Generated at 16:43 on Sunday 01/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-123,489,820 |
| 0 |
31 |
0 |
| 1 |
442 |
120,390,218 |
|
target_notional |
| target_notional |
-3,099,601 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-470,398 |
-3,099,601 |
24,106,904 |
243,880,038 |
1 |
-0.002 |
-0.013 |
0.099 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-112,906,760 |
| 0 |
0 |
| 1 |
112,436,362 |
|
alpha_notional |
| alpha_notional |
24,106,904 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,348,713 |
| 0 |
0 |
| 1 |
12,758,190 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-5,939,611 |
14,643,794 |
1 |
-0.406 |
0.060 |
| CHN |
548 |
6,505,320 |
112,127,540 |
1 |
0.058 |
0.460 |
| HKG |
100 |
3,791,486 |
16,101,179 |
1 |
0.235 |
0.066 |
| IDN |
4 |
1,416,713 |
1,416,713 |
1 |
1.000 |
0.006 |
| IND |
22 |
5,320,225 |
5,320,225 |
1 |
1.000 |
0.022 |
| JPN |
243 |
-4,329,282 |
67,448,378 |
1 |
-0.064 |
0.277 |
| MYS |
3 |
699,151 |
699,151 |
1 |
1.000 |
0.003 |
| NZL |
2 |
-1,150,047 |
1,150,047 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
56,137 |
56,137 |
1 |
1.000 |
0.000 |
| SGP |
6 |
500,451 |
2,423,213 |
1 |
0.207 |
0.010 |
| THA |
24 |
-6,091,469 |
8,513,202 |
1 |
-0.716 |
0.035 |
| TWN |
82 |
-3,878,676 |
13,980,460 |
1 |
-0.277 |
0.057 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-10,291,702 |
| 1 |
9 |
4,352,091 |
| CHN |
-1 |
295 |
-52,811,110 |
| 0 |
20 |
0 |
| 1 |
233 |
59,316,430 |
| HKG |
-1 |
51 |
-6,154,846 |
| 0 |
1 |
0 |
| 1 |
48 |
9,946,333 |
| IDN |
1 |
4 |
1,416,713 |
| IND |
0 |
2 |
0 |
| 1 |
20 |
5,320,225 |
| JPN |
-1 |
142 |
-35,888,830 |
| 0 |
8 |
0 |
| 1 |
93 |
31,559,548 |
| MYS |
1 |
3 |
699,151 |
| NZL |
-1 |
2 |
-1,150,047 |
| PHL |
1 |
1 |
56,137 |
| SGP |
-1 |
3 |
-961,381 |
| 1 |
3 |
1,461,832 |
| THA |
-1 |
19 |
-7,302,335 |
| 1 |
5 |
1,210,866 |
| TWN |
-1 |
59 |
-8,929,568 |
| 1 |
23 |
5,050,892 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-10,291,702 |
-10,291,702 |
-3,308,674 |
0.46 |
-0.122 |
-0.115 |
1,418,675 |
| 1 |
9 |
4,352,091 |
4,352,091 |
1,443,451 |
0.28 |
-0.005 |
0.006 |
60,980 |
| CHN |
-1 |
295 |
-52,811,110 |
-52,811,110 |
-76,813,708 |
1.65 |
-0.034 |
-0.033 |
2,559,616 |
| 0 |
20 |
0 |
0 |
0 |
1.50 |
0.035 |
0.026 |
0 |
| 1 |
233 |
59,316,430 |
59,316,430 |
81,363,602 |
1.48 |
0.128 |
0.125 |
9,520,461 |
| HKG |
-1 |
51 |
-6,154,846 |
-6,154,846 |
-7,174,762 |
1.65 |
0.018 |
0.021 |
146,856 |
| 0 |
1 |
0 |
0 |
0 |
0.52 |
0.016 |
0.016 |
0 |
| 1 |
48 |
9,946,333 |
9,946,333 |
11,553,536 |
1.64 |
0.134 |
0.132 |
1,457,259 |
| IDN |
1 |
4 |
1,416,713 |
1,416,713 |
74,079 |
0.02 |
0.096 |
0.105 |
189,013 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.22 |
-0.031 |
-0.031 |
0 |
| 1 |
20 |
5,320,225 |
5,320,225 |
1,106,146 |
0.24 |
0.084 |
0.086 |
629,655 |
| JPN |
-1 |
142 |
-35,888,830 |
-35,888,830 |
-20,088,217 |
0.57 |
-0.110 |
-0.102 |
4,599,202 |
| 0 |
8 |
0 |
0 |
0 |
0.55 |
-0.025 |
-0.020 |
0 |
| 1 |
93 |
31,559,548 |
31,559,548 |
14,441,338 |
0.56 |
0.007 |
0.002 |
647,332 |
| MYS |
1 |
3 |
699,151 |
699,151 |
95,964 |
0.11 |
0.029 |
0.022 |
15,091 |
| NZL |
-1 |
2 |
-1,150,047 |
-1,150,047 |
94,856 |
-0.11 |
-0.158 |
-0.158 |
207,141 |
| PHL |
1 |
1 |
56,137 |
56,137 |
16,029 |
0.29 |
0.160 |
0.160 |
8,958 |
| SGP |
-1 |
3 |
-961,381 |
-961,381 |
-479,151 |
0.43 |
-0.143 |
-0.149 |
148,183 |
| 1 |
3 |
1,461,832 |
1,461,832 |
253,346 |
0.18 |
-0.001 |
0.001 |
8,451 |
| THA |
-1 |
19 |
-7,302,335 |
-7,302,335 |
-1,038,101 |
0.23 |
-0.160 |
-0.169 |
1,064,229 |
| 1 |
5 |
1,210,866 |
1,210,866 |
92,404 |
0.23 |
-0.014 |
-0.007 |
43,681 |
| TWN |
-1 |
59 |
-8,929,568 |
-8,929,568 |
-4,099,004 |
0.49 |
-0.116 |
-0.112 |
1,204,812 |
| 1 |
23 |
5,050,892 |
5,050,892 |
1,996,468 |
0.40 |
0.025 |
0.020 |
177,310 |