Generated at 16:44 on Tuesday 11/19/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
594 |
-101,591,729 |
| 0 |
26 |
0 |
| 1 |
484 |
99,221,513 |
|
target_notional |
| target_notional |
-2,370,215 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,003,175 |
-2,370,215 |
19,550,789 |
200,813,242 |
8,262,230 |
-0.005 |
-0.012 |
0.097 |
0.041 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-102,435,235 |
| 0 |
0 |
| 1 |
101,432,060 |
|
alpha_notional |
| alpha_notional |
19,550,789 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,123,664 |
| 0 |
0 |
| 1 |
11,427,125 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-5,018,405 |
8,733,335 |
766,246 |
-0.575 |
0.043 |
| CHN |
628 |
6,566,485 |
104,443,217 |
7,452,149 |
0.063 |
0.520 |
| HKG |
83 |
1,012,391 |
14,333,335 |
1,607,003 |
0.071 |
0.071 |
| IDN |
7 |
1,843,149 |
1,843,149 |
477,408 |
1.000 |
0.009 |
| IND |
15 |
1,413,640 |
1,413,640 |
349,569 |
1.000 |
0.007 |
| JPN |
211 |
-1,643,376 |
49,246,006 |
2,196,747 |
-0.033 |
0.245 |
| MYS |
7 |
1,540,700 |
1,540,700 |
283,426 |
1.000 |
0.008 |
| NZL |
2 |
-955,428 |
955,428 |
272,861 |
-1.000 |
0.005 |
| SGP |
8 |
-1,142,525 |
1,568,779 |
302,921 |
-0.728 |
0.008 |
| THA |
20 |
-2,856,831 |
4,721,880 |
609,376 |
-0.605 |
0.024 |
| TWN |
77 |
-3,107,668 |
11,991,428 |
999,548 |
-0.259 |
0.060 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-6,875,870 |
| 0 |
1 |
0 |
| 1 |
11 |
1,857,465 |
| CHN |
-1 |
330 |
-48,938,366 |
| 0 |
12 |
0 |
| 1 |
286 |
55,504,851 |
| HKG |
-1 |
33 |
-6,660,472 |
| 0 |
1 |
0 |
| 1 |
49 |
7,672,863 |
| IDN |
1 |
7 |
1,843,149 |
| IND |
1 |
15 |
1,413,640 |
| JPN |
-1 |
118 |
-25,444,691 |
| 0 |
11 |
0 |
| 1 |
82 |
23,801,315 |
| MYS |
1 |
7 |
1,540,700 |
| NZL |
-1 |
2 |
-955,428 |
| SGP |
-1 |
7 |
-1,355,652 |
| 1 |
1 |
213,127 |
| THA |
-1 |
15 |
-3,789,355 |
| 1 |
5 |
932,525 |
| TWN |
-1 |
55 |
-7,549,548 |
| 0 |
1 |
0 |
| 1 |
21 |
4,441,880 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-6,875,870 |
-6,875,870 |
-2,925,711 |
0.49 |
-0.136 |
-0.137 |
1,031,528 |
| 0 |
1 |
0 |
0 |
0 |
0.38 |
-0.191 |
-0.191 |
0 |
| 1 |
11 |
1,857,465 |
1,857,465 |
395,327 |
0.17 |
-0.026 |
-0.030 |
-16,138 |
| CHN |
-1 |
330 |
-48,938,366 |
-48,938,366 |
-74,752,887 |
1.61 |
-0.036 |
-0.034 |
2,159,376 |
| 0 |
12 |
0 |
0 |
0 |
1.48 |
-0.006 |
-0.002 |
0 |
| 1 |
286 |
55,504,851 |
55,504,851 |
75,750,679 |
1.51 |
0.122 |
0.117 |
8,644,402 |
| HKG |
-1 |
33 |
-6,660,472 |
-6,660,472 |
-6,325,501 |
1.33 |
-0.006 |
0.008 |
320,799 |
| 0 |
1 |
0 |
0 |
0 |
1.58 |
0.024 |
0.024 |
0 |
| 1 |
49 |
7,672,863 |
7,672,863 |
12,032,427 |
1.88 |
0.154 |
0.160 |
1,374,570 |
| IDN |
1 |
7 |
1,843,149 |
1,843,149 |
84,984 |
0.02 |
0.034 |
0.042 |
66,271 |
| IND |
1 |
15 |
1,413,640 |
1,413,640 |
185,155 |
0.12 |
0.047 |
0.049 |
160,432 |
| JPN |
-1 |
118 |
-25,444,691 |
-25,444,691 |
-14,064,735 |
0.57 |
-0.095 |
-0.091 |
2,725,205 |
| 0 |
11 |
0 |
0 |
0 |
0.62 |
-0.024 |
-0.023 |
0 |
| 1 |
82 |
23,801,315 |
23,801,315 |
10,688,179 |
0.51 |
0.030 |
0.023 |
1,124,743 |
| MYS |
1 |
7 |
1,540,700 |
1,540,700 |
334,818 |
0.17 |
-0.015 |
-0.013 |
-22,540 |
| NZL |
-1 |
2 |
-955,428 |
-955,428 |
32,755 |
-0.06 |
-0.115 |
-0.115 |
102,280 |
| SGP |
-1 |
7 |
-1,355,652 |
-1,355,652 |
-428,930 |
0.32 |
-0.068 |
-0.053 |
117,162 |
| 1 |
1 |
213,127 |
213,127 |
38,633 |
0.18 |
0.022 |
0.022 |
4,658 |
| THA |
-1 |
15 |
-3,789,355 |
-3,789,355 |
-706,611 |
0.21 |
-0.124 |
-0.140 |
528,238 |
| 1 |
5 |
932,525 |
932,525 |
146,401 |
0.32 |
0.007 |
0.011 |
7,364 |
| TWN |
-1 |
55 |
-7,549,548 |
-7,549,548 |
-3,234,250 |
0.46 |
-0.134 |
-0.128 |
1,137,150 |
| 0 |
1 |
0 |
0 |
0 |
0.15 |
-0.141 |
-0.141 |
0 |
| 1 |
21 |
4,441,880 |
4,441,880 |
1,775,458 |
0.49 |
-0.006 |
-0.009 |
83,363 |