Generated at 15:27 on Sunday 10/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
456 |
-25,841,590 |
| 0 |
9 |
0 |
| 1 |
306 |
25,038,801 |
|
target_notional |
| target_notional |
-802,789 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
38,724 |
-802,789 |
5,309,605 |
50,880,391 |
1,167,192 |
0.001 |
-0.016 |
0.104 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,415,163 |
| 0 |
0 |
| 1 |
24,453,886 |
|
alpha_notional |
| alpha_notional |
5,309,605 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,214,280 |
| 0 |
0 |
| 1 |
3,095,325 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-1,248,838 |
3,767,442 |
268,095 |
-0.331 |
0.074 |
| CHN |
319 |
-1,236,025 |
17,002,347 |
762,404 |
-0.073 |
0.334 |
| HKG |
111 |
2,341,097 |
7,866,145 |
732,627 |
0.298 |
0.155 |
| JPN |
155 |
-909,891 |
10,381,589 |
384,255 |
-0.088 |
0.204 |
| KOR |
50 |
-1,249,193 |
3,392,526 |
325,060 |
-0.368 |
0.067 |
| MYS |
4 |
594,234 |
594,234 |
106,906 |
1.000 |
0.012 |
| PHL |
2 |
93,040 |
93,040 |
26,163 |
1.000 |
0.002 |
| SGP |
6 |
-337,583 |
779,694 |
90,865 |
-0.433 |
0.015 |
| THA |
20 |
878,300 |
1,686,059 |
213,460 |
0.521 |
0.033 |
| TWN |
52 |
272,071 |
5,317,314 |
355,466 |
0.051 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-2,508,140 |
| 1 |
15 |
1,259,302 |
| CHN |
-1 |
200 |
-9,119,186 |
| 0 |
5 |
0 |
| 1 |
114 |
7,883,161 |
| HKG |
-1 |
45 |
-2,762,524 |
| 0 |
3 |
0 |
| 1 |
63 |
5,103,621 |
| JPN |
-1 |
99 |
-5,645,740 |
| 1 |
56 |
4,735,849 |
| KOR |
-1 |
32 |
-2,320,860 |
| 1 |
18 |
1,071,666 |
| MYS |
1 |
4 |
594,234 |
| PHL |
1 |
2 |
93,040 |
| SGP |
-1 |
5 |
-558,639 |
| 1 |
1 |
221,056 |
| THA |
-1 |
7 |
-403,880 |
| 1 |
13 |
1,282,179 |
| TWN |
-1 |
31 |
-2,522,621 |
| 0 |
1 |
0 |
| 1 |
20 |
2,794,692 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-2,508,140 |
-2,508,140 |
-1,469,136 |
0.66 |
-0.123 |
-0.108 |
339,230 |
| 1 |
15 |
1,259,302 |
1,259,302 |
643,050 |
0.41 |
0.014 |
0.004 |
43,950 |
| CHN |
-1 |
200 |
-9,119,186 |
-9,119,186 |
-11,903,395 |
1.44 |
-0.089 |
-0.095 |
1,168,418 |
| 0 |
5 |
0 |
0 |
0 |
1.41 |
0.007 |
0.020 |
0 |
| 1 |
114 |
7,883,161 |
7,883,161 |
9,121,372 |
1.35 |
0.078 |
0.077 |
914,269 |
| HKG |
-1 |
45 |
-2,762,524 |
-2,762,524 |
-3,675,442 |
1.65 |
0.066 |
0.081 |
-52,019 |
| 0 |
3 |
0 |
0 |
0 |
1.80 |
0.152 |
0.162 |
0 |
| 1 |
63 |
5,103,621 |
5,103,621 |
8,230,655 |
1.72 |
0.216 |
0.216 |
1,213,381 |
| JPN |
-1 |
99 |
-5,645,740 |
-5,645,740 |
-3,856,834 |
0.76 |
-0.026 |
-0.018 |
236,562 |
| 1 |
56 |
4,735,849 |
4,735,849 |
2,533,433 |
0.49 |
0.060 |
0.063 |
364,470 |
| KOR |
-1 |
32 |
-2,320,860 |
-2,320,860 |
-1,211,351 |
0.52 |
-0.144 |
-0.155 |
363,762 |
| 1 |
18 |
1,071,666 |
1,071,666 |
771,304 |
0.62 |
-0.003 |
-0.004 |
8,812 |
| MYS |
1 |
4 |
594,234 |
594,234 |
174,437 |
0.30 |
0.096 |
0.077 |
56,409 |
| PHL |
1 |
2 |
93,040 |
93,040 |
6,147 |
0.26 |
0.110 |
0.110 |
10,947 |
| SGP |
-1 |
5 |
-558,639 |
-558,639 |
-363,217 |
0.62 |
-0.053 |
-0.039 |
23,140 |
| 1 |
1 |
221,056 |
221,056 |
35,094 |
0.16 |
0.023 |
0.023 |
5,088 |
| THA |
-1 |
7 |
-403,880 |
-403,880 |
-42,863 |
0.36 |
0.006 |
0.017 |
14,947 |
| 1 |
13 |
1,282,179 |
1,282,179 |
566,449 |
0.55 |
0.101 |
0.100 |
179,732 |
| TWN |
-1 |
31 |
-2,522,621 |
-2,522,621 |
-1,892,924 |
0.83 |
-0.052 |
-0.062 |
120,239 |
| 0 |
1 |
0 |
0 |
0 |
1.03 |
0.064 |
0.064 |
0 |
| 1 |
20 |
2,794,692 |
2,794,692 |
2,371,945 |
0.92 |
0.100 |
0.090 |
298,268 |