Generated at 15:18 on Sunday 06/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
646 |
-197,256,843 |
| 0 |
14 |
0 |
| 1 |
432 |
202,127,968 |
|
target_notional |
| target_notional |
4,871,125 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
593,547 |
4,871,125 |
38,565,150 |
399,384,811 |
1 |
0.001 |
0.012 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,394,623 |
| 0 |
0 |
| 1 |
176,988,170 |
|
alpha_notional |
| alpha_notional |
38,565,150 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,937,636 |
| 0 |
0 |
| 1 |
22,627,514 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-9,974,390 |
30,779,801 |
1 |
-0.324 |
0.077 |
| CHN |
450 |
-7,570,679 |
135,702,181 |
1 |
-0.056 |
0.340 |
| HKG |
127 |
13,614,539 |
41,559,915 |
1 |
0.328 |
0.104 |
| IDN |
3 |
1,372,507 |
1,372,507 |
1 |
1.000 |
0.003 |
| IND |
1 |
258,489 |
258,489 |
1 |
1.000 |
0.001 |
| JPN |
264 |
-3,410,326 |
115,381,767 |
1 |
-0.030 |
0.289 |
| KOR |
58 |
-9,746,448 |
13,392,931 |
1 |
-0.728 |
0.034 |
| MYS |
2 |
548,586 |
548,586 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,856,337 |
1,856,337 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
230,186 |
230,186 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,177,092 |
6,177,147 |
1 |
1.000 |
0.015 |
| THA |
24 |
6,971,883 |
17,946,358 |
1 |
0.388 |
0.045 |
| TWN |
87 |
8,256,022 |
34,178,607 |
1 |
0.242 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-20,377,095 |
| 0 |
3 |
0 |
| 1 |
20 |
10,402,706 |
| CHN |
-1 |
296 |
-71,636,430 |
| 0 |
5 |
0 |
| 1 |
149 |
64,065,751 |
| HKG |
-1 |
42 |
-13,972,688 |
| 1 |
85 |
27,587,227 |
| IDN |
1 |
3 |
1,372,507 |
| IND |
1 |
1 |
258,489 |
| JPN |
-1 |
160 |
-59,396,046 |
| 0 |
5 |
0 |
| 1 |
99 |
55,985,720 |
| KOR |
-1 |
46 |
-11,569,690 |
| 1 |
12 |
1,823,242 |
| MYS |
1 |
2 |
548,586 |
| NZL |
-1 |
1 |
-1,856,337 |
| PHL |
1 |
2 |
230,186 |
| SGP |
-1 |
1 |
-27 |
| 1 |
9 |
6,177,120 |
| THA |
-1 |
9 |
-5,487,237 |
| 0 |
1 |
0 |
| 1 |
14 |
12,459,121 |
| TWN |
-1 |
51 |
-12,961,292 |
| 1 |
36 |
21,217,314 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-20,377,095 |
-20,377,095 |
-11,168,667 |
0.68 |
-0.089 |
-0.083 |
1,899,244 |
| 0 |
3 |
0 |
0 |
0 |
0.20 |
-0.011 |
-0.019 |
0 |
| 1 |
20 |
10,402,706 |
10,402,706 |
3,758,391 |
0.33 |
0.043 |
0.044 |
605,222 |
| CHN |
-1 |
296 |
-71,636,430 |
-71,636,430 |
-88,559,053 |
1.43 |
-0.092 |
-0.093 |
7,497,338 |
| 0 |
5 |
0 |
0 |
0 |
1.17 |
-0.073 |
-0.110 |
0 |
| 1 |
149 |
64,065,751 |
64,065,751 |
79,773,722 |
1.33 |
0.084 |
0.081 |
7,509,829 |
| HKG |
-1 |
42 |
-13,972,688 |
-13,972,688 |
-14,736,633 |
1.57 |
0.033 |
0.025 |
-378,051 |
| 1 |
85 |
27,587,227 |
27,587,227 |
41,573,080 |
1.63 |
0.160 |
0.157 |
5,442,272 |
| IDN |
1 |
3 |
1,372,507 |
1,372,507 |
207,013 |
0.15 |
0.105 |
0.097 |
157,193 |
| IND |
1 |
1 |
258,489 |
258,489 |
86,820 |
0.34 |
-0.016 |
-0.016 |
-4,189 |
| JPN |
-1 |
160 |
-59,396,046 |
-59,396,046 |
-41,490,051 |
0.77 |
-0.054 |
-0.054 |
3,592,395 |
| 0 |
5 |
0 |
0 |
0 |
1.04 |
-0.019 |
-0.024 |
0 |
| 1 |
99 |
55,985,720 |
55,985,720 |
32,476,342 |
0.68 |
0.051 |
0.048 |
3,490,162 |
| KOR |
-1 |
46 |
-11,569,690 |
-11,569,690 |
-7,340,491 |
0.55 |
-0.132 |
-0.114 |
1,762,326 |
| 1 |
12 |
1,823,242 |
1,823,242 |
986,087 |
0.44 |
0.015 |
0.007 |
51,367 |
| MYS |
1 |
2 |
548,586 |
548,586 |
126,831 |
0.25 |
0.023 |
0.023 |
7,952 |
| NZL |
-1 |
1 |
-1,856,337 |
-1,856,337 |
-594,694 |
0.32 |
-0.136 |
-0.136 |
253,198 |
| PHL |
1 |
2 |
230,186 |
230,186 |
23,779 |
0.26 |
0.127 |
0.127 |
21,659 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
9 |
6,177,120 |
6,177,120 |
2,103,893 |
0.45 |
0.089 |
0.093 |
597,908 |
| THA |
-1 |
9 |
-5,487,237 |
-5,487,237 |
-1,263,014 |
0.27 |
-0.034 |
-0.010 |
634,242 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.076 |
0.076 |
0 |
| 1 |
14 |
12,459,121 |
12,459,121 |
3,186,394 |
0.33 |
0.137 |
0.111 |
2,253,079 |
| TWN |
-1 |
51 |
-12,961,292 |
-12,961,292 |
-11,242,020 |
0.95 |
-0.055 |
-0.043 |
676,945 |
| 1 |
36 |
21,217,314 |
21,217,314 |
12,685,818 |
0.77 |
0.092 |
0.097 |
2,495,058 |