Generated at 16:01 on Sunday 03/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
579 |
-129,069,022 |
| 0 |
20 |
0 |
| 1 |
397 |
123,034,629 |
|
target_notional |
| target_notional |
-6,034,394 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-7,574,677 |
-6,034,394 |
25,541,032 |
252,103,651 |
1 |
-0.030 |
-0.024 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-121,743,428 |
| 0 |
0 |
| 1 |
114,168,751 |
|
alpha_notional |
| alpha_notional |
25,541,032 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,992,322 |
| 0 |
0 |
| 1 |
13,548,709 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,212,020 |
18,293,402 |
1 |
-0.340 |
0.073 |
| CHN |
504 |
5,210,298 |
117,654,879 |
1 |
0.044 |
0.467 |
| HKG |
103 |
4,020,279 |
18,739,998 |
1 |
0.215 |
0.074 |
| IDN |
7 |
3,146,464 |
3,146,464 |
1 |
1.000 |
0.012 |
| IND |
6 |
4,465,536 |
4,465,536 |
1 |
1.000 |
0.018 |
| JPN |
212 |
-5,135,901 |
62,708,655 |
1 |
-0.082 |
0.249 |
| MYS |
3 |
572,260 |
572,260 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,160,188 |
1,160,188 |
1 |
-1.000 |
0.005 |
| PHL |
1 |
13 |
13 |
1 |
1.000 |
0.000 |
| SGP |
7 |
-2,391,295 |
2,391,295 |
1 |
-1.000 |
0.009 |
| THA |
29 |
-3,728,996 |
10,600,484 |
1 |
-0.352 |
0.042 |
| TWN |
72 |
-4,813,090 |
12,362,720 |
1 |
-0.389 |
0.049 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-12,252,711 |
| 0 |
2 |
0 |
| 1 |
15 |
6,040,691 |
| CHN |
-1 |
292 |
-56,222,290 |
| 0 |
7 |
0 |
| 1 |
205 |
61,432,589 |
| HKG |
-1 |
48 |
-7,359,859 |
| 1 |
55 |
11,380,138 |
| IDN |
0 |
2 |
0 |
| 1 |
5 |
3,146,464 |
| IND |
1 |
6 |
4,465,536 |
| JPN |
-1 |
126 |
-33,922,278 |
| 0 |
8 |
0 |
| 1 |
78 |
28,786,377 |
| MYS |
1 |
3 |
572,260 |
| NZL |
-1 |
1 |
-1,160,188 |
| PHL |
1 |
1 |
13 |
| SGP |
-1 |
7 |
-2,391,295 |
| THA |
-1 |
19 |
-7,164,740 |
| 0 |
1 |
0 |
| 1 |
9 |
3,435,744 |
| TWN |
-1 |
52 |
-8,587,905 |
| 1 |
20 |
3,774,815 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
33 |
-12,252,711 |
-12,252,711 |
-3,940,409 |
0.48 |
-0.162 |
-0.160 |
2,097,691 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
-0.084 |
-0.084 |
0 |
| 1 |
15 |
6,040,691 |
6,040,691 |
987,202 |
0.18 |
-0.009 |
-0.001 |
-14,345 |
| CHN |
-1 |
292 |
-56,222,290 |
-56,222,290 |
-85,802,737 |
1.68 |
-0.013 |
-0.011 |
1,924,184 |
| 0 |
7 |
0 |
0 |
0 |
1.55 |
0.020 |
0.029 |
0 |
| 1 |
205 |
61,432,589 |
61,432,589 |
84,631,999 |
1.52 |
0.153 |
0.150 |
10,802,774 |
| HKG |
-1 |
48 |
-7,359,859 |
-7,359,859 |
-8,581,514 |
1.65 |
0.009 |
0.011 |
289,438 |
| 1 |
55 |
11,380,138 |
11,380,138 |
13,900,714 |
1.59 |
0.136 |
0.135 |
1,721,073 |
| IDN |
0 |
2 |
0 |
0 |
0 |
-0.09 |
-0.162 |
-0.162 |
0 |
| 1 |
5 |
3,146,464 |
3,146,464 |
45,005 |
-0.02 |
0.071 |
0.071 |
223,267 |
| IND |
1 |
6 |
4,465,536 |
4,465,536 |
721,318 |
0.19 |
0.132 |
0.140 |
712,272 |
| JPN |
-1 |
126 |
-33,922,278 |
-33,922,278 |
-17,619,640 |
0.55 |
-0.123 |
-0.121 |
4,550,656 |
| 0 |
8 |
0 |
0 |
0 |
0.56 |
-0.048 |
-0.046 |
0 |
| 1 |
78 |
28,786,377 |
28,786,377 |
12,331,496 |
0.47 |
-0.006 |
-0.010 |
52,147 |
| MYS |
1 |
3 |
572,260 |
572,260 |
99,342 |
0.10 |
-0.002 |
-0.001 |
-10,510 |
| NZL |
-1 |
1 |
-1,160,188 |
-1,160,188 |
38,087 |
-0.03 |
-0.153 |
-0.153 |
177,489 |
| PHL |
1 |
1 |
13 |
13 |
3 |
0.20 |
0.056 |
0.056 |
1 |
| SGP |
-1 |
7 |
-2,391,295 |
-2,391,295 |
-869,420 |
0.37 |
-0.111 |
-0.105 |
325,264 |
| THA |
-1 |
19 |
-7,164,740 |
-7,164,740 |
-614,244 |
0.20 |
-0.136 |
-0.139 |
1,233,236 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
0.008 |
0.008 |
0 |
| 1 |
9 |
3,435,744 |
3,435,744 |
110,205 |
0.17 |
0.023 |
0.013 |
149,806 |
| TWN |
-1 |
52 |
-8,587,905 |
-8,587,905 |
-4,345,675 |
0.53 |
-0.153 |
-0.150 |
1,393,426 |
| 1 |
20 |
3,774,815 |
3,774,815 |
1,341,467 |
0.40 |
-0.019 |
-0.022 |
-87,776 |