Generated at 15:18 on Sunday 10/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
453 |
-21,396,274 |
| 0 |
19 |
0 |
| 1 |
312 |
20,963,632 |
|
target_notional |
| target_notional |
-432,642 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
34,207 |
-432,642 |
4,261,576 |
42,359,905 |
988,380 |
0.001 |
-0.010 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,997,444 |
| 0 |
0 |
| 1 |
20,031,651 |
|
alpha_notional |
| alpha_notional |
4,261,576 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,831,434 |
| 0 |
0 |
| 1 |
2,430,142 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-1,048,313 |
2,883,800 |
221,432 |
-0.364 |
0.068 |
| CHN |
316 |
-1,054,855 |
14,291,796 |
574,483 |
-0.074 |
0.337 |
| HKG |
113 |
1,850,314 |
6,524,028 |
580,440 |
0.284 |
0.154 |
| IDN |
1 |
46,821 |
46,821 |
14,889 |
1.000 |
0.001 |
| JPN |
170 |
-648,564 |
8,496,040 |
312,724 |
-0.076 |
0.201 |
| KOR |
51 |
-1,048,786 |
3,051,498 |
304,271 |
-0.344 |
0.072 |
| MYS |
4 |
515,856 |
515,856 |
92,781 |
1.000 |
0.012 |
| PHL |
2 |
96,632 |
96,632 |
26,715 |
1.000 |
0.002 |
| SGP |
6 |
-154,346 |
515,742 |
56,336 |
-0.299 |
0.012 |
| THA |
21 |
850,955 |
1,447,633 |
184,372 |
0.588 |
0.034 |
| TWN |
51 |
161,644 |
4,490,059 |
290,150 |
0.036 |
0.106 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-1,966,056 |
| 0 |
1 |
0 |
| 1 |
17 |
917,743 |
| CHN |
-1 |
202 |
-7,673,326 |
| 0 |
3 |
0 |
| 1 |
111 |
6,618,471 |
| HKG |
-1 |
45 |
-2,336,857 |
| 0 |
2 |
0 |
| 1 |
66 |
4,187,171 |
| IDN |
1 |
1 |
46,821 |
| JPN |
-1 |
101 |
-4,572,302 |
| 0 |
13 |
0 |
| 1 |
56 |
3,923,738 |
| KOR |
-1 |
31 |
-2,050,142 |
| 1 |
20 |
1,001,356 |
| MYS |
1 |
4 |
515,856 |
| PHL |
1 |
2 |
96,632 |
| SGP |
-1 |
5 |
-335,044 |
| 1 |
1 |
180,698 |
| THA |
-1 |
7 |
-298,339 |
| 1 |
14 |
1,149,294 |
| TWN |
-1 |
31 |
-2,164,207 |
| 1 |
20 |
2,325,852 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-1,966,056 |
-1,966,056 |
-1,147,787 |
0.72 |
-0.118 |
-0.099 |
228,997 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
-0.107 |
-0.107 |
0 |
| 1 |
17 |
917,743 |
917,743 |
271,476 |
0.27 |
0.029 |
0.026 |
23,849 |
| CHN |
-1 |
202 |
-7,673,326 |
-7,673,326 |
-9,319,428 |
1.42 |
-0.077 |
-0.080 |
906,079 |
| 0 |
3 |
0 |
0 |
0 |
1.99 |
0.020 |
0.013 |
0 |
| 1 |
111 |
6,618,471 |
6,618,471 |
7,468,439 |
1.35 |
0.077 |
0.085 |
779,119 |
| HKG |
-1 |
45 |
-2,336,857 |
-2,336,857 |
-3,137,237 |
1.65 |
0.072 |
0.077 |
-71,075 |
| 0 |
2 |
0 |
0 |
0 |
2.45 |
0.064 |
0.064 |
0 |
| 1 |
66 |
4,187,171 |
4,187,171 |
6,630,151 |
1.70 |
0.205 |
0.208 |
963,684 |
| IDN |
1 |
1 |
46,821 |
46,821 |
10,385 |
0.22 |
0.097 |
0.097 |
4,557 |
| JPN |
-1 |
101 |
-4,572,302 |
-4,572,302 |
-3,390,399 |
0.83 |
-0.042 |
-0.041 |
241,170 |
| 0 |
13 |
0 |
0 |
0 |
0.87 |
-0.005 |
-0.006 |
0 |
| 1 |
56 |
3,923,738 |
3,923,738 |
2,408,436 |
0.56 |
0.057 |
0.053 |
273,740 |
| KOR |
-1 |
31 |
-2,050,142 |
-2,050,142 |
-1,085,908 |
0.50 |
-0.179 |
-0.189 |
401,021 |
| 1 |
20 |
1,001,356 |
1,001,356 |
680,526 |
0.57 |
-0.020 |
-0.017 |
-19,757 |
| MYS |
1 |
4 |
515,856 |
515,856 |
152,077 |
0.30 |
0.089 |
0.082 |
41,424 |
| PHL |
1 |
2 |
96,632 |
96,632 |
6,385 |
0.26 |
0.083 |
0.083 |
-1,633 |
| SGP |
-1 |
5 |
-335,044 |
-335,044 |
-213,479 |
0.62 |
-0.006 |
0.010 |
-8,837 |
| 1 |
1 |
180,698 |
180,698 |
28,687 |
0.16 |
0.042 |
0.042 |
7,521 |
| THA |
-1 |
7 |
-298,339 |
-298,339 |
-49,629 |
0.31 |
-0.019 |
-0.027 |
10,324 |
| 1 |
14 |
1,149,294 |
1,149,294 |
458,007 |
0.48 |
0.095 |
0.090 |
146,391 |
| TWN |
-1 |
31 |
-2,164,207 |
-2,164,207 |
-1,653,578 |
0.83 |
-0.056 |
-0.058 |
123,754 |
| 1 |
20 |
2,325,852 |
2,325,852 |
1,917,082 |
0.90 |
0.090 |
0.074 |
211,247 |