Generated at 15:17 on Sunday 02/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
549 |
-124,438,645 |
| 0 |
21 |
0 |
| 1 |
426 |
124,645,058 |
|
target_notional |
| target_notional |
206,413 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,614,113 |
206,413 |
25,243,919 |
249,083,703 |
1 |
-0.010 |
0.001 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,467,354 |
| 0 |
0 |
| 1 |
116,853,241 |
|
alpha_notional |
| alpha_notional |
25,243,919 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,579,900 |
| 0 |
0 |
| 1 |
13,664,019 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-6,210,481 |
14,641,015 |
1 |
-0.424 |
0.059 |
| CHN |
507 |
9,687,327 |
114,833,275 |
1 |
0.084 |
0.461 |
| HKG |
95 |
2,445,796 |
16,824,092 |
1 |
0.145 |
0.068 |
| IDN |
8 |
3,708,613 |
3,708,613 |
1 |
1.000 |
0.015 |
| IND |
9 |
5,659,582 |
5,659,582 |
1 |
1.000 |
0.023 |
| JPN |
216 |
-2,070,009 |
64,549,693 |
1 |
-0.032 |
0.259 |
| MYS |
3 |
693,689 |
693,689 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,221,963 |
1,221,963 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,370 |
95,370 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,924,586 |
3,924,586 |
1 |
-1.000 |
0.016 |
| THA |
28 |
-3,965,102 |
9,683,631 |
1 |
-0.409 |
0.039 |
| TWN |
73 |
-4,691,823 |
13,248,195 |
1 |
-0.354 |
0.053 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,425,748 |
| 0 |
1 |
0 |
| 1 |
12 |
4,215,267 |
| CHN |
-1 |
266 |
-52,572,974 |
| 0 |
4 |
0 |
| 1 |
237 |
62,260,301 |
| HKG |
-1 |
48 |
-7,189,148 |
| 1 |
47 |
9,634,944 |
| IDN |
1 |
8 |
3,708,613 |
| IND |
1 |
9 |
5,659,582 |
| JPN |
-1 |
121 |
-33,309,851 |
| 0 |
13 |
0 |
| 1 |
82 |
31,239,842 |
| MYS |
1 |
3 |
693,689 |
| NZL |
-1 |
1 |
-1,221,963 |
| PHL |
1 |
1 |
95,370 |
| SGP |
-1 |
10 |
-3,924,586 |
| THA |
-1 |
20 |
-6,824,366 |
| 0 |
3 |
0 |
| 1 |
5 |
2,859,264 |
| TWN |
-1 |
51 |
-8,970,009 |
| 1 |
22 |
4,278,186 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,425,748 |
-10,425,748 |
-3,068,746 |
0.38 |
-0.135 |
-0.127 |
1,442,383 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
-0.079 |
-0.079 |
0 |
| 1 |
12 |
4,215,267 |
4,215,267 |
704,544 |
0.31 |
-0.020 |
-0.007 |
-4,628 |
| CHN |
-1 |
266 |
-52,572,974 |
-52,572,974 |
-81,439,940 |
1.69 |
-0.030 |
-0.027 |
2,857,105 |
| 0 |
4 |
0 |
0 |
0 |
1.52 |
0.075 |
0.073 |
0 |
| 1 |
237 |
62,260,301 |
62,260,301 |
87,844,934 |
1.53 |
0.135 |
0.135 |
10,211,000 |
| HKG |
-1 |
48 |
-7,189,148 |
-7,189,148 |
-10,413,979 |
1.76 |
0.012 |
0.015 |
261,952 |
| 1 |
47 |
9,634,944 |
9,634,944 |
11,617,157 |
1.59 |
0.115 |
0.118 |
1,217,653 |
| IDN |
1 |
8 |
3,708,613 |
3,708,613 |
10,205 |
-0.07 |
0.066 |
0.079 |
314,842 |
| IND |
1 |
9 |
5,659,582 |
5,659,582 |
895,873 |
0.21 |
0.110 |
0.114 |
839,712 |
| JPN |
-1 |
121 |
-33,309,851 |
-33,309,851 |
-17,714,506 |
0.56 |
-0.106 |
-0.103 |
3,895,370 |
| 0 |
13 |
0 |
0 |
0 |
0.57 |
-0.035 |
-0.029 |
0 |
| 1 |
82 |
31,239,842 |
31,239,842 |
13,723,691 |
0.52 |
0.012 |
0.011 |
789,322 |
| MYS |
1 |
3 |
693,689 |
693,689 |
105,748 |
0.12 |
-0.019 |
-0.009 |
-13,220 |
| NZL |
-1 |
1 |
-1,221,963 |
-1,221,963 |
30,848 |
-0.03 |
-0.185 |
-0.185 |
226,180 |
| PHL |
1 |
1 |
95,370 |
95,370 |
23,436 |
0.25 |
0.075 |
0.075 |
7,163 |
| SGP |
-1 |
10 |
-3,924,586 |
-3,924,586 |
-1,550,340 |
0.34 |
-0.137 |
-0.116 |
657,288 |
| THA |
-1 |
20 |
-6,824,366 |
-6,824,366 |
-1,192,338 |
0.18 |
-0.106 |
-0.102 |
724,218 |
| 0 |
3 |
0 |
0 |
0 |
0.08 |
-0.012 |
-0.001 |
0 |
| 1 |
5 |
2,859,264 |
2,859,264 |
307,103 |
0.18 |
0.038 |
0.031 |
167,077 |
| TWN |
-1 |
51 |
-8,970,009 |
-8,970,009 |
-4,118,354 |
0.48 |
-0.140 |
-0.142 |
1,515,405 |
| 1 |
22 |
4,278,186 |
4,278,186 |
1,620,549 |
0.42 |
0.018 |
0.004 |
135,098 |