Generated at 17:21 on Thursday 01/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
597 |
-119,507,132 |
| 0 |
33 |
0 |
| 1 |
425 |
116,576,713 |
|
target_notional |
| target_notional |
-2,930,419 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-221,664 |
-2,930,419 |
23,200,348 |
236,083,845 |
1 |
-0.001 |
-0.012 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-111,487,927 |
| 0 |
0 |
| 1 |
111,266,263 |
|
alpha_notional |
| alpha_notional |
23,200,348 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,729,811 |
| 0 |
0 |
| 1 |
12,470,537 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-5,892,994 |
14,481,163 |
1 |
-0.407 |
0.061 |
| CHN |
565 |
6,857,403 |
113,189,099 |
1 |
0.061 |
0.479 |
| HKG |
100 |
3,234,254 |
15,194,337 |
1 |
0.213 |
0.064 |
| IDN |
4 |
1,433,102 |
1,433,102 |
1 |
1.000 |
0.006 |
| IND |
20 |
5,290,082 |
5,290,082 |
1 |
1.000 |
0.022 |
| JPN |
212 |
-4,223,792 |
60,344,771 |
1 |
-0.070 |
0.256 |
| MYS |
3 |
690,212 |
690,212 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,113,154 |
1,113,154 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,647 |
56,647 |
1 |
1.000 |
0.000 |
| SGP |
6 |
533,398 |
2,375,154 |
1 |
0.225 |
0.010 |
| THA |
22 |
-5,901,911 |
7,895,965 |
1 |
-0.747 |
0.033 |
| TWN |
82 |
-3,893,668 |
14,020,158 |
1 |
-0.278 |
0.059 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-10,187,079 |
| 1 |
9 |
4,294,085 |
| CHN |
-1 |
315 |
-53,165,848 |
| 0 |
14 |
0 |
| 1 |
236 |
60,023,251 |
| HKG |
-1 |
51 |
-5,980,042 |
| 0 |
1 |
0 |
| 1 |
48 |
9,214,296 |
| IDN |
1 |
4 |
1,433,102 |
| IND |
0 |
2 |
0 |
| 1 |
18 |
5,290,082 |
| JPN |
-1 |
122 |
-32,284,281 |
| 0 |
14 |
0 |
| 1 |
76 |
28,060,490 |
| MYS |
1 |
3 |
690,212 |
| NZL |
-1 |
2 |
-1,113,154 |
| PHL |
1 |
1 |
56,647 |
| SGP |
-1 |
3 |
-920,878 |
| 1 |
3 |
1,454,276 |
| THA |
-1 |
16 |
-6,898,938 |
| 0 |
2 |
0 |
| 1 |
4 |
997,027 |
| TWN |
-1 |
59 |
-8,956,913 |
| 1 |
23 |
5,063,245 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-10,187,079 |
-10,187,079 |
-3,279,847 |
0.46 |
-0.108 |
-0.096 |
1,262,740 |
| 1 |
9 |
4,294,085 |
4,294,085 |
1,423,217 |
0.28 |
0.011 |
0.013 |
127,071 |
| CHN |
-1 |
315 |
-53,165,848 |
-53,165,848 |
-77,806,561 |
1.64 |
-0.033 |
-0.030 |
2,469,681 |
| 0 |
14 |
0 |
0 |
0 |
1.63 |
0.075 |
0.078 |
0 |
| 1 |
236 |
60,023,251 |
60,023,251 |
82,498,527 |
1.49 |
0.128 |
0.126 |
9,532,220 |
| HKG |
-1 |
51 |
-5,980,042 |
-5,980,042 |
-6,823,854 |
1.65 |
0.027 |
0.034 |
85,947 |
| 0 |
1 |
0 |
0 |
0 |
1.55 |
0.161 |
0.161 |
0 |
| 1 |
48 |
9,214,296 |
9,214,296 |
10,482,572 |
1.64 |
0.140 |
0.142 |
1,325,554 |
| IDN |
1 |
4 |
1,433,102 |
1,433,102 |
73,538 |
0.02 |
0.056 |
0.062 |
139,750 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.29 |
-0.001 |
-0.001 |
0 |
| 1 |
18 |
5,290,082 |
5,290,082 |
1,019,302 |
0.23 |
0.088 |
0.106 |
552,744 |
| JPN |
-1 |
122 |
-32,284,281 |
-32,284,281 |
-18,149,704 |
0.55 |
-0.117 |
-0.111 |
4,280,481 |
| 0 |
14 |
0 |
0 |
0 |
0.55 |
-0.063 |
-0.062 |
0 |
| 1 |
76 |
28,060,490 |
28,060,490 |
13,328,919 |
0.57 |
0.008 |
0.001 |
558,174 |
| MYS |
1 |
3 |
690,212 |
690,212 |
94,723 |
0.11 |
0.015 |
0.024 |
853 |
| NZL |
-1 |
2 |
-1,113,154 |
-1,113,154 |
91,717 |
-0.11 |
-0.156 |
-0.156 |
188,514 |
| PHL |
1 |
1 |
56,647 |
56,647 |
16,175 |
0.29 |
0.165 |
0.165 |
9,324 |
| SGP |
-1 |
3 |
-920,878 |
-920,878 |
-461,947 |
0.43 |
-0.144 |
-0.148 |
143,362 |
| 1 |
3 |
1,454,276 |
1,454,276 |
250,765 |
0.18 |
0.002 |
0.000 |
8,531 |
| THA |
-1 |
16 |
-6,898,938 |
-6,898,938 |
-945,016 |
0.21 |
-0.154 |
-0.162 |
1,009,139 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
-0.071 |
-0.071 |
0 |
| 1 |
4 |
997,027 |
997,027 |
77,183 |
0.28 |
-0.004 |
-0.021 |
58,624 |
| TWN |
-1 |
59 |
-8,956,913 |
-8,956,913 |
-4,112,715 |
0.49 |
-0.121 |
-0.116 |
1,289,947 |
| 1 |
23 |
5,063,245 |
5,063,245 |
2,001,342 |
0.40 |
0.023 |
0.019 |
157,692 |