Generated at 15:18 on Tuesday 10/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
459 |
-21,389,550 |
| 0 |
17 |
0 |
| 1 |
311 |
20,912,157 |
|
target_notional |
| target_notional |
-477,393 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,093 |
-477,393 |
4,316,462 |
42,301,706 |
983,805 |
0.000 |
-0.011 |
0.102 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,887,251 |
| 0 |
0 |
| 1 |
19,890,345 |
|
alpha_notional |
| alpha_notional |
4,316,462 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,831,592 |
| 0 |
0 |
| 1 |
2,484,870 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-1,049,678 |
3,191,984 |
234,220 |
-0.329 |
0.075 |
| CHN |
319 |
-1,057,762 |
14,294,225 |
579,843 |
-0.074 |
0.338 |
| HKG |
117 |
1,793,306 |
6,530,833 |
573,288 |
0.275 |
0.154 |
| IDN |
1 |
45,801 |
45,801 |
14,470 |
1.000 |
0.001 |
| JPN |
163 |
-712,825 |
8,108,386 |
300,352 |
-0.088 |
0.192 |
| KOR |
51 |
-1,049,646 |
3,070,731 |
307,986 |
-0.342 |
0.073 |
| MYS |
3 |
435,666 |
435,666 |
78,000 |
1.000 |
0.010 |
| PHL |
2 |
95,433 |
95,433 |
26,347 |
1.000 |
0.002 |
| SGP |
5 |
64,863 |
302,882 |
35,920 |
0.214 |
0.007 |
| THA |
24 |
723,994 |
1,721,547 |
183,426 |
0.421 |
0.041 |
| TWN |
52 |
233,455 |
4,504,220 |
295,386 |
0.052 |
0.106 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-2,120,831 |
| 1 |
16 |
1,071,153 |
| CHN |
-1 |
207 |
-7,675,993 |
| 0 |
1 |
0 |
| 1 |
111 |
6,618,231 |
| HKG |
-1 |
46 |
-2,368,764 |
| 0 |
5 |
0 |
| 1 |
66 |
4,162,069 |
| IDN |
1 |
1 |
45,801 |
| JPN |
-1 |
100 |
-4,410,605 |
| 0 |
9 |
0 |
| 1 |
54 |
3,697,780 |
| KOR |
-1 |
31 |
-2,060,188 |
| 1 |
20 |
1,010,543 |
| MYS |
1 |
3 |
435,666 |
| PHL |
1 |
2 |
95,433 |
| SGP |
-1 |
3 |
-119,009 |
| 0 |
1 |
0 |
| 1 |
1 |
183,873 |
| THA |
-1 |
7 |
-498,777 |
| 1 |
17 |
1,222,770 |
| TWN |
-1 |
31 |
-2,135,382 |
| 0 |
1 |
0 |
| 1 |
20 |
2,368,837 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-2,120,831 |
-2,120,831 |
-1,201,320 |
0.71 |
-0.123 |
-0.112 |
260,133 |
| 1 |
16 |
1,071,153 |
1,071,153 |
298,506 |
0.28 |
0.031 |
0.044 |
48,072 |
| CHN |
-1 |
207 |
-7,675,993 |
-7,675,993 |
-9,366,922 |
1.40 |
-0.077 |
-0.075 |
833,626 |
| 0 |
1 |
0 |
0 |
0 |
1.34 |
0.049 |
0.049 |
0 |
| 1 |
111 |
6,618,231 |
6,618,231 |
7,367,740 |
1.33 |
0.082 |
0.092 |
811,422 |
| HKG |
-1 |
46 |
-2,368,764 |
-2,368,764 |
-3,180,577 |
1.62 |
0.065 |
0.080 |
-62,649 |
| 0 |
5 |
0 |
0 |
0 |
1.53 |
0.170 |
0.220 |
0 |
| 1 |
66 |
4,162,069 |
4,162,069 |
6,624,707 |
1.72 |
0.211 |
0.205 |
989,166 |
| IDN |
1 |
1 |
45,801 |
45,801 |
10,158 |
0.22 |
0.028 |
0.028 |
1,268 |
| JPN |
-1 |
100 |
-4,410,605 |
-4,410,605 |
-3,268,588 |
0.80 |
-0.046 |
-0.040 |
243,946 |
| 0 |
9 |
0 |
0 |
0 |
0.75 |
-0.013 |
-0.003 |
0 |
| 1 |
54 |
3,697,780 |
3,697,780 |
2,304,615 |
0.58 |
0.052 |
0.051 |
226,826 |
| KOR |
-1 |
31 |
-2,060,188 |
-2,060,188 |
-1,055,377 |
0.50 |
-0.187 |
-0.197 |
426,357 |
| 1 |
20 |
1,010,543 |
1,010,543 |
684,357 |
0.57 |
-0.026 |
-0.026 |
-24,234 |
| MYS |
1 |
3 |
435,666 |
435,666 |
122,463 |
0.27 |
0.083 |
0.059 |
33,981 |
| PHL |
1 |
2 |
95,433 |
95,433 |
6,306 |
0.26 |
0.034 |
0.034 |
-482 |
| SGP |
-1 |
3 |
-119,009 |
-119,009 |
-84,083 |
0.58 |
0.013 |
0.017 |
-3,750 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.081 |
0.081 |
0 |
| 1 |
1 |
183,873 |
183,873 |
29,191 |
0.16 |
0.033 |
0.033 |
6,036 |
| THA |
-1 |
7 |
-498,777 |
-498,777 |
-81,297 |
0.27 |
-0.034 |
-0.038 |
24,097 |
| 1 |
17 |
1,222,770 |
1,222,770 |
477,935 |
0.46 |
0.094 |
0.104 |
149,358 |
| TWN |
-1 |
31 |
-2,135,382 |
-2,135,382 |
-1,649,087 |
0.84 |
-0.047 |
-0.041 |
109,832 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.129 |
0.129 |
0 |
| 1 |
20 |
2,368,837 |
2,368,837 |
1,964,367 |
0.90 |
0.098 |
0.080 |
243,457 |