Generated at 17:24 on Thursday 11/14/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
595 |
-101,392,957 |
| 0 |
18 |
0 |
| 1 |
497 |
99,054,230 |
|
target_notional |
| target_notional |
-2,338,727 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-769,181 |
-2,338,727 |
19,831,288 |
200,447,188 |
5,257,762 |
-0.004 |
-0.012 |
0.099 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-105,821,781 |
| 0 |
0 |
| 1 |
105,052,600 |
|
alpha_notional |
| alpha_notional |
19,831,288 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,700,445 |
| 0 |
0 |
| 1 |
11,130,844 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-5,013,505 |
8,756,681 |
1,138,955 |
-0.573 |
0.044 |
| CHN |
651 |
6,906,424 |
112,226,727 |
4,058,011 |
0.062 |
0.560 |
| HKG |
84 |
1,153,906 |
14,398,327 |
1,444,610 |
0.080 |
0.072 |
| IDN |
5 |
1,455,844 |
1,455,844 |
326,603 |
1.000 |
0.007 |
| IND |
11 |
505,212 |
505,212 |
109,328 |
1.000 |
0.003 |
| JPN |
200 |
-1,703,217 |
42,672,251 |
2,044,459 |
-0.040 |
0.213 |
| MYS |
7 |
1,544,249 |
1,544,249 |
274,569 |
1.000 |
0.008 |
| NZL |
2 |
-965,332 |
965,332 |
254,452 |
-1.000 |
0.005 |
| SGP |
7 |
-1,296,457 |
1,700,672 |
282,817 |
-0.762 |
0.008 |
| THA |
20 |
-2,774,028 |
4,467,054 |
620,866 |
-0.621 |
0.022 |
| TWN |
80 |
-2,145,509 |
11,748,526 |
858,132 |
-0.183 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-6,885,093 |
| 1 |
11 |
1,871,588 |
| CHN |
-1 |
343 |
-52,660,151 |
| 0 |
9 |
0 |
| 1 |
299 |
59,566,575 |
| HKG |
-1 |
33 |
-6,622,210 |
| 0 |
2 |
0 |
| 1 |
49 |
7,776,116 |
| IDN |
1 |
5 |
1,455,844 |
| IND |
1 |
11 |
505,212 |
| JPN |
-1 |
110 |
-22,187,734 |
| 0 |
5 |
0 |
| 1 |
85 |
20,484,517 |
| MYS |
1 |
7 |
1,544,249 |
| NZL |
-1 |
2 |
-965,332 |
| SGP |
-1 |
6 |
-1,498,564 |
| 1 |
1 |
202,107 |
| THA |
-1 |
15 |
-3,620,541 |
| 1 |
5 |
846,513 |
| TWN |
-1 |
54 |
-6,947,018 |
| 0 |
2 |
0 |
| 1 |
24 |
4,801,508 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-6,885,093 |
-6,885,093 |
-2,500,295 |
0.50 |
-0.126 |
-0.115 |
924,624 |
| 1 |
11 |
1,871,588 |
1,871,588 |
400,595 |
0.17 |
-0.015 |
-0.008 |
-5,583 |
| CHN |
-1 |
343 |
-52,660,151 |
-52,660,151 |
-81,537,222 |
1.61 |
-0.043 |
-0.041 |
3,272,396 |
| 0 |
9 |
0 |
0 |
0 |
1.73 |
0.006 |
0.026 |
0 |
| 1 |
299 |
59,566,575 |
59,566,575 |
80,179,513 |
1.52 |
0.112 |
0.110 |
8,759,664 |
| HKG |
-1 |
33 |
-6,622,210 |
-6,622,210 |
-6,283,647 |
1.30 |
0.020 |
0.028 |
164,280 |
| 0 |
2 |
0 |
0 |
0 |
1.78 |
0.194 |
0.194 |
0 |
| 1 |
49 |
7,776,116 |
7,776,116 |
12,357,480 |
1.88 |
0.180 |
0.192 |
1,577,318 |
| IDN |
1 |
5 |
1,455,844 |
1,455,844 |
155,109 |
0.05 |
0.026 |
0.034 |
94,794 |
| IND |
1 |
11 |
505,212 |
505,212 |
84,730 |
0.18 |
0.042 |
0.039 |
18,684 |
| JPN |
-1 |
110 |
-22,187,734 |
-22,187,734 |
-11,625,843 |
0.52 |
-0.097 |
-0.096 |
2,514,385 |
| 0 |
5 |
0 |
0 |
0 |
0.52 |
-0.031 |
-0.048 |
0 |
| 1 |
85 |
20,484,517 |
20,484,517 |
9,429,175 |
0.55 |
0.026 |
0.022 |
628,547 |
| MYS |
1 |
7 |
1,544,249 |
1,544,249 |
336,091 |
0.17 |
-0.029 |
-0.033 |
-36,533 |
| NZL |
-1 |
2 |
-965,332 |
-965,332 |
32,221 |
-0.06 |
-0.126 |
-0.126 |
115,693 |
| SGP |
-1 |
6 |
-1,498,564 |
-1,498,564 |
-455,408 |
0.26 |
-0.075 |
-0.064 |
130,566 |
| 1 |
1 |
202,107 |
202,107 |
36,636 |
0.18 |
0.039 |
0.039 |
7,813 |
| THA |
-1 |
15 |
-3,620,541 |
-3,620,541 |
-660,016 |
0.22 |
-0.138 |
-0.145 |
521,570 |
| 1 |
5 |
846,513 |
846,513 |
147,103 |
0.32 |
0.011 |
-0.004 |
19,101 |
| TWN |
-1 |
54 |
-6,947,018 |
-6,947,018 |
-2,783,273 |
0.46 |
-0.137 |
-0.132 |
1,056,357 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
-0.145 |
-0.145 |
0 |
| 1 |
24 |
4,801,508 |
4,801,508 |
1,926,169 |
0.46 |
-0.008 |
-0.016 |
67,038 |