Generated at 15:17 on Sunday 01/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-119,263,423 |
| 0 |
31 |
0 |
| 1 |
429 |
116,362,635 |
|
target_notional |
| target_notional |
-2,900,787 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-434,404 |
-2,900,787 |
23,408,836 |
235,626,058 |
1 |
-0.002 |
-0.012 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-110,593,729 |
| 0 |
0 |
| 1 |
110,159,325 |
|
alpha_notional |
| alpha_notional |
23,408,836 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,637,598 |
| 0 |
0 |
| 1 |
12,771,237 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-5,891,222 |
14,604,303 |
1 |
-0.403 |
0.062 |
| CHN |
551 |
6,150,163 |
113,111,429 |
1 |
0.054 |
0.480 |
| HKG |
103 |
3,313,776 |
16,881,746 |
1 |
0.196 |
0.072 |
| IDN |
4 |
1,298,556 |
1,298,556 |
1 |
1.000 |
0.006 |
| IND |
16 |
4,504,048 |
4,504,048 |
1 |
1.000 |
0.019 |
| JPN |
222 |
-2,470,719 |
57,843,193 |
1 |
-0.043 |
0.245 |
| MYS |
3 |
681,484 |
681,484 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,109,878 |
1,109,878 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
58,020 |
58,020 |
1 |
1.000 |
0.000 |
| SGP |
6 |
534,799 |
2,367,344 |
1 |
0.226 |
0.010 |
| THA |
22 |
-5,891,111 |
9,320,753 |
1 |
-0.632 |
0.040 |
| TWN |
82 |
-4,078,704 |
13,845,303 |
1 |
-0.295 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-10,247,763 |
| 0 |
6 |
0 |
| 1 |
12 |
4,356,540 |
| CHN |
-1 |
307 |
-53,480,633 |
| 0 |
6 |
0 |
| 1 |
238 |
59,630,796 |
| HKG |
-1 |
54 |
-6,783,985 |
| 0 |
1 |
0 |
| 1 |
48 |
10,097,761 |
| IDN |
1 |
4 |
1,298,556 |
| IND |
0 |
3 |
0 |
| 1 |
13 |
4,504,048 |
| JPN |
-1 |
128 |
-30,156,956 |
| 0 |
15 |
0 |
| 1 |
79 |
27,686,237 |
| MYS |
1 |
3 |
681,484 |
| NZL |
-1 |
1 |
-1,109,878 |
| PHL |
1 |
1 |
58,020 |
| SGP |
-1 |
3 |
-916,272 |
| 1 |
3 |
1,451,071 |
| THA |
-1 |
17 |
-7,605,932 |
| 1 |
5 |
1,714,821 |
| TWN |
-1 |
59 |
-8,962,003 |
| 1 |
23 |
4,883,300 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-10,247,763 |
-10,247,763 |
-3,364,810 |
0.48 |
-0.122 |
-0.115 |
1,392,686 |
| 0 |
6 |
0 |
0 |
0 |
0.24 |
-0.081 |
-0.089 |
0 |
| 1 |
12 |
4,356,540 |
4,356,540 |
1,150,149 |
0.26 |
-0.006 |
-0.006 |
56,433 |
| CHN |
-1 |
307 |
-53,480,633 |
-53,480,633 |
-77,413,039 |
1.66 |
-0.037 |
-0.036 |
2,844,687 |
| 0 |
6 |
0 |
0 |
0 |
1.48 |
0.009 |
0.043 |
0 |
| 1 |
238 |
59,630,796 |
59,630,796 |
81,576,994 |
1.49 |
0.127 |
0.125 |
9,506,796 |
| HKG |
-1 |
54 |
-6,783,985 |
-6,783,985 |
-7,567,200 |
1.64 |
0.019 |
0.023 |
306,203 |
| 0 |
1 |
0 |
0 |
0 |
0.67 |
0.140 |
0.140 |
0 |
| 1 |
48 |
10,097,761 |
10,097,761 |
10,766,254 |
1.62 |
0.138 |
0.145 |
1,465,328 |
| IDN |
1 |
4 |
1,298,556 |
1,298,556 |
-2,107 |
0.02 |
0.027 |
0.030 |
25,927 |
| IND |
0 |
3 |
0 |
0 |
0 |
0.26 |
-0.033 |
-0.040 |
0 |
| 1 |
13 |
4,504,048 |
4,504,048 |
879,236 |
0.25 |
0.078 |
0.038 |
660,353 |
| JPN |
-1 |
128 |
-30,156,956 |
-30,156,956 |
-16,851,577 |
0.57 |
-0.100 |
-0.093 |
3,447,996 |
| 0 |
15 |
0 |
0 |
0 |
0.65 |
-0.042 |
-0.035 |
0 |
| 1 |
79 |
27,686,237 |
27,686,237 |
13,186,780 |
0.55 |
0.024 |
0.017 |
822,762 |
| MYS |
1 |
3 |
681,484 |
681,484 |
93,372 |
0.11 |
0.006 |
0.004 |
-3,429 |
| NZL |
-1 |
1 |
-1,109,878 |
-1,109,878 |
91,145 |
-0.08 |
-0.190 |
-0.190 |
211,236 |
| PHL |
1 |
1 |
58,020 |
58,020 |
16,566 |
0.29 |
0.086 |
0.086 |
5,016 |
| SGP |
-1 |
3 |
-916,272 |
-916,272 |
-463,572 |
0.43 |
-0.163 |
-0.181 |
164,151 |
| 1 |
3 |
1,451,071 |
1,451,071 |
251,317 |
0.18 |
-0.014 |
-0.026 |
2,616 |
| THA |
-1 |
17 |
-7,605,932 |
-7,605,932 |
-885,543 |
0.18 |
-0.135 |
-0.138 |
1,057,112 |
| 1 |
5 |
1,714,821 |
1,714,821 |
320,901 |
0.25 |
0.005 |
-0.010 |
24,478 |
| TWN |
-1 |
59 |
-8,962,003 |
-8,962,003 |
-4,139,133 |
0.49 |
-0.110 |
-0.104 |
1,213,527 |
| 1 |
23 |
4,883,300 |
4,883,300 |
1,919,863 |
0.40 |
0.041 |
0.026 |
204,958 |