Generated at 15:19 on Sunday 11/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
521 |
-21,213,715 |
| 0 |
116 |
0 |
| 1 |
421 |
20,715,367 |
|
target_notional |
| target_notional |
-498,349 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
200,834 |
-498,349 |
3,556,279 |
41,929,082 |
873,053 |
0.005 |
-0.012 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,065,088 |
| 0 |
0 |
| 1 |
18,265,922 |
|
alpha_notional |
| alpha_notional |
3,556,279 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,009,363 |
| 0 |
0 |
| 1 |
2,546,916 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,048,574 |
3,335,288 |
229,635 |
-0.314 |
0.080 |
| CHN |
346 |
-1,052,758 |
12,169,004 |
441,482 |
-0.087 |
0.290 |
| HKG |
126 |
1,590,471 |
6,394,124 |
492,030 |
0.249 |
0.153 |
| JPN |
358 |
-1,093,727 |
13,505,968 |
388,156 |
-0.081 |
0.322 |
| KOR |
4 |
-78,253 |
114,449 |
40,172 |
-0.684 |
0.003 |
| MYS |
3 |
371,465 |
371,465 |
64,378 |
1.000 |
0.009 |
| NZL |
4 |
-177,188 |
177,188 |
34,478 |
-1.000 |
0.004 |
| PHL |
5 |
166,355 |
166,355 |
34,848 |
1.000 |
0.004 |
| SGP |
16 |
-137,421 |
482,181 |
49,610 |
-0.285 |
0.012 |
| THA |
32 |
1,179,257 |
1,369,419 |
213,233 |
0.861 |
0.033 |
| TWN |
75 |
-205,921 |
3,831,585 |
225,995 |
-0.054 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,191,931 |
| 0 |
7 |
0 |
| 1 |
29 |
1,143,357 |
| CHN |
-1 |
180 |
-6,610,881 |
| 0 |
41 |
0 |
| 1 |
125 |
5,558,123 |
| HKG |
-1 |
58 |
-2,401,827 |
| 0 |
2 |
0 |
| 1 |
66 |
3,992,298 |
| JPN |
-1 |
165 |
-7,299,848 |
| 0 |
53 |
0 |
| 1 |
140 |
6,206,121 |
| KOR |
-1 |
3 |
-96,351 |
| 1 |
1 |
18,098 |
| MYS |
1 |
3 |
371,465 |
| NZL |
-1 |
4 |
-177,188 |
| PHL |
1 |
5 |
166,355 |
| SGP |
-1 |
6 |
-309,801 |
| 0 |
4 |
0 |
| 1 |
6 |
172,380 |
| THA |
-1 |
3 |
-95,081 |
| 0 |
1 |
0 |
| 1 |
28 |
1,274,338 |
| TWN |
-1 |
49 |
-2,018,753 |
| 0 |
8 |
0 |
| 1 |
18 |
1,812,832 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,191,931 |
-2,191,931 |
-1,372,806 |
0.70 |
-0.072 |
-0.067 |
189,184 |
| 0 |
7 |
0 |
0 |
0 |
0.61 |
-0.017 |
-0.028 |
0 |
| 1 |
29 |
1,143,357 |
1,143,357 |
451,572 |
0.43 |
0.068 |
0.064 |
76,000 |
| CHN |
-1 |
180 |
-6,610,881 |
-6,610,881 |
-6,526,236 |
1.38 |
-0.097 |
-0.096 |
595,293 |
| 0 |
41 |
0 |
0 |
0 |
1.47 |
-0.067 |
-0.041 |
0 |
| 1 |
125 |
5,558,123 |
5,558,123 |
5,890,257 |
1.32 |
0.070 |
0.079 |
641,710 |
| HKG |
-1 |
58 |
-2,401,827 |
-2,401,827 |
-3,325,158 |
1.64 |
0.062 |
0.067 |
-129,655 |
| 0 |
2 |
0 |
0 |
0 |
1.15 |
0.143 |
0.143 |
0 |
| 1 |
66 |
3,992,298 |
3,992,298 |
6,110,991 |
1.58 |
0.205 |
0.216 |
892,331 |
| JPN |
-1 |
165 |
-7,299,848 |
-7,299,848 |
-4,962,586 |
0.72 |
-0.039 |
-0.033 |
311,256 |
| 0 |
53 |
0 |
0 |
0 |
0.85 |
0.027 |
0.022 |
0 |
| 1 |
140 |
6,206,121 |
6,206,121 |
3,769,713 |
0.63 |
0.080 |
0.079 |
487,148 |
| KOR |
-1 |
3 |
-96,351 |
-96,351 |
-58,114 |
0.29 |
-0.183 |
-0.186 |
16,892 |
| 1 |
1 |
18,098 |
18,098 |
4,430 |
0.24 |
0.010 |
0.010 |
183 |
| MYS |
1 |
3 |
371,465 |
371,465 |
99,955 |
0.28 |
0.075 |
0.039 |
25,434 |
| NZL |
-1 |
4 |
-177,188 |
-177,188 |
-52,315 |
0.26 |
-0.120 |
-0.085 |
25,480 |
| PHL |
1 |
5 |
166,355 |
166,355 |
32,354 |
0.29 |
0.214 |
0.244 |
38,315 |
| SGP |
-1 |
6 |
-309,801 |
-309,801 |
-196,515 |
0.56 |
0.049 |
0.054 |
-14,612 |
| 0 |
4 |
0 |
0 |
0 |
0.62 |
0.096 |
0.096 |
0 |
| 1 |
6 |
172,380 |
172,380 |
52,509 |
0.41 |
0.110 |
0.106 |
16,881 |
| THA |
-1 |
3 |
-95,081 |
-95,081 |
-5,135 |
0.22 |
-0.036 |
-0.089 |
8,955 |
| 0 |
1 |
0 |
0 |
0 |
0.43 |
0.036 |
0.036 |
0 |
| 1 |
28 |
1,274,338 |
1,274,338 |
392,881 |
0.39 |
0.167 |
0.157 |
229,968 |
| TWN |
-1 |
49 |
-2,018,753 |
-2,018,753 |
-1,547,279 |
0.81 |
-0.021 |
0.015 |
6,292 |
| 0 |
8 |
0 |
0 |
0 |
1.10 |
-0.077 |
-0.059 |
0 |
| 1 |
18 |
1,812,832 |
1,812,832 |
1,461,261 |
0.88 |
0.087 |
0.078 |
138,946 |