Generated at 15:18 on Monday 11/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
500 |
-21,174,523 |
| 0 |
40 |
0 |
| 1 |
325 |
20,826,312 |
|
target_notional |
| target_notional |
-348,211 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
320,914 |
-348,211 |
3,917,301 |
42,000,835 |
913,969 |
0.008 |
-0.008 |
0.093 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,991,234 |
| 0 |
0 |
| 1 |
19,312,148 |
|
alpha_notional |
| alpha_notional |
3,917,301 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,200,420 |
| 0 |
0 |
| 1 |
2,716,881 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-1,048,685 |
3,338,448 |
213,711 |
-0.314 |
0.079 |
| CHN |
339 |
-1,063,050 |
14,317,506 |
537,775 |
-0.074 |
0.341 |
| HKG |
122 |
1,697,206 |
6,874,864 |
562,841 |
0.247 |
0.164 |
| JPN |
236 |
-981,937 |
10,500,287 |
356,153 |
-0.094 |
0.250 |
| KOR |
8 |
-107,005 |
164,108 |
50,802 |
-0.652 |
0.004 |
| MYS |
3 |
423,425 |
423,425 |
73,953 |
1.000 |
0.010 |
| PHL |
2 |
87,531 |
87,531 |
23,860 |
1.000 |
0.002 |
| SGP |
11 |
-422,726 |
648,678 |
84,811 |
-0.652 |
0.015 |
| THA |
21 |
869,525 |
1,300,477 |
162,880 |
0.669 |
0.031 |
| TWN |
62 |
197,505 |
4,345,511 |
268,674 |
0.045 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-2,193,566 |
| 0 |
5 |
0 |
| 1 |
18 |
1,144,881 |
| CHN |
-1 |
207 |
-7,690,278 |
| 0 |
10 |
0 |
| 1 |
122 |
6,627,228 |
| HKG |
-1 |
56 |
-2,588,829 |
| 0 |
3 |
0 |
| 1 |
63 |
4,286,035 |
| JPN |
-1 |
139 |
-5,741,112 |
| 0 |
18 |
0 |
| 1 |
79 |
4,759,175 |
| KOR |
-1 |
5 |
-135,556 |
| 0 |
2 |
0 |
| 1 |
1 |
28,551 |
| MYS |
1 |
3 |
423,425 |
| PHL |
1 |
2 |
87,531 |
| SGP |
-1 |
10 |
-535,702 |
| 1 |
1 |
112,976 |
| THA |
-1 |
4 |
-215,476 |
| 0 |
1 |
0 |
| 1 |
16 |
1,085,001 |
| TWN |
-1 |
41 |
-2,074,003 |
| 0 |
1 |
0 |
| 1 |
20 |
2,271,508 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-2,193,566 |
-2,193,566 |
-1,177,426 |
0.71 |
-0.115 |
-0.108 |
264,864 |
| 0 |
5 |
0 |
0 |
0 |
0.71 |
-0.082 |
-0.081 |
0 |
| 1 |
18 |
1,144,881 |
1,144,881 |
462,317 |
0.35 |
0.016 |
0.016 |
30,798 |
| CHN |
-1 |
207 |
-7,690,278 |
-7,690,278 |
-7,969,847 |
1.42 |
-0.066 |
-0.072 |
720,533 |
| 0 |
10 |
0 |
0 |
0 |
1.26 |
-0.012 |
-0.004 |
0 |
| 1 |
122 |
6,627,228 |
6,627,228 |
6,948,923 |
1.26 |
0.085 |
0.084 |
919,861 |
| HKG |
-1 |
56 |
-2,588,829 |
-2,588,829 |
-3,386,686 |
1.59 |
0.064 |
0.051 |
-84,748 |
| 0 |
3 |
0 |
0 |
0 |
1.03 |
0.200 |
0.246 |
0 |
| 1 |
63 |
4,286,035 |
4,286,035 |
6,703,160 |
1.71 |
0.211 |
0.201 |
1,084,883 |
| JPN |
-1 |
139 |
-5,741,112 |
-5,741,112 |
-4,327,435 |
0.78 |
-0.031 |
-0.028 |
223,318 |
| 0 |
18 |
0 |
0 |
0 |
0.91 |
0.016 |
0.023 |
0 |
| 1 |
79 |
4,759,175 |
4,759,175 |
2,887,154 |
0.59 |
0.049 |
0.049 |
338,385 |
| KOR |
-1 |
5 |
-135,556 |
-135,556 |
-95,025 |
0.55 |
-0.203 |
-0.195 |
26,648 |
| 0 |
2 |
0 |
0 |
0 |
0.84 |
-0.050 |
-0.050 |
0 |
| 1 |
1 |
28,551 |
28,551 |
15,416 |
0.54 |
0.038 |
0.038 |
1,076 |
| MYS |
1 |
3 |
423,425 |
423,425 |
113,564 |
0.28 |
0.069 |
0.028 |
31,304 |
| PHL |
1 |
2 |
87,531 |
87,531 |
3,139 |
0.23 |
0.134 |
0.134 |
7,243 |
| SGP |
-1 |
10 |
-535,702 |
-535,702 |
-321,314 |
0.59 |
0.005 |
-0.003 |
3,075 |
| 1 |
1 |
112,976 |
112,976 |
18,815 |
0.17 |
0.054 |
0.054 |
6,097 |
| THA |
-1 |
4 |
-215,476 |
-215,476 |
-62,558 |
0.45 |
0.049 |
0.044 |
-11,636 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
-0.029 |
-0.029 |
0 |
| 1 |
16 |
1,085,001 |
1,085,001 |
263,487 |
0.43 |
0.090 |
0.092 |
125,838 |
| TWN |
-1 |
41 |
-2,074,003 |
-2,074,003 |
-1,650,943 |
0.83 |
-0.030 |
-0.026 |
58,364 |
| 0 |
1 |
0 |
0 |
0 |
1.11 |
-0.088 |
-0.088 |
0 |
| 1 |
20 |
2,271,508 |
2,271,508 |
1,896,173 |
0.89 |
0.080 |
0.065 |
171,397 |