Generated at 17:27 on Sunday 02/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
549 |
-125,960,445 |
| 0 |
14 |
0 |
| 1 |
418 |
125,925,092 |
|
target_notional |
| target_notional |
-35,353 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,713,978 |
-35,353 |
25,119,858 |
251,885,537 |
1 |
-0.011 |
-0.000 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-119,395,248 |
| 0 |
0 |
| 1 |
116,681,270 |
|
alpha_notional |
| alpha_notional |
25,119,858 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,431,741 |
| 0 |
0 |
| 1 |
13,688,117 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-6,221,916 |
18,168,104 |
1 |
-0.342 |
0.072 |
| CHN |
500 |
9,911,285 |
114,895,998 |
1 |
0.086 |
0.456 |
| HKG |
97 |
2,073,847 |
16,426,815 |
1 |
0.126 |
0.065 |
| IDN |
7 |
3,524,069 |
3,524,069 |
1 |
1.000 |
0.014 |
| IND |
7 |
4,175,537 |
4,175,537 |
1 |
1.000 |
0.017 |
| JPN |
202 |
-1,692,195 |
66,640,021 |
1 |
-0.025 |
0.265 |
| MYS |
3 |
697,073 |
697,073 |
1 |
1.000 |
0.003 |
| NZL |
1 |
-1,221,979 |
1,221,979 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
95,188 |
95,188 |
1 |
1.000 |
0.000 |
| SGP |
10 |
-3,923,282 |
3,923,282 |
1 |
-1.000 |
0.016 |
| THA |
28 |
-3,019,640 |
8,961,328 |
1 |
-0.337 |
0.036 |
| TWN |
74 |
-4,433,340 |
13,156,143 |
1 |
-0.337 |
0.052 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-12,195,010 |
| 1 |
14 |
5,973,094 |
| CHN |
-1 |
265 |
-52,492,357 |
| 0 |
11 |
0 |
| 1 |
224 |
62,403,642 |
| HKG |
-1 |
48 |
-7,176,484 |
| 0 |
2 |
0 |
| 1 |
47 |
9,250,331 |
| IDN |
1 |
7 |
3,524,069 |
| IND |
1 |
7 |
4,175,537 |
| JPN |
-1 |
117 |
-34,166,108 |
| 1 |
85 |
32,473,913 |
| MYS |
1 |
3 |
697,073 |
| NZL |
-1 |
1 |
-1,221,979 |
| PHL |
1 |
1 |
95,188 |
| SGP |
-1 |
10 |
-3,923,282 |
| THA |
-1 |
19 |
-5,990,484 |
| 0 |
1 |
0 |
| 1 |
8 |
2,970,844 |
| TWN |
-1 |
52 |
-8,794,742 |
| 1 |
22 |
4,361,402 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-12,195,010 |
-12,195,010 |
-3,582,939 |
0.42 |
-0.140 |
-0.127 |
1,863,924 |
| 1 |
14 |
5,973,094 |
5,973,094 |
818,198 |
0.23 |
0.010 |
0.023 |
238,790 |
| CHN |
-1 |
265 |
-52,492,357 |
-52,492,357 |
-80,548,814 |
1.68 |
-0.028 |
-0.027 |
2,423,232 |
| 0 |
11 |
0 |
0 |
0 |
1.69 |
0.051 |
0.067 |
0 |
| 1 |
224 |
62,403,642 |
62,403,642 |
88,061,671 |
1.53 |
0.136 |
0.134 |
10,283,118 |
| HKG |
-1 |
48 |
-7,176,484 |
-7,176,484 |
-10,408,357 |
1.74 |
0.010 |
0.014 |
160,092 |
| 0 |
2 |
0 |
0 |
0 |
1.31 |
0.046 |
0.046 |
0 |
| 1 |
47 |
9,250,331 |
9,250,331 |
11,106,603 |
1.59 |
0.108 |
0.096 |
1,050,765 |
| IDN |
1 |
7 |
3,524,069 |
3,524,069 |
32,570 |
-0.06 |
0.057 |
0.074 |
282,139 |
| IND |
1 |
7 |
4,175,537 |
4,175,537 |
675,757 |
0.18 |
0.101 |
0.072 |
727,584 |
| JPN |
-1 |
117 |
-34,166,108 |
-34,166,108 |
-18,282,037 |
0.57 |
-0.106 |
-0.105 |
4,143,810 |
| 1 |
85 |
32,473,913 |
32,473,913 |
13,951,053 |
0.51 |
0.015 |
0.010 |
935,994 |
| MYS |
1 |
3 |
697,073 |
697,073 |
107,106 |
0.12 |
-0.038 |
-0.040 |
-30,542 |
| NZL |
-1 |
1 |
-1,221,979 |
-1,221,979 |
30,848 |
-0.03 |
-0.171 |
-0.171 |
209,181 |
| PHL |
1 |
1 |
95,188 |
95,188 |
23,391 |
0.25 |
0.064 |
0.064 |
6,065 |
| SGP |
-1 |
10 |
-3,923,282 |
-3,923,282 |
-1,497,539 |
0.34 |
-0.125 |
-0.123 |
603,699 |
| THA |
-1 |
19 |
-5,990,484 |
-5,990,484 |
-966,658 |
0.18 |
-0.105 |
-0.125 |
741,667 |
| 0 |
1 |
0 |
0 |
0 |
0.03 |
-0.052 |
-0.052 |
0 |
| 1 |
8 |
2,970,844 |
2,970,844 |
253,860 |
0.24 |
0.041 |
0.039 |
122,770 |
| TWN |
-1 |
52 |
-8,794,742 |
-8,794,742 |
-4,139,751 |
0.50 |
-0.132 |
-0.126 |
1,286,136 |
| 1 |
22 |
4,361,402 |
4,361,402 |
1,651,061 |
0.42 |
0.004 |
0.006 |
71,434 |