Generated at 15:18 on Sunday 11/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
496 |
-21,101,338 |
| 0 |
104 |
0 |
| 1 |
369 |
20,847,011 |
|
target_notional |
| target_notional |
-254,328 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
201,054 |
-254,328 |
3,469,542 |
41,948,349 |
871,212 |
0.005 |
-0.006 |
0.083 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,555,161 |
| 0 |
0 |
| 1 |
18,756,215 |
|
alpha_notional |
| alpha_notional |
3,469,542 |
|
alpha_notional |
| pos_sign |
|
| -1 |
958,341 |
| 0 |
0 |
| 1 |
2,511,201 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-1,049,174 |
3,334,505 |
220,978 |
-0.315 |
0.080 |
| CHN |
378 |
-1,059,960 |
13,252,288 |
559,428 |
-0.080 |
0.316 |
| HKG |
123 |
1,518,170 |
6,460,692 |
503,136 |
0.235 |
0.154 |
| JPN |
295 |
-838,534 |
12,622,422 |
351,744 |
-0.066 |
0.301 |
| KOR |
5 |
-91,992 |
91,992 |
39,868 |
-1.000 |
0.002 |
| MYS |
3 |
380,313 |
380,313 |
65,868 |
1.000 |
0.009 |
| PHL |
2 |
90,062 |
90,062 |
24,134 |
1.000 |
0.002 |
| SGP |
11 |
-423,593 |
648,457 |
87,363 |
-0.653 |
0.015 |
| THA |
20 |
1,009,717 |
1,121,090 |
179,528 |
0.901 |
0.027 |
| TWN |
71 |
178,411 |
3,914,276 |
243,857 |
0.046 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-2,191,840 |
| 0 |
5 |
0 |
| 1 |
20 |
1,142,666 |
| CHN |
-1 |
188 |
-7,156,124 |
| 0 |
54 |
0 |
| 1 |
136 |
6,096,164 |
| HKG |
-1 |
58 |
-2,471,261 |
| 0 |
5 |
0 |
| 1 |
60 |
3,989,431 |
| JPN |
-1 |
157 |
-6,730,478 |
| 0 |
27 |
0 |
| 1 |
111 |
5,891,944 |
| KOR |
-1 |
3 |
-91,992 |
| 0 |
2 |
0 |
| MYS |
1 |
3 |
380,313 |
| PHL |
1 |
2 |
90,062 |
| SGP |
-1 |
10 |
-536,025 |
| 1 |
1 |
112,432 |
| THA |
-1 |
3 |
-55,687 |
| 0 |
1 |
0 |
| 1 |
16 |
1,065,404 |
| TWN |
-1 |
42 |
-1,867,933 |
| 0 |
10 |
0 |
| 1 |
19 |
2,046,343 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-2,191,840 |
-2,191,840 |
-1,170,578 |
0.69 |
-0.082 |
-0.091 |
215,476 |
| 0 |
5 |
0 |
0 |
0 |
0.35 |
-0.037 |
-0.035 |
0 |
| 1 |
20 |
1,142,666 |
1,142,666 |
464,673 |
0.46 |
0.046 |
0.051 |
51,058 |
| CHN |
-1 |
188 |
-7,156,124 |
-7,156,124 |
-7,768,012 |
1.41 |
-0.111 |
-0.103 |
880,732 |
| 0 |
54 |
0 |
0 |
0 |
1.40 |
-0.099 |
-0.097 |
0 |
| 1 |
136 |
6,096,164 |
6,096,164 |
6,209,326 |
1.27 |
0.059 |
0.070 |
541,966 |
| HKG |
-1 |
58 |
-2,471,261 |
-2,471,261 |
-3,313,267 |
1.58 |
0.069 |
0.062 |
-128,977 |
| 0 |
5 |
0 |
0 |
0 |
1.92 |
0.125 |
0.053 |
0 |
| 1 |
60 |
3,989,431 |
3,989,431 |
6,283,962 |
1.70 |
0.192 |
0.199 |
885,199 |
| JPN |
-1 |
157 |
-6,730,478 |
-6,730,478 |
-4,423,028 |
0.71 |
0.004 |
0.002 |
44,167 |
| 0 |
27 |
0 |
0 |
0 |
0.85 |
0.048 |
0.050 |
0 |
| 1 |
111 |
5,891,944 |
5,891,944 |
3,674,404 |
0.66 |
0.094 |
0.095 |
659,746 |
| KOR |
-1 |
3 |
-91,992 |
-91,992 |
-57,091 |
0.29 |
-0.110 |
-0.089 |
8,655 |
| 0 |
2 |
0 |
0 |
0 |
0.63 |
-0.031 |
-0.031 |
0 |
| MYS |
1 |
3 |
380,313 |
380,313 |
102,280 |
0.28 |
0.063 |
0.046 |
22,896 |
| PHL |
1 |
2 |
90,062 |
90,062 |
3,230 |
0.23 |
0.066 |
0.066 |
1,442 |
| SGP |
-1 |
10 |
-536,025 |
-536,025 |
-329,907 |
0.58 |
0.023 |
0.029 |
-9,871 |
| 1 |
1 |
112,432 |
112,432 |
18,724 |
0.17 |
0.034 |
0.034 |
3,792 |
| THA |
-1 |
3 |
-55,687 |
-55,687 |
-41,784 |
0.55 |
0.019 |
0.014 |
144 |
| 0 |
1 |
0 |
0 |
0 |
0.84 |
0.024 |
0.024 |
0 |
| 1 |
16 |
1,065,404 |
1,065,404 |
268,456 |
0.35 |
0.107 |
0.103 |
135,935 |
| TWN |
-1 |
42 |
-1,867,933 |
-1,867,933 |
-1,451,493 |
0.83 |
0.004 |
0.006 |
-51,985 |
| 0 |
10 |
0 |
0 |
0 |
1.14 |
-0.038 |
-0.043 |
0 |
| 1 |
19 |
2,046,343 |
2,046,343 |
1,680,476 |
0.88 |
0.106 |
0.106 |
203,232 |