Generated at 15:18 on Sunday 11/24/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
589 |
-101,375,810 |
| 0 |
17 |
0 |
| 1 |
483 |
98,990,881 |
|
target_notional |
| target_notional |
-2,384,929 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-923,935 |
-2,384,929 |
19,524,782 |
200,366,691 |
5,368,025 |
-0.005 |
-0.012 |
0.097 |
0.027 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-100,518,709 |
| 0 |
0 |
| 1 |
99,594,774 |
|
alpha_notional |
| alpha_notional |
19,524,782 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,107,408 |
| 0 |
0 |
| 1 |
11,417,373 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-5,012,783 |
9,462,761 |
1,080,565 |
-0.530 |
0.047 |
| CHN |
625 |
6,974,762 |
103,470,450 |
3,643,798 |
0.067 |
0.516 |
| HKG |
84 |
1,089,280 |
14,024,421 |
1,346,353 |
0.078 |
0.070 |
| IDN |
9 |
2,057,133 |
2,057,133 |
682,291 |
1.000 |
0.010 |
| IND |
14 |
1,315,665 |
1,315,665 |
329,861 |
1.000 |
0.007 |
| JPN |
196 |
-1,300,118 |
49,186,337 |
2,583,818 |
-0.026 |
0.246 |
| MYS |
7 |
1,140,702 |
1,140,702 |
146,079 |
1.000 |
0.006 |
| NZL |
2 |
-964,660 |
964,660 |
736,162 |
-1.000 |
0.005 |
| SGP |
9 |
-983,335 |
1,507,347 |
257,087 |
-0.652 |
0.008 |
| THA |
20 |
-2,856,444 |
4,621,691 |
783,516 |
-0.618 |
0.023 |
| TWN |
75 |
-3,813,981 |
12,584,375 |
1,027,674 |
-0.303 |
0.063 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-7,237,772 |
| 0 |
1 |
0 |
| 1 |
13 |
2,224,989 |
| CHN |
-1 |
335 |
-48,247,844 |
| 0 |
3 |
0 |
| 1 |
287 |
55,222,606 |
| HKG |
-1 |
33 |
-6,467,571 |
| 0 |
1 |
0 |
| 1 |
50 |
7,556,850 |
| IDN |
1 |
9 |
2,057,133 |
| IND |
1 |
14 |
1,315,665 |
| JPN |
-1 |
111 |
-25,243,227 |
| 0 |
8 |
0 |
| 1 |
77 |
23,943,109 |
| MYS |
0 |
1 |
0 |
| 1 |
6 |
1,140,702 |
| NZL |
-1 |
2 |
-964,660 |
| SGP |
-1 |
5 |
-1,245,341 |
| 0 |
2 |
0 |
| 1 |
2 |
262,006 |
| THA |
-1 |
14 |
-3,739,068 |
| 0 |
1 |
0 |
| 1 |
5 |
882,623 |
| TWN |
-1 |
55 |
-8,199,178 |
| 1 |
20 |
4,385,197 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-7,237,772 |
-7,237,772 |
-2,914,140 |
0.48 |
-0.139 |
-0.135 |
1,105,896 |
| 0 |
1 |
0 |
0 |
0 |
0.29 |
-0.030 |
-0.030 |
0 |
| 1 |
13 |
2,224,989 |
2,224,989 |
494,492 |
0.22 |
-0.014 |
-0.024 |
-12,169 |
| CHN |
-1 |
335 |
-48,247,844 |
-48,247,844 |
-72,998,076 |
1.61 |
-0.034 |
-0.031 |
2,156,679 |
| 0 |
3 |
0 |
0 |
0 |
1.81 |
-0.025 |
-0.041 |
0 |
| 1 |
287 |
55,222,606 |
55,222,606 |
74,553,280 |
1.51 |
0.122 |
0.121 |
8,692,776 |
| HKG |
-1 |
33 |
-6,467,571 |
-6,467,571 |
-6,086,444 |
1.33 |
0.009 |
0.010 |
284,705 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
0.166 |
0.166 |
0 |
| 1 |
50 |
7,556,850 |
7,556,850 |
11,826,180 |
1.89 |
0.165 |
0.172 |
1,471,904 |
| IDN |
1 |
9 |
2,057,133 |
2,057,133 |
36,294 |
-0.02 |
0.035 |
0.030 |
47,963 |
| IND |
1 |
14 |
1,315,665 |
1,315,665 |
187,019 |
0.13 |
0.052 |
0.052 |
67,068 |
| JPN |
-1 |
111 |
-25,243,227 |
-25,243,227 |
-13,897,398 |
0.58 |
-0.097 |
-0.094 |
2,683,784 |
| 0 |
8 |
0 |
0 |
0 |
0.67 |
0.010 |
0.003 |
0 |
| 1 |
77 |
23,943,109 |
23,943,109 |
10,389,545 |
0.48 |
0.029 |
0.020 |
1,068,133 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.41 |
-0.016 |
-0.016 |
0 |
| 1 |
6 |
1,140,702 |
1,140,702 |
172,255 |
0.13 |
-0.013 |
-0.009 |
-20,696 |
| NZL |
-1 |
2 |
-964,660 |
-964,660 |
31,889 |
-0.06 |
-0.136 |
-0.136 |
128,879 |
| SGP |
-1 |
5 |
-1,245,341 |
-1,245,341 |
-409,635 |
0.38 |
-0.076 |
-0.052 |
106,229 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
-0.006 |
-0.006 |
0 |
| 1 |
2 |
262,006 |
262,006 |
43,331 |
0.13 |
0.020 |
0.020 |
4,268 |
| THA |
-1 |
14 |
-3,739,068 |
-3,739,068 |
-651,553 |
0.23 |
-0.122 |
-0.131 |
545,329 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.004 |
0.004 |
0 |
| 1 |
5 |
882,623 |
882,623 |
153,044 |
0.33 |
0.024 |
0.010 |
17,374 |
| TWN |
-1 |
55 |
-8,199,178 |
-8,199,178 |
-3,552,419 |
0.46 |
-0.131 |
-0.133 |
1,093,153 |
| 1 |
20 |
4,385,197 |
4,385,197 |
1,739,334 |
0.46 |
-0.004 |
-0.011 |
80,752 |