Generated at 16:04 on Sunday 07/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
597 |
-200,328,039 |
| 0 |
11 |
0 |
| 1 |
440 |
200,027,377 |
|
target_notional |
| target_notional |
-300,662 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-772,682 |
-300,662 |
40,298,071 |
400,355,415 |
1 |
-0.002 |
-0.001 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,659,011 |
| 0 |
0 |
| 1 |
177,886,329 |
|
alpha_notional |
| alpha_notional |
40,298,071 |
|
alpha_notional |
| pos_sign |
|
| -1 |
20,228,867 |
| 0 |
0 |
| 1 |
20,069,204 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-9,980,604 |
32,754,205 |
1 |
-0.305 |
0.082 |
| CHN |
410 |
-10,954,102 |
136,835,078 |
1 |
-0.080 |
0.342 |
| HKG |
130 |
21,329,486 |
43,683,959 |
1 |
0.488 |
0.109 |
| IDN |
1 |
355,685 |
355,685 |
1 |
1.000 |
0.001 |
| IND |
1 |
0 |
0 |
1 |
nan |
0.000 |
| JPN |
263 |
-6,822,900 |
112,998,422 |
1 |
-0.060 |
0.282 |
| KOR |
55 |
-9,987,557 |
15,919,655 |
1 |
-0.627 |
0.040 |
| MYS |
3 |
604,141 |
604,141 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,798,748 |
1,798,748 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
221,135 |
221,135 |
1 |
1.000 |
0.001 |
| SGP |
8 |
5,898,631 |
6,045,471 |
1 |
0.976 |
0.015 |
| THA |
23 |
5,477,703 |
15,588,670 |
1 |
0.351 |
0.039 |
| TWN |
96 |
5,356,466 |
33,550,247 |
1 |
0.160 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-21,367,405 |
| 0 |
1 |
0 |
| 1 |
18 |
11,386,800 |
| CHN |
-1 |
260 |
-73,894,590 |
| 0 |
1 |
0 |
| 1 |
149 |
62,940,488 |
| HKG |
-1 |
40 |
-11,177,236 |
| 1 |
90 |
32,506,722 |
| IDN |
1 |
1 |
355,685 |
| IND |
0 |
1 |
0 |
| JPN |
-1 |
150 |
-59,910,661 |
| 0 |
8 |
0 |
| 1 |
105 |
53,087,761 |
| KOR |
-1 |
41 |
-12,953,606 |
| 1 |
14 |
2,966,049 |
| MYS |
1 |
3 |
604,141 |
| NZL |
-1 |
1 |
-1,798,748 |
| PHL |
1 |
2 |
221,135 |
| SGP |
-1 |
2 |
-73,420 |
| 1 |
6 |
5,972,051 |
| THA |
-1 |
8 |
-5,055,484 |
| 1 |
15 |
10,533,187 |
| TWN |
-1 |
59 |
-14,096,890 |
| 1 |
37 |
19,453,357 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-21,367,405 |
-21,367,405 |
-10,241,083 |
0.62 |
-0.118 |
-0.118 |
2,687,437 |
| 0 |
1 |
0 |
0 |
0 |
0.62 |
-0.049 |
-0.049 |
0 |
| 1 |
18 |
11,386,800 |
11,386,800 |
3,563,748 |
0.31 |
0.019 |
0.014 |
237,964 |
| CHN |
-1 |
260 |
-73,894,590 |
-73,894,590 |
-90,853,888 |
1.41 |
-0.084 |
-0.087 |
8,981,646 |
| 0 |
1 |
0 |
0 |
0 |
1.62 |
-0.033 |
-0.033 |
0 |
| 1 |
149 |
62,940,488 |
62,940,488 |
79,018,330 |
1.36 |
0.082 |
0.078 |
7,156,304 |
| HKG |
-1 |
40 |
-11,177,236 |
-11,177,236 |
-14,408,135 |
1.61 |
0.053 |
0.046 |
-56,086 |
| 1 |
90 |
32,506,722 |
32,506,722 |
45,421,994 |
1.57 |
0.172 |
0.168 |
6,685,713 |
| IDN |
1 |
1 |
355,685 |
355,685 |
87,673 |
0.25 |
0.100 |
0.100 |
35,736 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.075 |
0.075 |
0 |
| JPN |
-1 |
150 |
-59,910,661 |
-59,910,661 |
-41,906,078 |
0.70 |
-0.062 |
-0.058 |
4,185,072 |
| 0 |
8 |
0 |
0 |
0 |
0.54 |
-0.001 |
-0.003 |
0 |
| 1 |
105 |
53,087,761 |
53,087,761 |
31,495,061 |
0.78 |
0.027 |
0.022 |
2,143,793 |
| KOR |
-1 |
41 |
-12,953,606 |
-12,953,606 |
-6,942,163 |
0.52 |
-0.165 |
-0.169 |
2,441,239 |
| 1 |
14 |
2,966,049 |
2,966,049 |
1,742,013 |
0.56 |
0.017 |
0.010 |
66,858 |
| MYS |
1 |
3 |
604,141 |
604,141 |
144,452 |
0.31 |
0.091 |
0.068 |
41,680 |
| NZL |
-1 |
1 |
-1,798,748 |
-1,798,748 |
-486,826 |
0.27 |
-0.155 |
-0.155 |
279,235 |
| PHL |
1 |
2 |
221,135 |
221,135 |
20,213 |
0.24 |
0.095 |
0.095 |
10,432 |
| SGP |
-1 |
2 |
-73,420 |
-73,420 |
-81,090 |
1.10 |
-0.036 |
-0.036 |
2,645 |
| 1 |
6 |
5,972,051 |
5,972,051 |
1,919,314 |
0.36 |
0.035 |
0.033 |
225,935 |
| THA |
-1 |
8 |
-5,055,484 |
-5,055,484 |
-1,324,400 |
0.28 |
-0.085 |
-0.049 |
1,010,048 |
| 1 |
15 |
10,533,187 |
10,533,187 |
2,991,567 |
0.43 |
0.070 |
0.061 |
1,401,140 |
| TWN |
-1 |
59 |
-14,096,890 |
-14,096,890 |
-12,415,349 |
0.93 |
-0.047 |
-0.039 |
697,631 |
| 1 |
37 |
19,453,357 |
19,453,357 |
11,481,966 |
0.80 |
0.090 |
0.085 |
2,063,649 |