Generated at 15:18 on Thursday 10/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
415 |
-25,746,403 |
| 0 |
25 |
0 |
| 1 |
290 |
25,252,482 |
|
target_notional |
| target_notional |
-493,921 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
65,081 |
-493,921 |
5,287,002 |
50,998,886 |
1,223,449 |
0.001 |
-0.010 |
0.104 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,793,992 |
| 0 |
0 |
| 1 |
24,859,073 |
|
alpha_notional |
| alpha_notional |
5,287,002 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,226,233 |
| 0 |
0 |
| 1 |
3,060,769 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-1,250,753 |
2,628,396 |
240,184 |
-0.476 |
0.052 |
| CHN |
279 |
-1,096,181 |
16,971,823 |
844,014 |
-0.065 |
0.333 |
| HKG |
107 |
2,217,528 |
8,301,095 |
744,016 |
0.267 |
0.163 |
| JPN |
172 |
-360,617 |
10,661,005 |
349,308 |
-0.034 |
0.209 |
| KOR |
48 |
-1,212,983 |
3,803,929 |
350,271 |
-0.319 |
0.075 |
| MYS |
4 |
559,269 |
559,269 |
101,550 |
1.000 |
0.011 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
139,675 |
139,675 |
62,613 |
1.000 |
0.003 |
| SGP |
6 |
-466,273 |
782,552 |
110,123 |
-0.596 |
0.015 |
| THA |
21 |
781,589 |
1,923,331 |
218,550 |
0.406 |
0.038 |
| TWN |
51 |
194,826 |
5,227,812 |
347,652 |
0.037 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-1,939,575 |
| 1 |
10 |
688,822 |
| CHN |
-1 |
177 |
-9,034,002 |
| 1 |
102 |
7,937,821 |
| HKG |
-1 |
47 |
-3,041,784 |
| 0 |
5 |
0 |
| 1 |
55 |
5,259,311 |
| JPN |
-1 |
90 |
-5,510,811 |
| 0 |
18 |
0 |
| 1 |
64 |
5,150,194 |
| KOR |
-1 |
30 |
-2,508,456 |
| 1 |
18 |
1,295,473 |
| MYS |
1 |
4 |
559,269 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
139,675 |
| SGP |
-1 |
5 |
-624,413 |
| 1 |
1 |
158,140 |
| THA |
-1 |
7 |
-570,871 |
| 0 |
1 |
0 |
| 1 |
13 |
1,352,460 |
| TWN |
-1 |
31 |
-2,516,493 |
| 1 |
20 |
2,711,319 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-1,939,575 |
-1,939,575 |
-1,153,144 |
0.74 |
-0.143 |
-0.130 |
269,499 |
| 1 |
10 |
688,822 |
688,822 |
317,616 |
0.40 |
-0.023 |
-0.025 |
-19,972 |
| CHN |
-1 |
177 |
-9,034,002 |
-9,034,002 |
-12,148,386 |
1.44 |
-0.076 |
-0.078 |
1,175,704 |
| 1 |
102 |
7,937,821 |
7,937,821 |
8,987,557 |
1.33 |
0.081 |
0.072 |
993,445 |
| HKG |
-1 |
47 |
-3,041,784 |
-3,041,784 |
-4,254,229 |
1.66 |
0.036 |
0.041 |
-572 |
| 0 |
5 |
0 |
0 |
0 |
1.84 |
0.140 |
0.147 |
0 |
| 1 |
55 |
5,259,311 |
5,259,311 |
8,669,393 |
1.76 |
0.194 |
0.201 |
1,152,256 |
| JPN |
-1 |
90 |
-5,510,811 |
-5,510,811 |
-3,599,721 |
0.72 |
-0.024 |
-0.021 |
205,926 |
| 0 |
18 |
0 |
0 |
0 |
0.91 |
0.004 |
0.013 |
0 |
| 1 |
64 |
5,150,194 |
5,150,194 |
2,996,948 |
0.57 |
0.062 |
0.066 |
409,617 |
| KOR |
-1 |
30 |
-2,508,456 |
-2,508,456 |
-1,265,158 |
0.49 |
-0.151 |
-0.126 |
387,342 |
| 1 |
18 |
1,295,473 |
1,295,473 |
819,848 |
0.61 |
-0.016 |
-0.019 |
-12,348 |
| MYS |
1 |
4 |
559,269 |
559,269 |
164,395 |
0.30 |
0.061 |
0.051 |
27,828 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.151 |
-0.151 |
0 |
| PHL |
1 |
3 |
139,675 |
139,675 |
39,866 |
0.43 |
0.131 |
0.080 |
8,021 |
| SGP |
-1 |
5 |
-624,413 |
-624,413 |
-432,518 |
0.68 |
-0.071 |
-0.059 |
37,007 |
| 1 |
1 |
158,140 |
158,140 |
25,106 |
0.16 |
0.025 |
0.025 |
3,986 |
| THA |
-1 |
7 |
-570,871 |
-570,871 |
-80,231 |
0.36 |
-0.072 |
-0.078 |
54,647 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
0.068 |
0.068 |
0 |
| 1 |
13 |
1,352,460 |
1,352,460 |
572,781 |
0.60 |
0.090 |
0.078 |
157,077 |
| TWN |
-1 |
31 |
-2,516,493 |
-2,516,493 |
-1,860,604 |
0.82 |
-0.037 |
-0.023 |
96,680 |
| 1 |
20 |
2,711,319 |
2,711,319 |
2,265,564 |
0.92 |
0.117 |
0.118 |
340,859 |