Generated at 15:19 on Sunday 11/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
481 |
-20,473,323 |
| 0 |
69 |
0 |
| 1 |
320 |
20,529,313 |
|
target_notional |
| target_notional |
55,990 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
543,457 |
55,990 |
3,850,413 |
41,002,637 |
888,542 |
0.013 |
0.001 |
0.094 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,679,157 |
| 0 |
0 |
| 1 |
19,222,614 |
|
alpha_notional |
| alpha_notional |
3,850,413 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,157,840 |
| 0 |
0 |
| 1 |
2,692,573 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-1,048,290 |
3,336,712 |
218,230 |
-0.314 |
0.081 |
| CHN |
337 |
-1,056,401 |
14,302,468 |
526,255 |
-0.074 |
0.349 |
| HKG |
124 |
1,785,831 |
6,936,352 |
571,630 |
0.257 |
0.169 |
| JPN |
188 |
-620,434 |
9,391,552 |
304,512 |
-0.066 |
0.229 |
| KOR |
53 |
-72,859 |
192,835 |
49,109 |
-0.378 |
0.005 |
| MYS |
3 |
424,291 |
424,291 |
74,142 |
1.000 |
0.010 |
| PHL |
2 |
91,227 |
91,227 |
24,833 |
1.000 |
0.002 |
| SGP |
11 |
-421,440 |
646,861 |
84,697 |
-0.652 |
0.016 |
| THA |
22 |
785,169 |
1,330,700 |
153,905 |
0.590 |
0.032 |
| TWN |
66 |
188,895 |
4,349,639 |
266,938 |
0.043 |
0.106 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-2,192,501 |
| 0 |
5 |
0 |
| 1 |
18 |
1,144,211 |
| CHN |
-1 |
206 |
-7,679,434 |
| 0 |
9 |
0 |
| 1 |
122 |
6,623,033 |
| HKG |
-1 |
56 |
-2,575,261 |
| 0 |
3 |
0 |
| 1 |
65 |
4,361,092 |
| JPN |
-1 |
117 |
-5,005,993 |
| 1 |
71 |
4,385,559 |
| KOR |
-1 |
5 |
-132,847 |
| 0 |
46 |
0 |
| 1 |
2 |
59,988 |
| MYS |
1 |
3 |
424,291 |
| PHL |
1 |
2 |
91,227 |
| SGP |
-1 |
10 |
-534,151 |
| 1 |
1 |
112,710 |
| THA |
-1 |
5 |
-272,766 |
| 0 |
1 |
0 |
| 1 |
16 |
1,057,934 |
| TWN |
-1 |
41 |
-2,080,372 |
| 0 |
5 |
0 |
| 1 |
20 |
2,269,267 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-2,192,501 |
-2,192,501 |
-1,208,587 |
0.73 |
-0.117 |
-0.110 |
278,530 |
| 0 |
5 |
0 |
0 |
0 |
0.32 |
-0.042 |
-0.024 |
0 |
| 1 |
18 |
1,144,211 |
1,144,211 |
459,167 |
0.35 |
0.015 |
0.010 |
30,769 |
| CHN |
-1 |
206 |
-7,679,434 |
-7,679,434 |
-8,057,586 |
1.42 |
-0.064 |
-0.066 |
698,472 |
| 0 |
9 |
0 |
0 |
0 |
1.46 |
-0.012 |
-0.016 |
0 |
| 1 |
122 |
6,623,033 |
6,623,033 |
6,988,869 |
1.26 |
0.085 |
0.090 |
899,778 |
| HKG |
-1 |
56 |
-2,575,261 |
-2,575,261 |
-3,417,399 |
1.59 |
0.073 |
0.065 |
-113,293 |
| 0 |
3 |
0 |
0 |
0 |
1.20 |
0.097 |
0.079 |
0 |
| 1 |
65 |
4,361,092 |
4,361,092 |
6,782,017 |
1.69 |
0.220 |
0.208 |
1,147,443 |
| JPN |
-1 |
117 |
-5,005,993 |
-5,005,993 |
-3,829,938 |
0.84 |
-0.034 |
-0.025 |
201,010 |
| 1 |
71 |
4,385,559 |
4,385,559 |
2,665,332 |
0.60 |
0.048 |
0.049 |
283,905 |
| KOR |
-1 |
5 |
-132,847 |
-132,847 |
-92,589 |
0.55 |
-0.191 |
-0.180 |
23,890 |
| 0 |
46 |
0 |
0 |
0 |
0.49 |
-0.125 |
-0.123 |
0 |
| 1 |
2 |
59,988 |
59,988 |
39,241 |
0.99 |
0.006 |
0.006 |
1,972 |
| MYS |
1 |
3 |
424,291 |
424,291 |
113,790 |
0.28 |
0.063 |
0.024 |
29,504 |
| PHL |
1 |
2 |
91,227 |
91,227 |
3,272 |
0.23 |
0.109 |
0.109 |
-272 |
| SGP |
-1 |
10 |
-534,151 |
-534,151 |
-320,054 |
0.59 |
-0.000 |
-0.004 |
5,454 |
| 1 |
1 |
112,710 |
112,710 |
18,770 |
0.17 |
0.045 |
0.045 |
5,050 |
| THA |
-1 |
5 |
-272,766 |
-272,766 |
-81,931 |
0.45 |
0.008 |
0.006 |
-2,943 |
| 0 |
1 |
0 |
0 |
0 |
0.50 |
-0.046 |
-0.046 |
0 |
| 1 |
16 |
1,057,934 |
1,057,934 |
260,411 |
0.43 |
0.081 |
0.086 |
109,577 |
| TWN |
-1 |
41 |
-2,080,372 |
-2,080,372 |
-1,671,074 |
0.83 |
-0.037 |
-0.039 |
66,721 |
| 0 |
5 |
0 |
0 |
0 |
0.97 |
-0.047 |
-0.034 |
0 |
| 1 |
20 |
2,269,267 |
2,269,267 |
1,891,743 |
0.89 |
0.078 |
0.063 |
184,847 |