Generated at 17:16 on Tuesday 10/29/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
601 |
-101,924,706 |
| 0 |
17 |
0 |
| 1 |
524 |
99,032,549 |
|
target_notional |
| target_notional |
-2,892,157 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-808,213 |
-2,892,157 |
18,082,853 |
200,957,254 |
5,212,842 |
-0.004 |
-0.014 |
0.090 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-95,614,792 |
| 0 |
0 |
| 1 |
94,806,578 |
|
alpha_notional |
| alpha_notional |
18,082,853 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,687,011 |
| 0 |
0 |
| 1 |
9,395,842 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-5,016,742 |
12,127,894 |
1,081,341 |
-0.414 |
0.060 |
| CHN |
667 |
1,838,282 |
101,136,809 |
4,073,535 |
0.018 |
0.503 |
| HKG |
81 |
3,355,092 |
15,992,337 |
1,724,118 |
0.210 |
0.080 |
| IDN |
6 |
1,971,369 |
1,971,369 |
478,909 |
1.000 |
0.010 |
| IND |
5 |
163,556 |
163,556 |
61,850 |
1.000 |
0.001 |
| JPN |
211 |
-1,602,968 |
48,509,164 |
2,081,547 |
-0.033 |
0.241 |
| MYS |
8 |
2,073,623 |
2,073,623 |
355,360 |
1.000 |
0.010 |
| NZL |
2 |
-960,263 |
960,263 |
587,093 |
-1.000 |
0.005 |
| SGP |
6 |
-1,450,284 |
1,616,792 |
259,962 |
-0.897 |
0.008 |
| THA |
20 |
-3,418,486 |
4,709,831 |
892,521 |
-0.726 |
0.023 |
| TWN |
79 |
154,663 |
11,695,617 |
937,752 |
0.013 |
0.058 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-8,572,318 |
| 0 |
2 |
0 |
| 1 |
27 |
3,555,576 |
| CHN |
-1 |
349 |
-49,649,264 |
| 0 |
8 |
0 |
| 1 |
310 |
51,487,546 |
| HKG |
-1 |
33 |
-6,318,622 |
| 1 |
48 |
9,673,714 |
| IDN |
1 |
6 |
1,971,369 |
| IND |
0 |
1 |
0 |
| 1 |
4 |
163,556 |
| JPN |
-1 |
125 |
-25,056,066 |
| 0 |
4 |
0 |
| 1 |
82 |
23,453,098 |
| MYS |
1 |
8 |
2,073,623 |
| NZL |
-1 |
2 |
-960,263 |
| SGP |
-1 |
5 |
-1,533,538 |
| 1 |
1 |
83,254 |
| THA |
-1 |
14 |
-4,064,159 |
| 0 |
1 |
0 |
| 1 |
5 |
645,672 |
| TWN |
-1 |
45 |
-5,770,477 |
| 0 |
1 |
0 |
| 1 |
33 |
5,925,140 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-8,572,318 |
-8,572,318 |
-2,837,273 |
0.48 |
-0.103 |
-0.102 |
957,307 |
| 0 |
2 |
0 |
0 |
0 |
0.56 |
-0.035 |
-0.035 |
0 |
| 1 |
27 |
3,555,576 |
3,555,576 |
1,010,789 |
0.44 |
-0.009 |
-0.012 |
-31,947 |
| CHN |
-1 |
349 |
-49,649,264 |
-49,649,264 |
-66,091,550 |
1.43 |
-0.078 |
-0.073 |
4,819,292 |
| 0 |
8 |
0 |
0 |
0 |
1.19 |
0.001 |
-0.008 |
0 |
| 1 |
310 |
51,487,546 |
51,487,546 |
60,653,766 |
1.33 |
0.071 |
0.066 |
5,375,321 |
| HKG |
-1 |
33 |
-6,318,622 |
-6,318,622 |
-6,536,433 |
1.23 |
0.033 |
0.038 |
9,759 |
| 1 |
48 |
9,673,714 |
9,673,714 |
14,550,730 |
1.67 |
0.177 |
0.188 |
1,931,019 |
| IDN |
1 |
6 |
1,971,369 |
1,971,369 |
323,515 |
0.18 |
0.053 |
0.061 |
129,455 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.29 |
0.070 |
0.070 |
0 |
| 1 |
4 |
163,556 |
163,556 |
77,063 |
0.36 |
0.096 |
0.101 |
17,204 |
| JPN |
-1 |
125 |
-25,056,066 |
-25,056,066 |
-15,480,142 |
0.72 |
-0.059 |
-0.059 |
1,799,376 |
| 0 |
4 |
0 |
0 |
0 |
0.79 |
-0.006 |
-0.009 |
0 |
| 1 |
82 |
23,453,098 |
23,453,098 |
13,901,078 |
0.67 |
0.055 |
0.052 |
1,443,745 |
| MYS |
1 |
8 |
2,073,623 |
2,073,623 |
509,811 |
0.27 |
0.013 |
0.010 |
26,496 |
| NZL |
-1 |
2 |
-960,263 |
-960,263 |
30,627 |
-0.08 |
-0.159 |
-0.159 |
155,484 |
| SGP |
-1 |
5 |
-1,533,538 |
-1,533,538 |
-492,877 |
0.32 |
-0.042 |
-0.022 |
98,606 |
| 1 |
1 |
83,254 |
83,254 |
19,205 |
0.23 |
0.041 |
0.041 |
3,423 |
| THA |
-1 |
14 |
-4,064,159 |
-4,064,159 |
-925,849 |
0.35 |
-0.122 |
-0.122 |
444,807 |
| 0 |
1 |
0 |
0 |
0 |
0.55 |
0.039 |
0.039 |
0 |
| 1 |
5 |
645,672 |
645,672 |
94,752 |
0.23 |
0.025 |
0.023 |
15,156 |
| TWN |
-1 |
45 |
-5,770,477 |
-5,770,477 |
-3,281,293 |
0.61 |
-0.058 |
-0.060 |
402,380 |
| 0 |
1 |
0 |
0 |
0 |
0.51 |
0.061 |
0.061 |
0 |
| 1 |
33 |
5,925,140 |
5,925,140 |
3,665,870 |
0.71 |
0.065 |
0.059 |
485,971 |