Generated at 18:11 on Tuesday 10/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
482 |
-21,237,343 |
| 0 |
21 |
0 |
| 1 |
336 |
21,289,593 |
|
target_notional |
| target_notional |
52,250 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
840,667 |
52,250 |
4,144,984 |
42,526,935 |
972,420 |
0.020 |
0.001 |
0.097 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,440,179 |
| 0 |
0 |
| 1 |
20,280,846 |
|
alpha_notional |
| alpha_notional |
4,144,984 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,604,071 |
| 0 |
0 |
| 1 |
2,540,913 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-1,047,981 |
2,821,918 |
202,603 |
-0.371 |
0.066 |
| CHN |
329 |
-692,591 |
13,963,876 |
515,705 |
-0.050 |
0.328 |
| HKG |
114 |
2,092,676 |
6,578,213 |
622,087 |
0.318 |
0.155 |
| IND |
2 |
0 |
0 |
0 |
nan |
0.000 |
| JPN |
191 |
-786,863 |
9,226,054 |
325,370 |
-0.085 |
0.217 |
| KOR |
52 |
-1,049,452 |
2,903,947 |
302,573 |
-0.361 |
0.068 |
| MYS |
4 |
436,092 |
436,092 |
76,850 |
1.000 |
0.010 |
| PHL |
2 |
91,863 |
91,863 |
25,130 |
1.000 |
0.002 |
| SGP |
11 |
-247,830 |
480,696 |
59,124 |
-0.516 |
0.011 |
| THA |
23 |
1,053,843 |
1,615,486 |
195,570 |
0.652 |
0.038 |
| TWN |
52 |
202,494 |
4,408,791 |
287,042 |
0.046 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-1,934,949 |
| 0 |
5 |
0 |
| 1 |
16 |
886,968 |
| CHN |
-1 |
212 |
-7,328,233 |
| 1 |
117 |
6,635,642 |
| HKG |
-1 |
48 |
-2,242,769 |
| 1 |
66 |
4,335,444 |
| IND |
0 |
2 |
0 |
| JPN |
-1 |
109 |
-5,006,459 |
| 0 |
11 |
0 |
| 1 |
71 |
4,219,596 |
| KOR |
-1 |
30 |
-1,976,700 |
| 0 |
1 |
0 |
| 1 |
21 |
927,248 |
| MYS |
1 |
4 |
436,092 |
| PHL |
1 |
2 |
91,863 |
| SGP |
-1 |
9 |
-364,263 |
| 0 |
1 |
0 |
| 1 |
1 |
116,433 |
| THA |
-1 |
5 |
-280,821 |
| 1 |
18 |
1,334,664 |
| TWN |
-1 |
31 |
-2,103,149 |
| 0 |
1 |
0 |
| 1 |
20 |
2,305,643 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-1,934,949 |
-1,934,949 |
-1,124,140 |
0.72 |
-0.114 |
-0.111 |
229,792 |
| 0 |
5 |
0 |
0 |
0 |
0.49 |
-0.098 |
-0.073 |
0 |
| 1 |
16 |
886,968 |
886,968 |
372,996 |
0.36 |
0.013 |
0.011 |
15,564 |
| CHN |
-1 |
212 |
-7,328,233 |
-7,328,233 |
-8,746,167 |
1.44 |
-0.076 |
-0.077 |
773,007 |
| 1 |
117 |
6,635,642 |
6,635,642 |
7,323,254 |
1.29 |
0.071 |
0.083 |
729,557 |
| HKG |
-1 |
48 |
-2,242,769 |
-2,242,769 |
-3,064,381 |
1.61 |
0.074 |
0.073 |
-120,966 |
| 1 |
66 |
4,335,444 |
4,335,444 |
6,871,660 |
1.73 |
0.220 |
0.223 |
1,081,164 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.26 |
-0.015 |
-0.015 |
0 |
| JPN |
-1 |
109 |
-5,006,459 |
-5,006,459 |
-3,619,944 |
0.77 |
-0.032 |
-0.025 |
226,631 |
| 0 |
11 |
0 |
0 |
0 |
0.92 |
0.001 |
0.019 |
0 |
| 1 |
71 |
4,219,596 |
4,219,596 |
2,573,682 |
0.63 |
0.056 |
0.047 |
314,603 |
| KOR |
-1 |
30 |
-1,976,700 |
-1,976,700 |
-997,990 |
0.50 |
-0.188 |
-0.182 |
391,716 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
0.013 |
0.013 |
0 |
| 1 |
21 |
927,248 |
927,248 |
654,572 |
0.61 |
-0.026 |
-0.027 |
-21,514 |
| MYS |
1 |
4 |
436,092 |
436,092 |
122,657 |
0.28 |
0.046 |
0.025 |
29,434 |
| PHL |
1 |
2 |
91,863 |
91,863 |
6,070 |
0.26 |
0.094 |
0.094 |
-1,404 |
| SGP |
-1 |
9 |
-364,263 |
-364,263 |
-218,910 |
0.54 |
-0.026 |
-0.030 |
9,869 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.008 |
0.008 |
0 |
| 1 |
1 |
116,433 |
116,433 |
18,485 |
0.16 |
0.030 |
0.030 |
3,471 |
| THA |
-1 |
5 |
-280,821 |
-280,821 |
-52,783 |
0.30 |
-0.020 |
-0.036 |
-1,395 |
| 1 |
18 |
1,334,664 |
1,334,664 |
414,373 |
0.44 |
0.097 |
0.102 |
152,610 |
| TWN |
-1 |
31 |
-2,103,149 |
-2,103,149 |
-1,615,865 |
0.84 |
-0.039 |
-0.025 |
95,416 |
| 0 |
1 |
0 |
0 |
0 |
1.26 |
-0.060 |
-0.060 |
0 |
| 1 |
20 |
2,305,643 |
2,305,643 |
1,923,099 |
0.90 |
0.099 |
0.084 |
237,429 |