Generated at 15:56 on Wednesday 11/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
529 |
-21,302,537 |
| 0 |
66 |
0 |
| 1 |
439 |
20,744,659 |
|
target_notional |
| target_notional |
-557,878 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
204,537 |
-557,878 |
3,589,672 |
42,047,196 |
864,836 |
0.005 |
-0.013 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,900,881 |
| 0 |
0 |
| 1 |
18,105,418 |
|
alpha_notional |
| alpha_notional |
3,589,672 |
|
alpha_notional |
| pos_sign |
|
| -1 |
908,819 |
| 0 |
0 |
| 1 |
2,680,853 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,051,151 |
3,335,371 |
236,332 |
-0.315 |
0.079 |
| CHN |
313 |
-1,061,601 |
10,834,299 |
455,206 |
-0.098 |
0.258 |
| HKG |
131 |
1,592,883 |
6,387,901 |
489,764 |
0.249 |
0.152 |
| JPN |
379 |
-728,088 |
15,091,292 |
382,783 |
-0.048 |
0.359 |
| KOR |
3 |
-66,594 |
95,841 |
36,425 |
-0.695 |
0.002 |
| MYS |
4 |
374,313 |
374,313 |
64,054 |
1.000 |
0.009 |
| NZL |
3 |
-177,274 |
177,274 |
37,337 |
-1.000 |
0.004 |
| PHL |
6 |
182,651 |
182,651 |
37,136 |
1.000 |
0.004 |
| SGP |
12 |
-382,378 |
646,358 |
78,094 |
-0.592 |
0.015 |
| THA |
37 |
1,064,173 |
1,422,439 |
200,290 |
0.748 |
0.034 |
| TWN |
67 |
-284,966 |
3,479,609 |
212,135 |
-0.082 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,193,261 |
| 0 |
4 |
0 |
| 1 |
26 |
1,142,110 |
| CHN |
-1 |
174 |
-5,947,950 |
| 0 |
16 |
0 |
| 1 |
123 |
4,886,349 |
| HKG |
-1 |
58 |
-2,397,509 |
| 0 |
2 |
0 |
| 1 |
71 |
3,990,392 |
| JPN |
-1 |
182 |
-7,909,690 |
| 0 |
39 |
0 |
| 1 |
158 |
7,181,602 |
| KOR |
-1 |
2 |
-81,218 |
| 1 |
1 |
14,623 |
| MYS |
1 |
4 |
374,313 |
| NZL |
-1 |
3 |
-177,274 |
| PHL |
1 |
6 |
182,651 |
| SGP |
-1 |
7 |
-514,368 |
| 1 |
5 |
131,990 |
| THA |
-1 |
7 |
-179,133 |
| 0 |
2 |
0 |
| 1 |
28 |
1,243,306 |
| TWN |
-1 |
47 |
-1,882,287 |
| 0 |
3 |
0 |
| 1 |
17 |
1,597,322 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,193,261 |
-2,193,261 |
-1,410,100 |
0.69 |
-0.084 |
-0.072 |
213,253 |
| 0 |
4 |
0 |
0 |
0 |
0.43 |
0.005 |
0.009 |
0 |
| 1 |
26 |
1,142,110 |
1,142,110 |
484,697 |
0.44 |
0.062 |
0.069 |
80,115 |
| CHN |
-1 |
174 |
-5,947,950 |
-5,947,950 |
-6,387,711 |
1.41 |
-0.090 |
-0.083 |
528,631 |
| 0 |
16 |
0 |
0 |
0 |
1.44 |
-0.078 |
-0.082 |
0 |
| 1 |
123 |
4,886,349 |
4,886,349 |
5,159,118 |
1.29 |
0.068 |
0.082 |
605,585 |
| HKG |
-1 |
58 |
-2,397,509 |
-2,397,509 |
-3,209,183 |
1.63 |
0.065 |
0.068 |
-111,462 |
| 0 |
2 |
0 |
0 |
0 |
1.53 |
0.081 |
0.081 |
0 |
| 1 |
71 |
3,990,392 |
3,990,392 |
5,999,358 |
1.56 |
0.209 |
0.215 |
876,596 |
| JPN |
-1 |
182 |
-7,909,690 |
-7,909,690 |
-5,026,734 |
0.63 |
-0.028 |
-0.022 |
258,178 |
| 0 |
39 |
0 |
0 |
0 |
0.86 |
0.040 |
0.045 |
0 |
| 1 |
158 |
7,181,602 |
7,181,602 |
4,645,812 |
0.70 |
0.096 |
0.104 |
735,285 |
| KOR |
-1 |
2 |
-81,218 |
-81,218 |
-64,954 |
0.76 |
-0.166 |
-0.166 |
12,603 |
| 1 |
1 |
14,623 |
14,623 |
3,579 |
0.24 |
0.153 |
0.153 |
2,238 |
| MYS |
1 |
4 |
374,313 |
374,313 |
100,765 |
0.28 |
0.092 |
0.069 |
17,926 |
| NZL |
-1 |
3 |
-177,274 |
-177,274 |
-54,400 |
0.36 |
-0.117 |
-0.088 |
22,634 |
| PHL |
1 |
6 |
182,651 |
182,651 |
36,907 |
0.36 |
0.134 |
0.147 |
13,326 |
| SGP |
-1 |
7 |
-514,368 |
-514,368 |
-294,113 |
0.55 |
0.014 |
0.018 |
-4,895 |
| 1 |
5 |
131,990 |
131,990 |
35,614 |
0.38 |
0.051 |
0.048 |
4,664 |
| THA |
-1 |
7 |
-179,133 |
-179,133 |
-43,561 |
0.34 |
0.013 |
0.061 |
2,987 |
| 0 |
2 |
0 |
0 |
0 |
0.78 |
0.071 |
0.071 |
0 |
| 1 |
28 |
1,243,306 |
1,243,306 |
373,364 |
0.35 |
0.122 |
0.104 |
203,645 |
| TWN |
-1 |
47 |
-1,882,287 |
-1,882,287 |
-1,378,934 |
0.75 |
-0.001 |
-0.000 |
-13,314 |
| 0 |
3 |
0 |
0 |
0 |
1.19 |
-0.032 |
-0.054 |
0 |
| 1 |
17 |
1,597,322 |
1,597,322 |
1,266,204 |
0.87 |
0.102 |
0.087 |
141,473 |