Generated at 15:18 on Sunday 10/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
478 |
-21,260,523 |
| 0 |
24 |
0 |
| 1 |
330 |
20,819,715 |
|
target_notional |
| target_notional |
-440,808 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
139,676 |
-440,808 |
4,233,879 |
42,080,237 |
989,011 |
0.003 |
-0.010 |
0.101 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,957,893 |
| 0 |
0 |
| 1 |
20,097,569 |
|
alpha_notional |
| alpha_notional |
4,233,879 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,740,574 |
| 0 |
0 |
| 1 |
2,493,305 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-1,047,948 |
2,969,562 |
223,158 |
-0.353 |
0.071 |
| CHN |
341 |
-1,032,926 |
14,262,944 |
590,220 |
-0.072 |
0.339 |
| HKG |
118 |
2,125,869 |
6,659,026 |
633,046 |
0.319 |
0.158 |
| IDN |
1 |
28,095 |
28,095 |
8,916 |
1.000 |
0.001 |
| IND |
2 |
9,843 |
9,843 |
2,776 |
1.000 |
0.000 |
| JPN |
175 |
-830,913 |
8,339,543 |
316,823 |
-0.100 |
0.198 |
| KOR |
51 |
-1,049,367 |
2,948,459 |
303,362 |
-0.356 |
0.070 |
| MYS |
4 |
432,859 |
432,859 |
76,772 |
1.000 |
0.010 |
| PHL |
2 |
93,001 |
93,001 |
25,481 |
1.000 |
0.002 |
| SGP |
8 |
-54,534 |
360,530 |
38,410 |
-0.151 |
0.009 |
| THA |
24 |
634,117 |
1,598,076 |
165,727 |
0.397 |
0.038 |
| TWN |
51 |
251,097 |
4,378,300 |
289,782 |
0.057 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-2,008,755 |
| 0 |
3 |
0 |
| 1 |
14 |
960,807 |
| CHN |
-1 |
219 |
-7,647,935 |
| 0 |
2 |
0 |
| 1 |
120 |
6,615,009 |
| HKG |
-1 |
46 |
-2,266,578 |
| 0 |
7 |
0 |
| 1 |
65 |
4,392,447 |
| IDN |
1 |
1 |
28,095 |
| IND |
1 |
2 |
9,843 |
| JPN |
-1 |
100 |
-4,585,228 |
| 0 |
10 |
0 |
| 1 |
65 |
3,754,315 |
| KOR |
-1 |
31 |
-1,998,913 |
| 1 |
20 |
949,546 |
| MYS |
1 |
4 |
432,859 |
| PHL |
1 |
2 |
93,001 |
| SGP |
-1 |
7 |
-207,532 |
| 1 |
1 |
152,998 |
| THA |
-1 |
6 |
-481,980 |
| 0 |
2 |
0 |
| 1 |
16 |
1,116,097 |
| TWN |
-1 |
31 |
-2,063,601 |
| 1 |
20 |
2,314,699 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-2,008,755 |
-2,008,755 |
-1,181,519 |
0.70 |
-0.112 |
-0.102 |
232,387 |
| 0 |
3 |
0 |
0 |
0 |
0.52 |
-0.060 |
-0.032 |
0 |
| 1 |
14 |
960,807 |
960,807 |
274,587 |
0.28 |
0.029 |
0.032 |
16,259 |
| CHN |
-1 |
219 |
-7,647,935 |
-7,647,935 |
-9,490,660 |
1.43 |
-0.083 |
-0.084 |
860,301 |
| 0 |
2 |
0 |
0 |
0 |
1.31 |
0.041 |
0.041 |
0 |
| 1 |
120 |
6,615,009 |
6,615,009 |
7,278,482 |
1.29 |
0.070 |
0.073 |
686,965 |
| HKG |
-1 |
46 |
-2,266,578 |
-2,266,578 |
-3,125,830 |
1.64 |
0.072 |
0.065 |
-103,995 |
| 0 |
7 |
0 |
0 |
0 |
1.35 |
0.085 |
0.071 |
0 |
| 1 |
65 |
4,392,447 |
4,392,447 |
6,968,560 |
1.73 |
0.216 |
0.208 |
1,123,426 |
| IDN |
1 |
1 |
28,095 |
28,095 |
6,231 |
0.22 |
0.027 |
0.027 |
757 |
| IND |
1 |
2 |
9,843 |
9,843 |
2,698 |
0.26 |
0.150 |
0.150 |
1,481 |
| JPN |
-1 |
100 |
-4,585,228 |
-4,585,228 |
-3,353,827 |
0.80 |
-0.039 |
-0.032 |
263,493 |
| 0 |
10 |
0 |
0 |
0 |
0.66 |
0.010 |
0.011 |
0 |
| 1 |
65 |
3,754,315 |
3,754,315 |
2,423,605 |
0.66 |
0.056 |
0.045 |
274,604 |
| KOR |
-1 |
31 |
-1,998,913 |
-1,998,913 |
-1,014,744 |
0.50 |
-0.182 |
-0.198 |
406,812 |
| 1 |
20 |
949,546 |
949,546 |
662,721 |
0.57 |
-0.024 |
-0.026 |
-22,551 |
| MYS |
1 |
4 |
432,859 |
432,859 |
121,750 |
0.28 |
0.056 |
0.038 |
31,119 |
| PHL |
1 |
2 |
93,001 |
93,001 |
6,145 |
0.26 |
0.067 |
0.067 |
-242 |
| SGP |
-1 |
7 |
-207,532 |
-207,532 |
-132,286 |
0.52 |
-0.034 |
-0.036 |
3,871 |
| 1 |
1 |
152,998 |
152,998 |
24,290 |
0.16 |
0.014 |
0.014 |
2,101 |
| THA |
-1 |
6 |
-481,980 |
-481,980 |
-83,268 |
0.29 |
-0.049 |
-0.057 |
13,403 |
| 0 |
2 |
0 |
0 |
0 |
0.35 |
0.003 |
0.003 |
0 |
| 1 |
16 |
1,116,097 |
1,116,097 |
412,136 |
0.46 |
0.071 |
0.070 |
102,620 |
| TWN |
-1 |
31 |
-2,063,601 |
-2,063,601 |
-1,575,760 |
0.84 |
-0.027 |
0.001 |
64,303 |
| 1 |
20 |
2,314,699 |
2,314,699 |
1,916,363 |
0.90 |
0.120 |
0.104 |
276,768 |