Generated at 15:22 on Wednesday 11/20/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-101,701,771 |
| 0 |
28 |
0 |
| 1 |
473 |
99,116,095 |
|
target_notional |
| target_notional |
-2,585,676 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,038,375 |
-2,585,676 |
19,478,914 |
200,817,867 |
5,092,037 |
-0.005 |
-0.013 |
0.097 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-101,362,969 |
| 0 |
0 |
| 1 |
100,324,594 |
|
alpha_notional |
| alpha_notional |
19,478,914 |
|
alpha_notional |
| pos_sign |
|
| -1 |
7,830,850 |
| 0 |
0 |
| 1 |
11,648,064 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-5,018,055 |
8,706,506 |
1,015,287 |
-0.576 |
0.043 |
| CHN |
630 |
6,323,715 |
104,201,159 |
3,591,156 |
0.061 |
0.519 |
| HKG |
83 |
898,968 |
14,220,030 |
1,284,785 |
0.063 |
0.071 |
| IDN |
7 |
1,951,235 |
1,951,235 |
496,252 |
1.000 |
0.010 |
| IND |
15 |
1,520,220 |
1,520,220 |
323,129 |
1.000 |
0.008 |
| JPN |
204 |
-1,440,694 |
49,217,899 |
2,279,601 |
-0.029 |
0.245 |
| MYS |
7 |
1,549,874 |
1,549,874 |
307,362 |
1.000 |
0.008 |
| NZL |
2 |
-963,618 |
963,618 |
270,388 |
-1.000 |
0.005 |
| SGP |
8 |
-1,067,569 |
1,496,708 |
290,598 |
-0.713 |
0.007 |
| THA |
20 |
-2,899,715 |
4,722,631 |
550,357 |
-0.614 |
0.024 |
| TWN |
78 |
-3,408,808 |
12,236,756 |
1,094,029 |
-0.279 |
0.061 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-6,862,280 |
| 0 |
2 |
0 |
| 1 |
12 |
1,844,225 |
| CHN |
-1 |
343 |
-48,938,722 |
| 0 |
7 |
0 |
| 1 |
280 |
55,262,437 |
| HKG |
-1 |
33 |
-6,660,531 |
| 0 |
1 |
0 |
| 1 |
49 |
7,559,499 |
| IDN |
1 |
7 |
1,951,235 |
| IND |
0 |
3 |
0 |
| 1 |
12 |
1,520,220 |
| JPN |
-1 |
113 |
-25,329,297 |
| 0 |
11 |
0 |
| 1 |
80 |
23,888,602 |
| MYS |
1 |
7 |
1,549,874 |
| NZL |
-1 |
2 |
-963,618 |
| SGP |
-1 |
7 |
-1,282,138 |
| 1 |
1 |
214,570 |
| THA |
-1 |
14 |
-3,811,173 |
| 0 |
1 |
0 |
| 1 |
5 |
911,458 |
| TWN |
-1 |
55 |
-7,822,782 |
| 0 |
3 |
0 |
| 1 |
20 |
4,413,974 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-6,862,280 |
-6,862,280 |
-2,940,518 |
0.52 |
-0.132 |
-0.128 |
1,002,247 |
| 0 |
2 |
0 |
0 |
0 |
0.00 |
-0.050 |
-0.050 |
0 |
| 1 |
12 |
1,844,225 |
1,844,225 |
396,189 |
0.15 |
-0.021 |
-0.020 |
-5,213 |
| CHN |
-1 |
343 |
-48,938,722 |
-48,938,722 |
-73,599,431 |
1.61 |
-0.036 |
-0.032 |
2,065,575 |
| 0 |
7 |
0 |
0 |
0 |
1.88 |
0.032 |
0.041 |
0 |
| 1 |
280 |
55,262,437 |
55,262,437 |
74,943,831 |
1.51 |
0.121 |
0.118 |
8,641,443 |
| HKG |
-1 |
33 |
-6,660,531 |
-6,660,531 |
-6,398,810 |
1.33 |
-0.002 |
0.021 |
310,997 |
| 0 |
1 |
0 |
0 |
0 |
0.89 |
0.022 |
0.022 |
0 |
| 1 |
49 |
7,559,499 |
7,559,499 |
11,847,814 |
1.89 |
0.162 |
0.166 |
1,356,562 |
| IDN |
1 |
7 |
1,951,235 |
1,951,235 |
60,163 |
0.02 |
0.035 |
0.041 |
86,285 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.11 |
-0.053 |
0.006 |
0 |
| 1 |
12 |
1,520,220 |
1,520,220 |
208,351 |
0.12 |
0.064 |
0.043 |
228,756 |
| JPN |
-1 |
113 |
-25,329,297 |
-25,329,297 |
-13,905,789 |
0.58 |
-0.088 |
-0.084 |
2,506,138 |
| 0 |
11 |
0 |
0 |
0 |
0.57 |
-0.036 |
-0.046 |
0 |
| 1 |
80 |
23,888,602 |
23,888,602 |
10,593,996 |
0.50 |
0.039 |
0.030 |
1,315,134 |
| MYS |
1 |
7 |
1,549,874 |
1,549,874 |
339,399 |
0.17 |
-0.016 |
-0.022 |
-32,050 |
| NZL |
-1 |
2 |
-963,618 |
-963,618 |
32,068 |
-0.06 |
-0.112 |
-0.112 |
102,010 |
| SGP |
-1 |
7 |
-1,282,138 |
-1,282,138 |
-414,962 |
0.32 |
-0.072 |
-0.053 |
123,255 |
| 1 |
1 |
214,570 |
214,570 |
38,895 |
0.18 |
0.014 |
0.014 |
2,941 |
| THA |
-1 |
14 |
-3,811,173 |
-3,811,173 |
-705,913 |
0.22 |
-0.127 |
-0.127 |
560,792 |
| 0 |
1 |
0 |
0 |
0 |
0.01 |
-0.024 |
-0.024 |
0 |
| 1 |
5 |
911,458 |
911,458 |
146,130 |
0.32 |
0.004 |
-0.003 |
-1,662 |
| TWN |
-1 |
55 |
-7,822,782 |
-7,822,782 |
-3,388,575 |
0.46 |
-0.132 |
-0.135 |
1,157,128 |
| 0 |
3 |
0 |
0 |
0 |
0.59 |
-0.129 |
-0.131 |
0 |
| 1 |
20 |
4,413,974 |
4,413,974 |
1,749,827 |
0.46 |
-0.004 |
-0.002 |
55,868 |