Generated at 20:12 on Sunday 11/17/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
604 |
-101,321,265 |
| 0 |
22 |
0 |
| 1 |
503 |
99,023,126 |
|
target_notional |
| target_notional |
-2,298,140 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-766,587 |
-2,298,140 |
19,606,896 |
200,344,391 |
5,189,648 |
-0.004 |
-0.011 |
0.098 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-104,985,922 |
| 0 |
0 |
| 1 |
104,219,335 |
|
alpha_notional |
| alpha_notional |
19,606,896 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,440,151 |
| 0 |
0 |
| 1 |
11,166,744 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-5,013,316 |
8,506,888 |
846,191 |
-0.589 |
0.042 |
| CHN |
660 |
7,296,817 |
110,694,428 |
3,936,792 |
0.066 |
0.553 |
| HKG |
83 |
1,154,642 |
14,348,483 |
1,301,142 |
0.080 |
0.072 |
| IDN |
5 |
1,437,224 |
1,437,224 |
308,462 |
1.000 |
0.007 |
| IND |
14 |
569,579 |
569,579 |
123,742 |
1.000 |
0.003 |
| JPN |
207 |
-1,775,759 |
44,479,620 |
2,268,775 |
-0.040 |
0.222 |
| MYS |
7 |
1,534,480 |
1,534,480 |
418,917 |
1.000 |
0.008 |
| NZL |
2 |
-964,624 |
964,624 |
238,616 |
-1.000 |
0.005 |
| SGP |
7 |
-1,315,631 |
1,717,064 |
288,224 |
-0.766 |
0.009 |
| THA |
21 |
-2,632,566 |
4,362,659 |
540,639 |
-0.603 |
0.022 |
| TWN |
80 |
-2,580,554 |
11,720,911 |
1,093,541 |
-0.220 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-6,760,102 |
| 0 |
1 |
0 |
| 1 |
10 |
1,746,786 |
| CHN |
-1 |
350 |
-51,698,806 |
| 0 |
5 |
0 |
| 1 |
305 |
58,995,622 |
| HKG |
-1 |
33 |
-6,596,920 |
| 0 |
1 |
0 |
| 1 |
49 |
7,751,562 |
| IDN |
1 |
5 |
1,437,224 |
| IND |
0 |
1 |
0 |
| 1 |
13 |
569,579 |
| JPN |
-1 |
112 |
-23,127,689 |
| 0 |
9 |
0 |
| 1 |
86 |
21,351,930 |
| MYS |
1 |
7 |
1,534,480 |
| NZL |
-1 |
2 |
-964,624 |
| SGP |
-1 |
6 |
-1,516,348 |
| 1 |
1 |
200,717 |
| THA |
-1 |
14 |
-3,497,612 |
| 0 |
2 |
0 |
| 1 |
5 |
865,046 |
| TWN |
-1 |
55 |
-7,150,732 |
| 0 |
3 |
0 |
| 1 |
22 |
4,570,178 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-6,760,102 |
-6,760,102 |
-2,471,753 |
0.50 |
-0.125 |
-0.118 |
913,274 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.027 |
-0.027 |
0 |
| 1 |
10 |
1,746,786 |
1,746,786 |
384,370 |
0.17 |
-0.024 |
-0.026 |
-15,796 |
| CHN |
-1 |
350 |
-51,698,806 |
-51,698,806 |
-80,263,358 |
1.62 |
-0.039 |
-0.036 |
2,721,987 |
| 0 |
5 |
0 |
0 |
0 |
1.58 |
0.066 |
0.053 |
0 |
| 1 |
305 |
58,995,622 |
58,995,622 |
79,345,185 |
1.51 |
0.116 |
0.113 |
8,777,329 |
| HKG |
-1 |
33 |
-6,596,920 |
-6,596,920 |
-6,084,330 |
1.29 |
-0.003 |
0.014 |
288,528 |
| 0 |
1 |
0 |
0 |
0 |
0.81 |
0.074 |
0.074 |
0 |
| 1 |
49 |
7,751,562 |
7,751,562 |
12,253,707 |
1.88 |
0.161 |
0.167 |
1,447,732 |
| IDN |
1 |
5 |
1,437,224 |
1,437,224 |
149,396 |
0.05 |
0.046 |
0.054 |
112,234 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.33 |
0.019 |
0.019 |
0 |
| 1 |
13 |
569,579 |
569,579 |
74,594 |
0.17 |
0.053 |
0.058 |
32,024 |
| JPN |
-1 |
112 |
-23,127,689 |
-23,127,689 |
-12,204,131 |
0.55 |
-0.102 |
-0.099 |
2,703,532 |
| 0 |
9 |
0 |
0 |
0 |
0.60 |
-0.013 |
-0.009 |
0 |
| 1 |
86 |
21,351,930 |
21,351,930 |
9,669,965 |
0.53 |
0.026 |
0.018 |
788,298 |
| MYS |
1 |
7 |
1,534,480 |
1,534,480 |
333,427 |
0.17 |
-0.017 |
-0.021 |
-25,178 |
| NZL |
-1 |
2 |
-964,624 |
-964,624 |
32,002 |
-0.06 |
-0.119 |
-0.119 |
110,614 |
| SGP |
-1 |
6 |
-1,516,348 |
-1,516,348 |
-460,686 |
0.26 |
-0.071 |
-0.058 |
133,286 |
| 1 |
1 |
200,717 |
200,717 |
36,383 |
0.18 |
0.040 |
0.040 |
7,949 |
| THA |
-1 |
14 |
-3,497,612 |
-3,497,612 |
-632,096 |
0.19 |
-0.122 |
-0.114 |
453,054 |
| 0 |
2 |
0 |
0 |
0 |
0.28 |
-0.045 |
-0.045 |
0 |
| 1 |
5 |
865,046 |
865,046 |
148,893 |
0.32 |
0.016 |
0.007 |
17,379 |
| TWN |
-1 |
55 |
-7,150,732 |
-7,150,732 |
-2,890,489 |
0.45 |
-0.142 |
-0.143 |
1,114,991 |
| 0 |
3 |
0 |
0 |
0 |
0.25 |
-0.100 |
-0.092 |
0 |
| 1 |
22 |
4,570,178 |
4,570,178 |
1,823,416 |
0.48 |
-0.014 |
-0.019 |
24,774 |