Generated at 15:18 on Thursday 10/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
492 |
-21,184,487 |
| 0 |
81 |
0 |
| 1 |
330 |
20,821,568 |
|
target_notional |
| target_notional |
-362,918 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
270,302 |
-362,918 |
4,125,244 |
42,006,055 |
951,544 |
0.006 |
-0.009 |
0.098 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,126,483 |
| 0 |
0 |
| 1 |
19,396,785 |
|
alpha_notional |
| alpha_notional |
4,125,244 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,586,718 |
| 0 |
0 |
| 1 |
2,538,525 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-1,047,991 |
2,965,591 |
205,902 |
-0.353 |
0.071 |
| CHN |
361 |
-1,041,547 |
13,998,820 |
558,941 |
-0.074 |
0.333 |
| HKG |
121 |
2,034,862 |
6,504,203 |
618,066 |
0.313 |
0.155 |
| JPN |
204 |
-623,485 |
9,449,896 |
309,617 |
-0.066 |
0.225 |
| KOR |
60 |
-1,049,211 |
2,501,492 |
280,421 |
-0.419 |
0.060 |
| MYS |
3 |
425,394 |
425,394 |
74,918 |
1.000 |
0.010 |
| PHL |
2 |
91,565 |
91,565 |
25,005 |
1.000 |
0.002 |
| SGP |
11 |
-320,868 |
549,024 |
68,772 |
-0.584 |
0.013 |
| THA |
24 |
897,394 |
1,286,836 |
166,306 |
0.697 |
0.031 |
| TWN |
58 |
270,969 |
4,233,234 |
269,518 |
0.064 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-2,006,791 |
| 0 |
1 |
0 |
| 1 |
18 |
958,800 |
| CHN |
-1 |
202 |
-7,520,184 |
| 0 |
43 |
0 |
| 1 |
116 |
6,478,637 |
| HKG |
-1 |
47 |
-2,234,670 |
| 0 |
9 |
0 |
| 1 |
65 |
4,269,533 |
| JPN |
-1 |
117 |
-5,036,691 |
| 0 |
16 |
0 |
| 1 |
71 |
4,413,206 |
| KOR |
-1 |
35 |
-1,775,352 |
| 0 |
7 |
0 |
| 1 |
18 |
726,140 |
| MYS |
1 |
3 |
425,394 |
| PHL |
1 |
2 |
91,565 |
| SGP |
-1 |
10 |
-434,946 |
| 1 |
1 |
114,078 |
| THA |
-1 |
4 |
-194,721 |
| 0 |
3 |
0 |
| 1 |
17 |
1,092,115 |
| TWN |
-1 |
37 |
-1,981,133 |
| 0 |
2 |
0 |
| 1 |
19 |
2,252,101 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-2,006,791 |
-2,006,791 |
-1,157,242 |
0.70 |
-0.108 |
-0.106 |
232,472 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
-0.033 |
-0.033 |
0 |
| 1 |
18 |
958,800 |
958,800 |
397,883 |
0.33 |
0.026 |
0.008 |
33,830 |
| CHN |
-1 |
202 |
-7,520,184 |
-7,520,184 |
-8,459,835 |
1.45 |
-0.072 |
-0.075 |
799,246 |
| 0 |
43 |
0 |
0 |
0 |
1.52 |
-0.074 |
-0.094 |
0 |
| 1 |
116 |
6,478,637 |
6,478,637 |
6,724,810 |
1.25 |
0.077 |
0.089 |
759,074 |
| HKG |
-1 |
47 |
-2,234,670 |
-2,234,670 |
-2,965,503 |
1.60 |
0.082 |
0.068 |
-121,484 |
| 0 |
9 |
0 |
0 |
0 |
1.80 |
0.115 |
0.101 |
0 |
| 1 |
65 |
4,269,533 |
4,269,533 |
6,795,356 |
1.70 |
0.231 |
0.231 |
1,128,130 |
| JPN |
-1 |
117 |
-5,036,691 |
-5,036,691 |
-3,822,893 |
0.83 |
-0.032 |
-0.024 |
210,788 |
| 0 |
16 |
0 |
0 |
0 |
0.81 |
0.005 |
0.002 |
0 |
| 1 |
71 |
4,413,206 |
4,413,206 |
2,672,624 |
0.60 |
0.051 |
0.042 |
335,313 |
| KOR |
-1 |
35 |
-1,775,352 |
-1,775,352 |
-798,940 |
0.49 |
-0.179 |
-0.175 |
357,462 |
| 0 |
7 |
0 |
0 |
0 |
0.63 |
-0.094 |
-0.073 |
0 |
| 1 |
18 |
726,140 |
726,140 |
521,079 |
0.59 |
-0.024 |
-0.030 |
-22,511 |
| MYS |
1 |
3 |
425,394 |
425,394 |
119,563 |
0.27 |
0.059 |
0.018 |
28,822 |
| PHL |
1 |
2 |
91,565 |
91,565 |
6,050 |
0.26 |
0.112 |
0.112 |
-3,073 |
| SGP |
-1 |
10 |
-434,946 |
-434,946 |
-254,036 |
0.56 |
-0.022 |
-0.028 |
13,525 |
| 1 |
1 |
114,078 |
114,078 |
18,111 |
0.16 |
0.020 |
0.020 |
2,289 |
| THA |
-1 |
4 |
-194,721 |
-194,721 |
-60,037 |
0.45 |
-0.037 |
-0.012 |
3,084 |
| 0 |
3 |
0 |
0 |
0 |
0.38 |
-0.031 |
-0.056 |
0 |
| 1 |
17 |
1,092,115 |
1,092,115 |
274,321 |
0.42 |
0.069 |
0.077 |
100,035 |
| TWN |
-1 |
37 |
-1,981,133 |
-1,981,133 |
-1,607,998 |
0.85 |
-0.050 |
-0.046 |
91,626 |
| 0 |
2 |
0 |
0 |
0 |
1.05 |
0.116 |
0.116 |
0 |
| 1 |
19 |
2,252,101 |
2,252,101 |
1,866,989 |
0.89 |
0.072 |
0.065 |
176,616 |