Generated at 15:18 on Thursday 10/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
469 |
-21,301,262 |
| 0 |
19 |
0 |
| 1 |
317 |
20,868,774 |
|
target_notional |
| target_notional |
-432,488 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
121,054 |
-432,488 |
4,202,983 |
42,170,036 |
978,188 |
0.003 |
-0.010 |
0.100 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,837,545 |
| 0 |
0 |
| 1 |
19,958,599 |
|
alpha_notional |
| alpha_notional |
4,202,983 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,721,475 |
| 0 |
0 |
| 1 |
2,481,508 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-1,048,249 |
3,081,650 |
228,442 |
-0.340 |
0.073 |
| CHN |
329 |
-1,049,065 |
14,290,879 |
581,184 |
-0.073 |
0.339 |
| HKG |
116 |
2,043,591 |
6,570,270 |
611,256 |
0.311 |
0.156 |
| IDN |
1 |
46,531 |
46,531 |
14,745 |
1.000 |
0.001 |
| JPN |
168 |
-887,646 |
8,285,497 |
323,757 |
-0.107 |
0.196 |
| KOR |
51 |
-1,049,740 |
2,945,092 |
299,970 |
-0.356 |
0.070 |
| MYS |
4 |
441,215 |
441,215 |
77,910 |
1.000 |
0.010 |
| PHL |
2 |
94,229 |
94,229 |
25,889 |
1.000 |
0.002 |
| SGP |
7 |
-14,325 |
320,486 |
34,144 |
-0.045 |
0.008 |
| THA |
25 |
764,064 |
1,691,244 |
183,419 |
0.452 |
0.040 |
| TWN |
51 |
226,907 |
4,402,943 |
288,474 |
0.052 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-2,064,949 |
| 0 |
1 |
0 |
| 1 |
14 |
1,016,701 |
| CHN |
-1 |
211 |
-7,669,972 |
| 0 |
4 |
0 |
| 1 |
114 |
6,620,907 |
| HKG |
-1 |
47 |
-2,263,339 |
| 0 |
2 |
0 |
| 1 |
67 |
4,306,931 |
| IDN |
1 |
1 |
46,531 |
| JPN |
-1 |
101 |
-4,586,572 |
| 0 |
11 |
0 |
| 1 |
56 |
3,698,926 |
| KOR |
-1 |
31 |
-1,997,416 |
| 1 |
20 |
947,676 |
| MYS |
1 |
4 |
441,215 |
| PHL |
1 |
2 |
94,229 |
| SGP |
-1 |
6 |
-167,406 |
| 1 |
1 |
153,081 |
| THA |
-1 |
6 |
-463,590 |
| 0 |
1 |
0 |
| 1 |
18 |
1,227,654 |
| TWN |
-1 |
31 |
-2,088,018 |
| 1 |
20 |
2,314,925 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-2,064,949 |
-2,064,949 |
-1,159,296 |
0.72 |
-0.109 |
-0.096 |
233,985 |
| 0 |
1 |
0 |
0 |
0 |
0.22 |
-0.097 |
-0.097 |
0 |
| 1 |
14 |
1,016,701 |
1,016,701 |
278,436 |
0.27 |
0.030 |
0.024 |
24,344 |
| CHN |
-1 |
211 |
-7,669,972 |
-7,669,972 |
-9,387,144 |
1.41 |
-0.083 |
-0.083 |
878,484 |
| 0 |
4 |
0 |
0 |
0 |
1.82 |
0.006 |
0.018 |
0 |
| 1 |
114 |
6,620,907 |
6,620,907 |
7,287,475 |
1.31 |
0.073 |
0.075 |
698,461 |
| HKG |
-1 |
47 |
-2,263,339 |
-2,263,339 |
-3,062,705 |
1.63 |
0.072 |
0.069 |
-101,022 |
| 0 |
2 |
0 |
0 |
0 |
1.97 |
0.186 |
0.186 |
0 |
| 1 |
67 |
4,306,931 |
4,306,931 |
6,778,869 |
1.71 |
0.215 |
0.209 |
1,072,609 |
| IDN |
1 |
1 |
46,531 |
46,531 |
10,320 |
0.22 |
0.052 |
0.052 |
2,431 |
| JPN |
-1 |
101 |
-4,586,572 |
-4,586,572 |
-3,431,254 |
0.79 |
-0.044 |
-0.038 |
249,325 |
| 0 |
11 |
0 |
0 |
0 |
0.81 |
0.020 |
0.037 |
0 |
| 1 |
56 |
3,698,926 |
3,698,926 |
2,406,564 |
0.64 |
0.056 |
0.052 |
267,397 |
| KOR |
-1 |
31 |
-1,997,416 |
-1,997,416 |
-1,010,493 |
0.50 |
-0.167 |
-0.165 |
365,879 |
| 1 |
20 |
947,676 |
947,676 |
655,478 |
0.57 |
-0.019 |
-0.017 |
-18,434 |
| MYS |
1 |
4 |
441,215 |
441,215 |
124,095 |
0.28 |
0.086 |
0.066 |
38,044 |
| PHL |
1 |
2 |
94,229 |
94,229 |
6,226 |
0.26 |
0.054 |
0.054 |
1,504 |
| SGP |
-1 |
6 |
-167,406 |
-167,406 |
-108,621 |
0.53 |
-0.028 |
-0.033 |
1,668 |
| 1 |
1 |
153,081 |
153,081 |
24,303 |
0.16 |
0.011 |
0.011 |
1,696 |
| THA |
-1 |
6 |
-463,590 |
-463,590 |
-73,630 |
0.29 |
-0.007 |
-0.007 |
288 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
0.099 |
0.099 |
0 |
| 1 |
18 |
1,227,654 |
1,227,654 |
470,283 |
0.45 |
0.094 |
0.101 |
145,351 |
| TWN |
-1 |
31 |
-2,088,018 |
-2,088,018 |
-1,604,401 |
0.84 |
-0.041 |
-0.021 |
92,868 |
| 1 |
20 |
2,314,925 |
2,314,925 |
1,916,551 |
0.90 |
0.104 |
0.081 |
248,106 |