| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 436 | -19,685,242 |
| 0 | 25 | 0 | |
| 1 | 332 | 20,023,156 |
| target_notional | |
|---|---|
| target_notional | 337,914 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 578,068 | 39,708,398 | 0.015 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -18,541,635 |
| 0 | 0 |
| 1 | 19,119,702 |
| alpha_notional | |
|---|---|
| alpha_notional | 4,111,532 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,982,311 |
| 0 | 0 |
| 1 | 2,129,221 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 44 | 1,136,414 |
| CHN | 440 | -995,008 |
| HKG | 41 | 387,006 |
| IDN | 5 | 417,109 |
| JPN | 157 | -860,585 |
| MYS | 6 | 572,113 |
| NZL | 1 | -190,679 |
| PHL | 1 | -173,413 |
| SGP | 6 | -448,399 |
| THA | 25 | 248,189 |
| TWN | 67 | 245,167 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 24 | -707,260 |
| 1 | 20 | 1,843,673 | |
| CHN | -1 | 247 | -11,336,485 |
| 0 | 1 | 0 | |
| 1 | 192 | 10,341,477 | |
| HKG | -1 | 17 | -1,302,621 |
| 0 | 1 | 0 | |
| 1 | 23 | 1,689,627 | |
| IDN | 1 | 5 | 417,109 |
| JPN | -1 | 86 | -3,945,694 |
| 0 | 16 | 0 | |
| 1 | 55 | 3,085,110 | |
| MYS | 1 | 6 | 572,113 |
| NZL | -1 | 1 | -190,679 |
| PHL | -1 | 1 | -173,413 |
| SGP | -1 | 6 | -448,399 |
| THA | -1 | 11 | -271,180 |
| 0 | 3 | 0 | |
| 1 | 11 | 519,369 | |
| TWN | -1 | 43 | -1,309,510 |
| 0 | 4 | 0 | |
| 1 | 20 | 1,554,677 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 24 | -707,260 | -707,260 | -333,154 | 0.67 | 57,110 |
| 1 | 20 | 1,843,673 | 1,843,673 | 722,177 | 0.37 | 323,883 | |
| CHN | -1 | 247 | -11,336,485 | -11,336,485 | -11,650,617 | 1.22 | 1,675,569 |
| 0 | 1 | 0 | 0 | 0 | 0.88 | 0 | |
| 1 | 192 | 10,341,477 | 10,341,477 | 12,271,384 | 1.33 | 644,394 | |
| HKG | -1 | 17 | -1,302,621 | -1,302,621 | -1,472,935 | 1.19 | 51,615 |
| 0 | 1 | 0 | 0 | 0 | 1.60 | 0 | |
| 1 | 23 | 1,689,627 | 1,689,627 | 2,051,759 | 1.35 | 312,692 | |
| IDN | 1 | 5 | 417,109 | 417,109 | 107,002 | 0.45 | 39,838 |
| JPN | -1 | 86 | -3,945,694 | -3,945,694 | -3,650,303 | 0.97 | 43,617 |
| 0 | 16 | 0 | 0 | 0 | 0.90 | 0 | |
| 1 | 55 | 3,085,110 | 3,085,110 | 2,289,964 | 0.69 | 491,770 | |
| MYS | 1 | 6 | 572,113 | 572,113 | 107,209 | 0.18 | 60,302 |
| NZL | -1 | 1 | -190,679 | -190,679 | -24,570 | 0.13 | 23,580 |
| PHL | -1 | 1 | -173,413 | -173,413 | -65,058 | 0.38 | 29,975 |
| SGP | -1 | 6 | -448,399 | -448,399 | -279,577 | 0.61 | 22,197 |
| THA | -1 | 11 | -271,180 | -271,180 | -133,073 | 0.60 | 7,731 |
| 0 | 3 | 0 | 0 | 0 | 0.40 | 0 | |
| 1 | 11 | 519,369 | 519,369 | 140,910 | 0.36 | 61,612 | |
| TWN | -1 | 43 | -1,309,510 | -1,309,510 | -932,347 | 0.76 | 70,918 |
| 0 | 4 | 0 | 0 | 0 | 0.75 | 0 | |
| 1 | 20 | 1,554,677 | 1,554,677 | 1,429,296 | 0.84 | 194,729 |