Generated at 15:19 on Wednesday 02/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
550 |
-124,861,318 |
| 0 |
26 |
0 |
| 1 |
413 |
124,548,680 |
|
target_notional |
| target_notional |
-312,638 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,404,221 |
-312,638 |
25,351,076 |
249,409,998 |
1 |
-0.010 |
-0.001 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,269,963 |
| 0 |
0 |
| 1 |
116,865,742 |
|
alpha_notional |
| alpha_notional |
25,351,076 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,359,840 |
| 0 |
0 |
| 1 |
13,991,236 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-6,212,728 |
15,643,283 |
1 |
-0.397 |
0.063 |
| CHN |
507 |
9,230,051 |
115,030,672 |
1 |
0.080 |
0.461 |
| HKG |
95 |
2,402,652 |
16,888,067 |
1 |
0.142 |
0.068 |
| IDN |
7 |
3,478,157 |
3,478,157 |
1 |
1.000 |
0.014 |
| IND |
8 |
4,462,611 |
4,462,611 |
1 |
1.000 |
0.018 |
| JPN |
212 |
-1,467,597 |
65,337,182 |
1 |
-0.022 |
0.262 |
| MYS |
3 |
707,550 |
707,550 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,222,861 |
1,222,861 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,265 |
95,265 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,926,044 |
3,926,044 |
1 |
-1.000 |
0.016 |
| THA |
26 |
-3,493,197 |
9,576,423 |
1 |
-0.365 |
0.038 |
| TWN |
74 |
-4,366,498 |
13,041,883 |
1 |
-0.335 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-10,928,005 |
| 0 |
2 |
0 |
| 1 |
11 |
4,715,277 |
| CHN |
-1 |
268 |
-52,900,310 |
| 0 |
13 |
0 |
| 1 |
226 |
62,130,361 |
| HKG |
-1 |
48 |
-7,242,708 |
| 1 |
47 |
9,645,360 |
| IDN |
1 |
7 |
3,478,157 |
| IND |
1 |
8 |
4,462,611 |
| JPN |
-1 |
120 |
-33,402,389 |
| 0 |
10 |
0 |
| 1 |
82 |
31,934,792 |
| MYS |
1 |
3 |
707,550 |
| NZL |
-1 |
1 |
-1,222,861 |
| PHL |
1 |
1 |
95,265 |
| SGP |
-1 |
10 |
-3,926,044 |
| THA |
-1 |
19 |
-6,534,810 |
| 0 |
1 |
0 |
| 1 |
6 |
3,041,613 |
| TWN |
-1 |
52 |
-8,704,190 |
| 1 |
22 |
4,337,693 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-10,928,005 |
-10,928,005 |
-3,336,888 |
0.43 |
-0.131 |
-0.120 |
1,610,621 |
| 0 |
2 |
0 |
0 |
0 |
0.13 |
-0.058 |
-0.058 |
0 |
| 1 |
11 |
4,715,277 |
4,715,277 |
625,797 |
0.23 |
-0.006 |
0.003 |
66,396 |
| CHN |
-1 |
268 |
-52,900,310 |
-52,900,310 |
-80,751,386 |
1.68 |
-0.027 |
-0.023 |
2,638,919 |
| 0 |
13 |
0 |
0 |
0 |
1.72 |
0.062 |
0.087 |
0 |
| 1 |
226 |
62,130,361 |
62,130,361 |
87,761,405 |
1.53 |
0.137 |
0.135 |
10,427,949 |
| HKG |
-1 |
48 |
-7,242,708 |
-7,242,708 |
-10,679,297 |
1.76 |
0.002 |
-0.003 |
203,265 |
| 1 |
47 |
9,645,360 |
9,645,360 |
11,699,574 |
1.60 |
0.108 |
0.107 |
1,209,071 |
| IDN |
1 |
7 |
3,478,157 |
3,478,157 |
37,009 |
-0.06 |
0.054 |
0.036 |
327,565 |
| IND |
1 |
8 |
4,462,611 |
4,462,611 |
725,374 |
0.21 |
0.099 |
0.057 |
881,055 |
| JPN |
-1 |
120 |
-33,402,389 |
-33,402,389 |
-17,815,312 |
0.57 |
-0.104 |
-0.100 |
3,968,638 |
| 0 |
10 |
0 |
0 |
0 |
0.67 |
-0.046 |
-0.036 |
0 |
| 1 |
82 |
31,934,792 |
31,934,792 |
13,901,943 |
0.50 |
0.017 |
0.014 |
870,208 |
| MYS |
1 |
3 |
707,550 |
707,550 |
107,961 |
0.12 |
-0.014 |
-0.015 |
-16,043 |
| NZL |
-1 |
1 |
-1,222,861 |
-1,222,861 |
30,870 |
-0.03 |
-0.174 |
-0.174 |
212,243 |
| PHL |
1 |
1 |
95,265 |
95,265 |
23,411 |
0.25 |
0.062 |
0.062 |
5,887 |
| SGP |
-1 |
10 |
-3,926,044 |
-3,926,044 |
-1,537,433 |
0.34 |
-0.130 |
-0.107 |
622,324 |
| THA |
-1 |
19 |
-6,534,810 |
-6,534,810 |
-1,075,784 |
0.17 |
-0.121 |
-0.105 |
883,289 |
| 0 |
1 |
0 |
0 |
0 |
0.12 |
-0.036 |
-0.036 |
0 |
| 1 |
6 |
3,041,613 |
3,041,613 |
336,687 |
0.21 |
0.037 |
0.030 |
107,006 |
| TWN |
-1 |
52 |
-8,704,190 |
-8,704,190 |
-4,104,732 |
0.50 |
-0.124 |
-0.127 |
1,220,539 |
| 1 |
22 |
4,337,693 |
4,337,693 |
1,646,581 |
0.42 |
0.014 |
0.010 |
112,142 |