Generated at 16:34 on Sunday 10/27/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-101,795,271 |
| 0 |
39 |
0 |
| 1 |
519 |
98,983,936 |
|
target_notional |
| target_notional |
-2,811,335 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-803,520 |
-2,811,335 |
18,980,665 |
200,779,207 |
5,010,815 |
-0.004 |
-0.014 |
0.095 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,657,539 |
| 0 |
0 |
| 1 |
94,854,018 |
|
alpha_notional |
| alpha_notional |
18,980,665 |
|
alpha_notional |
| pos_sign |
|
| -1 |
9,337,765 |
| 0 |
0 |
| 1 |
9,642,901 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-5,013,022 |
13,221,561 |
1,059,314 |
-0.379 |
0.066 |
| CHN |
686 |
1,314,095 |
99,681,190 |
3,617,756 |
0.013 |
0.496 |
| HKG |
80 |
3,815,543 |
16,189,279 |
2,111,172 |
0.236 |
0.081 |
| IDN |
6 |
1,996,361 |
1,996,361 |
505,857 |
1.000 |
0.010 |
| JPN |
216 |
-786,980 |
48,130,535 |
2,218,160 |
-0.016 |
0.240 |
| MYS |
8 |
2,066,691 |
2,066,691 |
385,489 |
1.000 |
0.010 |
| NZL |
2 |
-948,801 |
948,801 |
365,655 |
-1.000 |
0.005 |
| PHL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| SGP |
7 |
-1,586,148 |
1,718,395 |
301,907 |
-0.923 |
0.009 |
| THA |
16 |
-3,824,550 |
4,789,393 |
876,309 |
-0.799 |
0.024 |
| TWN |
81 |
155,478 |
12,037,002 |
802,789 |
0.013 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-9,117,291 |
| 0 |
3 |
0 |
| 1 |
28 |
4,104,269 |
| CHN |
-1 |
358 |
-49,183,547 |
| 0 |
21 |
0 |
| 1 |
307 |
50,497,642 |
| HKG |
-1 |
32 |
-6,186,868 |
| 1 |
48 |
10,002,411 |
| IDN |
1 |
6 |
1,996,361 |
| JPN |
-1 |
117 |
-24,458,758 |
| 0 |
13 |
0 |
| 1 |
86 |
23,671,778 |
| MYS |
1 |
8 |
2,066,691 |
| NZL |
-1 |
2 |
-948,801 |
| PHL |
0 |
1 |
0 |
| SGP |
-1 |
6 |
-1,652,271 |
| 1 |
1 |
66,123 |
| THA |
-1 |
14 |
-4,306,972 |
| 1 |
2 |
482,421 |
| TWN |
-1 |
47 |
-5,940,762 |
| 0 |
1 |
0 |
| 1 |
33 |
6,096,240 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-9,117,291 |
-9,117,291 |
-3,044,323 |
0.48 |
-0.110 |
-0.098 |
1,108,711 |
| 0 |
3 |
0 |
0 |
0 |
0.46 |
-0.062 |
-0.058 |
0 |
| 1 |
28 |
4,104,269 |
4,104,269 |
1,409,253 |
0.44 |
-0.008 |
-0.012 |
-13,487 |
| CHN |
-1 |
358 |
-49,183,547 |
-49,183,547 |
-66,096,903 |
1.44 |
-0.090 |
-0.086 |
5,320,641 |
| 0 |
21 |
0 |
0 |
0 |
1.22 |
0.008 |
0.020 |
0 |
| 1 |
307 |
50,497,642 |
50,497,642 |
59,542,188 |
1.33 |
0.065 |
0.060 |
4,984,248 |
| HKG |
-1 |
32 |
-6,186,868 |
-6,186,868 |
-6,379,591 |
1.24 |
0.038 |
0.047 |
-10,107 |
| 1 |
48 |
10,002,411 |
10,002,411 |
15,088,017 |
1.67 |
0.192 |
0.189 |
2,149,400 |
| IDN |
1 |
6 |
1,996,361 |
1,996,361 |
326,160 |
0.18 |
0.059 |
0.062 |
143,595 |
| JPN |
-1 |
117 |
-24,458,758 |
-24,458,758 |
-15,050,118 |
0.69 |
-0.043 |
-0.041 |
1,562,052 |
| 0 |
13 |
0 |
0 |
0 |
0.95 |
0.040 |
0.042 |
0 |
| 1 |
86 |
23,671,778 |
23,671,778 |
14,081,813 |
0.65 |
0.068 |
0.068 |
1,867,008 |
| MYS |
1 |
8 |
2,066,691 |
2,066,691 |
506,433 |
0.27 |
0.014 |
0.011 |
42,590 |
| NZL |
-1 |
2 |
-948,801 |
-948,801 |
30,439 |
-0.08 |
-0.178 |
-0.178 |
172,158 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.28 |
-0.163 |
-0.163 |
0 |
| SGP |
-1 |
6 |
-1,652,271 |
-1,652,271 |
-567,661 |
0.39 |
-0.061 |
-0.038 |
133,815 |
| 1 |
1 |
66,123 |
66,123 |
15,253 |
0.23 |
0.018 |
0.018 |
1,214 |
| THA |
-1 |
14 |
-4,306,972 |
-4,306,972 |
-1,150,552 |
0.37 |
-0.140 |
-0.136 |
612,837 |
| 1 |
2 |
482,421 |
482,421 |
62,411 |
0.15 |
0.031 |
0.031 |
15,595 |
| TWN |
-1 |
47 |
-5,940,762 |
-5,940,762 |
-3,398,830 |
0.62 |
-0.062 |
-0.062 |
437,657 |
| 0 |
1 |
0 |
0 |
0 |
0.76 |
0.003 |
0.003 |
0 |
| 1 |
33 |
6,096,240 |
6,096,240 |
3,822,490 |
0.71 |
0.054 |
0.053 |
452,738 |