Generated at 16:16 on Monday 11/18/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-101,650,643 |
| 0 |
34 |
0 |
| 1 |
492 |
99,079,781 |
|
target_notional |
| target_notional |
-2,570,862 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,053,740 |
-2,570,862 |
19,493,593 |
200,730,423 |
5,323,879 |
-0.005 |
-0.013 |
0.097 |
0.027 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-102,373,190 |
| 0 |
0 |
| 1 |
101,319,451 |
|
alpha_notional |
| alpha_notional |
19,493,593 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,302,777 |
| 0 |
0 |
| 1 |
11,190,816 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-5,000,005 |
8,701,114 |
811,713 |
-0.575 |
0.043 |
| CHN |
651 |
6,209,271 |
104,683,425 |
3,918,221 |
0.059 |
0.522 |
| HKG |
84 |
1,057,037 |
14,409,761 |
1,489,851 |
0.073 |
0.072 |
| IDN |
7 |
1,774,347 |
1,774,347 |
380,186 |
1.000 |
0.009 |
| IND |
16 |
1,407,786 |
1,407,786 |
309,140 |
1.000 |
0.007 |
| JPN |
216 |
-1,511,151 |
49,056,085 |
2,413,832 |
-0.031 |
0.244 |
| MYS |
7 |
1,548,967 |
1,548,967 |
294,068 |
1.000 |
0.008 |
| NZL |
2 |
-965,341 |
965,341 |
244,793 |
-1.000 |
0.005 |
| SGP |
7 |
-1,187,558 |
1,606,215 |
273,418 |
-0.739 |
0.008 |
| THA |
20 |
-2,754,972 |
4,603,534 |
595,512 |
-0.598 |
0.023 |
| TWN |
77 |
-3,127,442 |
11,952,047 |
912,115 |
-0.262 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-6,850,559 |
| 0 |
1 |
0 |
| 1 |
11 |
1,850,555 |
| CHN |
-1 |
338 |
-49,237,077 |
| 0 |
22 |
0 |
| 1 |
291 |
55,446,348 |
| HKG |
-1 |
34 |
-6,676,362 |
| 0 |
1 |
0 |
| 1 |
49 |
7,733,399 |
| IDN |
1 |
7 |
1,774,347 |
| IND |
0 |
1 |
0 |
| 1 |
15 |
1,407,786 |
| JPN |
-1 |
124 |
-25,283,618 |
| 0 |
7 |
0 |
| 1 |
85 |
23,772,467 |
| MYS |
1 |
7 |
1,548,967 |
| NZL |
-1 |
2 |
-965,341 |
| SGP |
-1 |
6 |
-1,396,887 |
| 1 |
1 |
209,329 |
| THA |
-1 |
14 |
-3,679,253 |
| 0 |
1 |
0 |
| 1 |
5 |
924,281 |
| TWN |
-1 |
55 |
-7,539,744 |
| 0 |
1 |
0 |
| 1 |
21 |
4,412,303 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-6,850,559 |
-6,850,559 |
-2,955,799 |
0.48 |
-0.136 |
-0.139 |
1,002,106 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.039 |
-0.039 |
0 |
| 1 |
11 |
1,850,555 |
1,850,555 |
387,150 |
0.17 |
-0.017 |
-0.016 |
-2,570 |
| CHN |
-1 |
338 |
-49,237,077 |
-49,237,077 |
-74,933,802 |
1.61 |
-0.041 |
-0.037 |
2,372,025 |
| 0 |
22 |
0 |
0 |
0 |
1.54 |
0.053 |
0.053 |
0 |
| 1 |
291 |
55,446,348 |
55,446,348 |
75,414,103 |
1.51 |
0.120 |
0.115 |
8,342,710 |
| HKG |
-1 |
34 |
-6,676,362 |
-6,676,362 |
-6,316,601 |
1.34 |
-0.009 |
0.010 |
307,987 |
| 0 |
1 |
0 |
0 |
0 |
1.83 |
-0.031 |
-0.031 |
0 |
| 1 |
49 |
7,733,399 |
7,733,399 |
12,132,689 |
1.88 |
0.153 |
0.158 |
1,369,636 |
| IDN |
1 |
7 |
1,774,347 |
1,774,347 |
82,963 |
0.02 |
0.049 |
0.057 |
106,836 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.45 |
0.016 |
0.016 |
0 |
| 1 |
15 |
1,407,786 |
1,407,786 |
184,626 |
0.12 |
0.057 |
0.055 |
161,688 |
| JPN |
-1 |
124 |
-25,283,618 |
-25,283,618 |
-13,914,722 |
0.56 |
-0.095 |
-0.092 |
2,744,152 |
| 0 |
7 |
0 |
0 |
0 |
0.68 |
-0.024 |
-0.034 |
0 |
| 1 |
85 |
23,772,467 |
23,772,467 |
10,826,030 |
0.52 |
0.032 |
0.023 |
1,138,828 |
| MYS |
1 |
7 |
1,548,967 |
1,548,967 |
338,126 |
0.17 |
-0.024 |
-0.028 |
-40,441 |
| NZL |
-1 |
2 |
-965,341 |
-965,341 |
33,266 |
-0.06 |
-0.119 |
-0.119 |
107,240 |
| SGP |
-1 |
6 |
-1,396,887 |
-1,396,887 |
-432,790 |
0.26 |
-0.051 |
-0.038 |
101,493 |
| 1 |
1 |
209,329 |
209,329 |
37,945 |
0.18 |
0.032 |
0.032 |
6,715 |
| THA |
-1 |
14 |
-3,679,253 |
-3,679,253 |
-681,763 |
0.20 |
-0.127 |
-0.130 |
516,924 |
| 0 |
1 |
0 |
0 |
0 |
0.08 |
-0.034 |
-0.034 |
0 |
| 1 |
5 |
924,281 |
924,281 |
152,190 |
0.32 |
0.010 |
0.007 |
17,998 |
| TWN |
-1 |
55 |
-7,539,744 |
-7,539,744 |
-3,142,331 |
0.45 |
-0.132 |
-0.133 |
1,148,792 |
| 0 |
1 |
0 |
0 |
0 |
0.26 |
-0.047 |
-0.047 |
0 |
| 1 |
21 |
4,412,303 |
4,412,303 |
1,763,629 |
0.49 |
0.002 |
-0.001 |
89,415 |