
| JPN |
221 |
-638,735 |
49,346,367 |
2,337,212 |
-0.013 |
0.246 |
| MYS |
8 |
2,085,534 |
2,085,534 |
353,431 |
1.000 |
0.010 |
| NZL |
2 |
-960,271 |
960,271 |
338,332 |
-1.000 |
0.005 |
| PHL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| SGP |
8 |
-1,603,692 |
1,735,670 |
259,006 |
-0.924 |
0.009 |
| THA |
17 |
-3,827,337 |
4,785,888 |
1,077,408 |
-0.800 |
0.024 |
| TWN |
81 |
198,486 |
11,993,543 |
824,698 |
0.017 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-9,128,447 |
| 1 |
29 |
4,101,141 |
| CHN |
-1 |
379 |
-48,738,925 |
| 0 |
7 |
0 |
| 1 |
306 |
49,977,875 |
| HKG |
-1 |
32 |
-6,232,743 |
| 0 |
2 |
0 |
| 1 |
48 |
9,808,704 |
| IDN |
1 |
6 |
2,010,938 |
| JPN |
-1 |
120 |
-24,992,551 |
| 0 |
8 |
0 |
| 1 |
93 |
24,353,816 |
| MYS |
1 |
8 |
2,085,534 |
| NZL |
-1 |
2 |
-960,271 |
| PHL |
0 |
1 |
0 |
| SGP |
-1 |
6 |
-1,669,681 |
| 0 |
1 |
0 |
| 1 |
1 |
65,989 |
| THA |
-1 |
14 |
-4,306,613 |
| 0 |
1 |
0 |
| 1 |
2 |
479,276 |
| TWN |
-1 |
47 |
-5,897,529 |
| 1 |
34 |
6,096,014 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-9,128,447 |
-9,128,447 |
-3,074,255 |
0.47 |
-0.098 |
-0.095 |
1,047,012 |
| 1 |
29 |
4,101,141 |
4,101,141 |
1,412,031 |
0.45 |
0.010 |
0.007 |
43,110 |
| CHN |
-1 |
379 |
-48,738,925 |
-48,738,925 |
-65,412,203 |
1.44 |
-0.088 |
-0.086 |
4,632,319 |
| 0 |
7 |
0 |
0 |
0 |
0.99 |
0.016 |
0.042 |
0 |
| 1 |
306 |
49,977,875 |
49,977,875 |
58,755,769 |
1.34 |
0.062 |
0.057 |
4,754,620 |
| HKG |
-1 |
32 |
-6,232,743 |
-6,232,743 |
-6,550,773 |
1.24 |
0.027 |
0.035 |
26,710 |
| 0 |
2 |
0 |
0 |
0 |
0.74 |
0.085 |
0.085 |
0 |
| 1 |
48 |
9,808,704 |
9,808,704 |
14,840,242 |
1.67 |
0.187 |
0.198 |
2,068,850 |
| IDN |
1 |
6 |
2,010,938 |
2,010,938 |
329,969 |
0.18 |
0.062 |
0.073 |
150,439 |
| JPN |
-1 |
120 |
-24,992,551 |
-24,992,551 |
-15,569,761 |
0.70 |
-0.044 |
-0.042 |
1,558,576 |
| 0 |
8 |
0 |
0 |
0 |
0.72 |
0.015 |
0.022 |
0 |
| 1 |
93 |
24,353,816 |
24,353,816 |
14,879,706 |
0.68 |
0.066 |
0.067 |
1,927,988 |
| MYS |
1 |
8 |
2,085,534 |
2,085,534 |
510,590 |
0.27 |
0.015 |
0.017 |
38,233 |
| NZL |
-1 |
2 |
-960,271 |
-960,271 |
29,997 |
-0.08 |
-0.178 |
-0.178 |
175,318 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.28 |
-0.108 |
-0.108 |
0 |
| SGP |
-1 |
6 |
-1,669,681 |
-1,669,681 |
-597,158 |
0.39 |
-0.063 |
-0.041 |
125,792 |
| 0 |
1 |
0 |
0 |
0 |
0.44 |
-0.028 |
-0.028 |
0 |
| 1 |
1 |
65,989 |
65,989 |
15,222 |
0.23 |
0.023 |
0.023 |
1,494 |
| THA |
-1 |
14 |
-4,306,613 |
-4,306,613 |
-1,136,847 |
0.37 |
-0.130 |
-0.125 |
565,764 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
0.004 |
0.004 |
0 |
| 1 |
2 |
479,276 |
479,276 |
62,035 |
0.15 |
0.048 |
0.048 |
23,893 |
| TWN |
-1 |
47 |
-5,897,529 |
-5,897,529 |
-3,366,418 |
0.62 |
-0.056 |
-0.054 |
364,052 |
| 1 |
34 |
6,096,014 |
6,096,014 |
3,818,894 |
0.71 |
0.061 |
0.052 |
512,129 |