Generated at 15:18 on Sunday 10/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
418 |
-26,020,688 |
| 0 |
34 |
0 |
| 1 |
290 |
25,452,464 |
|
target_notional |
| target_notional |
-568,225 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-74,815 |
-568,225 |
5,252,320 |
51,473,152 |
1,243,150 |
-0.001 |
-0.011 |
0.102 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-25,068,855 |
| 0 |
0 |
| 1 |
24,994,040 |
|
alpha_notional |
| alpha_notional |
5,252,320 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,119,790 |
| 0 |
0 |
| 1 |
3,132,530 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-1,249,842 |
2,769,585 |
239,450 |
-0.451 |
0.054 |
| CHN |
279 |
-1,096,181 |
16,971,823 |
839,211 |
-0.065 |
0.330 |
| HKG |
109 |
2,181,202 |
8,320,725 |
734,412 |
0.262 |
0.162 |
| JPN |
181 |
-461,842 |
10,631,749 |
368,284 |
-0.043 |
0.207 |
| KOR |
48 |
-1,210,197 |
3,795,191 |
348,611 |
-0.319 |
0.074 |
| MYS |
4 |
557,180 |
557,180 |
101,233 |
1.000 |
0.011 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
141,417 |
141,417 |
64,085 |
1.000 |
0.003 |
| SGP |
7 |
-574,049 |
779,107 |
120,904 |
-0.737 |
0.015 |
| THA |
22 |
792,326 |
1,898,708 |
218,974 |
0.417 |
0.037 |
| TWN |
50 |
351,761 |
5,607,668 |
390,991 |
0.063 |
0.109 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
27 |
-2,009,713 |
| 0 |
2 |
0 |
| 1 |
9 |
759,872 |
| CHN |
-1 |
177 |
-9,034,002 |
| 1 |
102 |
7,937,821 |
| HKG |
-1 |
48 |
-3,069,762 |
| 0 |
3 |
0 |
| 1 |
58 |
5,250,963 |
| JPN |
-1 |
93 |
-5,546,795 |
| 0 |
26 |
0 |
| 1 |
62 |
5,084,954 |
| KOR |
-1 |
30 |
-2,502,694 |
| 1 |
18 |
1,292,497 |
| MYS |
1 |
4 |
557,180 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
141,417 |
| SGP |
-1 |
6 |
-676,578 |
| 1 |
1 |
102,529 |
| THA |
-1 |
7 |
-553,191 |
| 0 |
2 |
0 |
| 1 |
13 |
1,345,517 |
| TWN |
-1 |
30 |
-2,627,953 |
| 1 |
20 |
2,979,714 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
27 |
-2,009,713 |
-2,009,713 |
-1,149,091 |
0.78 |
-0.152 |
-0.137 |
296,218 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.069 |
-0.069 |
0 |
| 1 |
9 |
759,872 |
759,872 |
356,664 |
0.39 |
-0.025 |
-0.027 |
-14,773 |
| CHN |
-1 |
177 |
-9,034,002 |
-9,034,002 |
-12,148,386 |
1.44 |
-0.072 |
-0.074 |
1,069,044 |
| 1 |
102 |
7,937,821 |
7,937,821 |
8,987,557 |
1.33 |
0.077 |
0.077 |
976,275 |
| HKG |
-1 |
48 |
-3,069,762 |
-3,069,762 |
-4,314,779 |
1.66 |
0.035 |
0.040 |
2,877 |
| 0 |
3 |
0 |
0 |
0 |
1.40 |
0.123 |
0.058 |
0 |
| 1 |
58 |
5,250,963 |
5,250,963 |
8,632,442 |
1.77 |
0.196 |
0.204 |
1,189,791 |
| JPN |
-1 |
93 |
-5,546,795 |
-5,546,795 |
-3,698,122 |
0.76 |
-0.026 |
-0.021 |
226,615 |
| 0 |
26 |
0 |
0 |
0 |
0.95 |
0.019 |
0.019 |
0 |
| 1 |
62 |
5,084,954 |
5,084,954 |
2,830,437 |
0.49 |
0.058 |
0.061 |
408,025 |
| KOR |
-1 |
30 |
-2,502,694 |
-2,502,694 |
-1,262,252 |
0.49 |
-0.137 |
-0.127 |
358,224 |
| 1 |
18 |
1,292,497 |
1,292,497 |
817,964 |
0.61 |
-0.004 |
-0.005 |
4,692 |
| MYS |
1 |
4 |
557,180 |
557,180 |
163,669 |
0.30 |
0.072 |
0.062 |
34,341 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.164 |
-0.164 |
0 |
| PHL |
1 |
3 |
141,417 |
141,417 |
40,909 |
0.43 |
0.103 |
0.105 |
15,193 |
| SGP |
-1 |
6 |
-676,578 |
-676,578 |
-464,681 |
0.64 |
-0.076 |
-0.064 |
45,539 |
| 1 |
1 |
102,529 |
102,529 |
16,277 |
0.16 |
0.022 |
0.022 |
2,254 |
| THA |
-1 |
7 |
-553,191 |
-553,191 |
-66,623 |
0.26 |
-0.048 |
-0.029 |
49,639 |
| 0 |
2 |
0 |
0 |
0 |
0.54 |
-0.023 |
-0.023 |
0 |
| 1 |
13 |
1,345,517 |
1,345,517 |
568,129 |
0.59 |
0.091 |
0.074 |
160,595 |
| TWN |
-1 |
30 |
-2,627,953 |
-2,627,953 |
-1,964,921 |
0.83 |
-0.027 |
-0.029 |
71,634 |
| 1 |
20 |
2,979,714 |
2,979,714 |
2,579,991 |
0.92 |
0.113 |
0.114 |
356,138 |