Generated at 15:19 on Monday 10/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
477 |
-21,280,977 |
| 0 |
33 |
0 |
| 1 |
330 |
20,794,962 |
|
target_notional |
| target_notional |
-486,015 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
117,278 |
-486,015 |
4,218,373 |
42,075,938 |
989,960 |
0.003 |
-0.012 |
0.100 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,930,470 |
| 0 |
0 |
| 1 |
20,047,748 |
|
alpha_notional |
| alpha_notional |
4,218,373 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,739,343 |
| 0 |
0 |
| 1 |
2,479,030 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
56 |
-1,049,775 |
2,697,490 |
211,599 |
-0.389 |
0.064 |
| CHN |
344 |
-1,044,741 |
14,287,174 |
583,827 |
-0.073 |
0.340 |
| HKG |
116 |
2,108,746 |
6,664,937 |
629,198 |
0.316 |
0.158 |
| IDN |
1 |
0 |
0 |
0 |
nan |
0.000 |
| IND |
2 |
0 |
0 |
0 |
nan |
0.000 |
| JPN |
181 |
-1,066,673 |
8,671,832 |
345,489 |
-0.123 |
0.206 |
| KOR |
51 |
-1,049,516 |
2,894,469 |
297,818 |
-0.363 |
0.069 |
| MYS |
4 |
435,233 |
435,233 |
76,924 |
1.000 |
0.010 |
| PHL |
2 |
89,648 |
89,648 |
24,725 |
1.000 |
0.002 |
| SGP |
8 |
-127,087 |
433,170 |
48,025 |
-0.293 |
0.010 |
| THA |
24 |
950,906 |
1,516,088 |
185,438 |
0.627 |
0.036 |
| TWN |
51 |
267,245 |
4,385,899 |
291,440 |
0.061 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-1,873,633 |
| 0 |
3 |
0 |
| 1 |
15 |
823,858 |
| CHN |
-1 |
217 |
-7,665,957 |
| 0 |
10 |
0 |
| 1 |
117 |
6,621,217 |
| HKG |
-1 |
48 |
-2,278,095 |
| 0 |
2 |
0 |
| 1 |
66 |
4,386,842 |
| IDN |
0 |
1 |
0 |
| IND |
0 |
2 |
0 |
| JPN |
-1 |
100 |
-4,869,253 |
| 0 |
14 |
0 |
| 1 |
67 |
3,802,579 |
| KOR |
-1 |
31 |
-1,971,992 |
| 1 |
20 |
922,476 |
| MYS |
1 |
4 |
435,233 |
| PHL |
1 |
2 |
89,648 |
| SGP |
-1 |
7 |
-280,129 |
| 1 |
1 |
153,041 |
| THA |
-1 |
5 |
-282,591 |
| 0 |
1 |
0 |
| 1 |
18 |
1,233,497 |
| TWN |
-1 |
31 |
-2,059,327 |
| 1 |
20 |
2,326,572 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-1,873,633 |
-1,873,633 |
-1,144,018 |
0.75 |
-0.115 |
-0.112 |
214,335 |
| 0 |
3 |
0 |
0 |
0 |
0.25 |
-0.058 |
-0.069 |
0 |
| 1 |
15 |
823,858 |
823,858 |
239,012 |
0.31 |
0.017 |
0.009 |
924 |
| CHN |
-1 |
217 |
-7,665,957 |
-7,665,957 |
-9,337,952 |
1.45 |
-0.078 |
-0.080 |
856,619 |
| 0 |
10 |
0 |
0 |
0 |
1.03 |
-0.000 |
0.022 |
0 |
| 1 |
117 |
6,621,217 |
6,621,217 |
7,298,934 |
1.29 |
0.073 |
0.081 |
737,863 |
| HKG |
-1 |
48 |
-2,278,095 |
-2,278,095 |
-3,119,043 |
1.61 |
0.069 |
0.068 |
-110,445 |
| 0 |
2 |
0 |
0 |
0 |
1.73 |
0.264 |
0.264 |
0 |
| 1 |
66 |
4,386,842 |
4,386,842 |
6,964,923 |
1.73 |
0.218 |
0.218 |
1,098,018 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.22 |
0.018 |
0.018 |
0 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.26 |
0.016 |
0.016 |
0 |
| JPN |
-1 |
100 |
-4,869,253 |
-4,869,253 |
-3,534,705 |
0.77 |
-0.049 |
-0.043 |
316,929 |
| 0 |
14 |
0 |
0 |
0 |
1.07 |
0.007 |
0.017 |
0 |
| 1 |
67 |
3,802,579 |
3,802,579 |
2,398,513 |
0.64 |
0.042 |
0.029 |
232,461 |
| KOR |
-1 |
31 |
-1,971,992 |
-1,971,992 |
-994,250 |
0.50 |
-0.183 |
-0.181 |
385,594 |
| 1 |
20 |
922,476 |
922,476 |
648,429 |
0.57 |
-0.038 |
-0.040 |
-28,044 |
| MYS |
1 |
4 |
435,233 |
435,233 |
122,418 |
0.28 |
0.041 |
0.019 |
28,460 |
| PHL |
1 |
2 |
89,648 |
89,648 |
5,924 |
0.26 |
0.132 |
0.132 |
6,168 |
| SGP |
-1 |
7 |
-280,129 |
-280,129 |
-176,528 |
0.52 |
-0.032 |
-0.036 |
7,122 |
| 1 |
1 |
153,041 |
153,041 |
24,296 |
0.16 |
0.020 |
0.020 |
3,068 |
| THA |
-1 |
5 |
-282,591 |
-282,591 |
-52,836 |
0.30 |
-0.022 |
-0.035 |
-1,494 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.076 |
0.076 |
0 |
| 1 |
18 |
1,233,497 |
1,233,497 |
415,111 |
0.44 |
0.098 |
0.106 |
135,189 |
| TWN |
-1 |
31 |
-2,059,327 |
-2,059,327 |
-1,571,136 |
0.84 |
-0.027 |
-0.003 |
70,684 |
| 1 |
20 |
2,326,572 |
2,326,572 |
1,930,188 |
0.90 |
0.111 |
0.099 |
264,924 |