Generated at 15:18 on Tuesday 11/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
500 |
-21,204,806 |
| 0 |
28 |
0 |
| 1 |
324 |
20,896,089 |
|
target_notional |
| target_notional |
-308,718 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
436,917 |
-308,718 |
3,897,132 |
42,100,895 |
915,313 |
0.010 |
-0.007 |
0.093 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,776,604 |
| 0 |
0 |
| 1 |
19,213,521 |
|
alpha_notional |
| alpha_notional |
3,897,132 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,210,073 |
| 0 |
0 |
| 1 |
2,687,059 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-1,049,588 |
3,339,107 |
218,399 |
-0.314 |
0.079 |
| CHN |
333 |
-1,062,091 |
14,315,137 |
516,414 |
-0.074 |
0.340 |
| HKG |
123 |
1,661,033 |
6,760,964 |
546,661 |
0.246 |
0.161 |
| JPN |
233 |
-1,031,544 |
11,022,936 |
367,067 |
-0.094 |
0.262 |
| KOR |
7 |
-130,117 |
130,117 |
50,810 |
-1.000 |
0.003 |
| MYS |
3 |
421,690 |
421,690 |
73,624 |
1.000 |
0.010 |
| PHL |
2 |
90,486 |
90,486 |
24,561 |
1.000 |
0.002 |
| SGP |
11 |
-418,906 |
643,141 |
83,970 |
-0.651 |
0.015 |
| THA |
20 |
1,031,676 |
1,162,017 |
180,849 |
0.888 |
0.028 |
| TWN |
63 |
178,643 |
4,215,299 |
262,045 |
0.042 |
0.100 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-2,194,347 |
| 0 |
2 |
0 |
| 1 |
18 |
1,144,760 |
| CHN |
-1 |
205 |
-7,688,614 |
| 0 |
8 |
0 |
| 1 |
120 |
6,626,523 |
| HKG |
-1 |
57 |
-2,549,966 |
| 0 |
3 |
0 |
| 1 |
63 |
4,210,999 |
| JPN |
-1 |
141 |
-6,027,240 |
| 0 |
10 |
0 |
| 1 |
82 |
4,995,696 |
| KOR |
-1 |
4 |
-130,117 |
| 0 |
3 |
0 |
| MYS |
1 |
3 |
421,690 |
| PHL |
1 |
2 |
90,486 |
| SGP |
-1 |
10 |
-531,023 |
| 1 |
1 |
112,118 |
| THA |
-1 |
4 |
-65,170 |
| 0 |
1 |
0 |
| 1 |
15 |
1,096,846 |
| TWN |
-1 |
42 |
-2,018,328 |
| 0 |
1 |
0 |
| 1 |
20 |
2,196,971 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-2,194,347 |
-2,194,347 |
-1,197,500 |
0.71 |
-0.106 |
-0.102 |
253,238 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
-0.035 |
-0.035 |
0 |
| 1 |
18 |
1,144,760 |
1,144,760 |
463,345 |
0.34 |
0.018 |
0.009 |
35,124 |
| CHN |
-1 |
205 |
-7,688,614 |
-7,688,614 |
-7,643,624 |
1.42 |
-0.070 |
-0.072 |
760,071 |
| 0 |
8 |
0 |
0 |
0 |
1.10 |
-0.024 |
-0.023 |
0 |
| 1 |
120 |
6,626,523 |
6,626,523 |
6,889,004 |
1.27 |
0.078 |
0.083 |
844,201 |
| HKG |
-1 |
57 |
-2,549,966 |
-2,549,966 |
-3,385,925 |
1.60 |
0.065 |
0.054 |
-92,804 |
| 0 |
3 |
0 |
0 |
0 |
1.54 |
0.117 |
0.118 |
0 |
| 1 |
63 |
4,210,999 |
4,210,999 |
6,578,061 |
1.71 |
0.207 |
0.203 |
1,050,876 |
| JPN |
-1 |
141 |
-6,027,240 |
-6,027,240 |
-4,514,397 |
0.79 |
-0.030 |
-0.028 |
233,871 |
| 0 |
10 |
0 |
0 |
0 |
0.76 |
0.032 |
0.059 |
0 |
| 1 |
82 |
4,995,696 |
4,995,696 |
3,056,185 |
0.60 |
0.053 |
0.043 |
379,621 |
| KOR |
-1 |
4 |
-130,117 |
-130,117 |
-90,481 |
0.47 |
-0.185 |
-0.184 |
24,542 |
| 0 |
3 |
0 |
0 |
0 |
0.56 |
-0.098 |
-0.056 |
0 |
| MYS |
1 |
3 |
421,690 |
421,690 |
113,103 |
0.28 |
0.069 |
0.029 |
30,805 |
| PHL |
1 |
2 |
90,486 |
90,486 |
3,245 |
0.23 |
0.123 |
0.123 |
4,277 |
| SGP |
-1 |
10 |
-531,023 |
-531,023 |
-318,313 |
0.59 |
0.017 |
0.010 |
-2,177 |
| 1 |
1 |
112,118 |
112,118 |
18,672 |
0.17 |
0.059 |
0.059 |
6,592 |
| THA |
-1 |
4 |
-65,170 |
-65,170 |
-36,224 |
0.45 |
0.048 |
0.067 |
-699 |
| 0 |
1 |
0 |
0 |
0 |
1.32 |
0.078 |
0.078 |
0 |
| 1 |
15 |
1,096,846 |
1,096,846 |
262,736 |
0.37 |
0.110 |
0.119 |
144,898 |
| TWN |
-1 |
42 |
-2,018,328 |
-2,018,328 |
-1,590,141 |
0.84 |
-0.019 |
-0.006 |
34,030 |
| 0 |
1 |
0 |
0 |
0 |
1.11 |
-0.100 |
-0.100 |
0 |
| 1 |
20 |
2,196,971 |
2,196,971 |
1,829,170 |
0.89 |
0.090 |
0.081 |
190,665 |