| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 600 | -46,337,125 |
| 0 | 39 | 0 | |
| 1 | 475 | 45,193,537 |
| target_notional | |
|---|---|
| target_notional | -1,143,588 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 313,785 | 91,530,662 | 0.003 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -42,816,386 |
| 0 | 0 |
| 1 | 43,130,171 |
| alpha_notional | |
|---|---|
| alpha_notional | 8,014,539 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 3,688,850 |
| 0 | 0 |
| 1 | 4,325,690 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 69 | -1,800,833 |
| CHN | 591 | -939,032 |
| HKG | 59 | 2,087,895 |
| IDN | 4 | 396,153 |
| JPN | 273 | 154,377 |
| MYS | 6 | 555,023 |
| NZL | 2 | -430,338 |
| PHL | 1 | -172,156 |
| SGP | 9 | -874,181 |
| THA | 33 | -176,336 |
| TWN | 67 | 55,841 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 40 | -4,701,876 |
| 0 | 2 | 0 | |
| 1 | 27 | 2,901,044 | |
| CHN | -1 | 322 | -24,240,587 |
| 1 | 269 | 23,301,555 | |
| HKG | -1 | 20 | -2,120,039 |
| 0 | 2 | 0 | |
| 1 | 37 | 4,207,933 | |
| IDN | 1 | 4 | 396,153 |
| JPN | -1 | 143 | -11,020,840 |
| 0 | 26 | 0 | |
| 1 | 104 | 11,175,218 | |
| MYS | 1 | 6 | 555,023 |
| NZL | -1 | 2 | -430,338 |
| PHL | -1 | 1 | -172,156 |
| SGP | -1 | 9 | -874,181 |
| THA | -1 | 17 | -1,162,126 |
| 0 | 9 | 0 | |
| 1 | 7 | 985,790 | |
| TWN | -1 | 46 | -1,614,981 |
| 1 | 21 | 1,670,822 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 40 | -4,701,876 | -4,701,876 | -1,686,620 | 0.49 | 329,765 |
| 0 | 2 | 0 | 0 | 0 | 0.13 | 0 | |
| 1 | 27 | 2,901,044 | 2,901,044 | 668,557 | 0.43 | 205,475 | |
| CHN | -1 | 322 | -24,240,587 | -24,240,587 | -29,837,326 | 1.38 | 2,989,272 |
| 1 | 269 | 23,301,555 | 23,301,555 | 28,668,251 | 1.38 | 1,338,092 | |
| HKG | -1 | 20 | -2,120,039 | -2,120,039 | -2,957,313 | 1.18 | 178,711 |
| 0 | 2 | 0 | 0 | 0 | 1.25 | 0 | |
| 1 | 37 | 4,207,933 | 4,207,933 | 4,470,193 | 1.39 | 801,758 | |
| IDN | 1 | 4 | 396,153 | 396,153 | 51,007 | -0.17 | 45,084 |
| JPN | -1 | 143 | -11,020,840 | -11,020,840 | -6,696,460 | 0.65 | -89,717 |
| 0 | 26 | 0 | 0 | 0 | 0.72 | 0 | |
| 1 | 104 | 11,175,218 | 11,175,218 | 7,922,705 | 0.73 | 1,611,082 | |
| MYS | 1 | 6 | 555,023 | 555,023 | 51,786 | 0.10 | 22,642 |
| NZL | -1 | 2 | -430,338 | -430,338 | 1,499 | -0.08 | 67,861 |
| PHL | -1 | 1 | -172,156 | -172,156 | -47,537 | 0.28 | 23,260 |
| SGP | -1 | 9 | -874,181 | -874,181 | -330,682 | 0.40 | 44,505 |
| THA | -1 | 17 | -1,162,126 | -1,162,126 | -352,943 | 0.30 | 71,542 |
| 0 | 9 | 0 | 0 | 0 | 0.22 | 0 | |
| 1 | 7 | 985,790 | 985,790 | 164,036 | 0.32 | 102,630 | |
| TWN | -1 | 46 | -1,614,981 | -1,614,981 | -909,004 | 0.58 | 73,650 |
| 1 | 21 | 1,670,822 | 1,670,822 | 1,133,636 | 0.64 | 198,928 |