Generated at 16:26 on Sunday 11/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
538 |
-21,680,884 |
| 0 |
29 |
0 |
| 1 |
446 |
21,383,264 |
|
target_notional |
| target_notional |
-297,620 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
450,764 |
-297,620 |
3,818,681 |
43,064,149 |
880,002 |
0.010 |
-0.007 |
0.089 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,180,880 |
| 0 |
0 |
| 1 |
18,631,644 |
|
alpha_notional |
| alpha_notional |
3,818,681 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,215,056 |
| 0 |
0 |
| 1 |
2,603,625 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,048,726 |
3,337,759 |
248,359 |
-0.314 |
0.078 |
| CHN |
319 |
-1,046,514 |
11,480,561 |
421,547 |
-0.091 |
0.267 |
| HKG |
137 |
1,879,414 |
6,540,448 |
528,255 |
0.287 |
0.152 |
| IND |
1 |
1,487 |
1,487 |
852 |
1.000 |
0.000 |
| JPN |
332 |
-729,338 |
15,174,704 |
361,659 |
-0.048 |
0.353 |
| KOR |
3 |
14,659 |
14,659 |
7,608 |
1.000 |
0.000 |
| MYS |
4 |
376,944 |
376,944 |
64,053 |
1.000 |
0.009 |
| NZL |
3 |
-177,218 |
177,218 |
37,230 |
-1.000 |
0.004 |
| PHL |
6 |
190,008 |
190,008 |
39,795 |
1.000 |
0.004 |
| SGP |
12 |
-342,209 |
630,714 |
73,724 |
-0.543 |
0.015 |
| THA |
36 |
1,244,030 |
1,470,676 |
220,719 |
0.846 |
0.034 |
| TWN |
73 |
-616,783 |
3,625,595 |
231,579 |
-0.170 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,193,242 |
| 0 |
4 |
0 |
| 1 |
28 |
1,144,517 |
| CHN |
-1 |
177 |
-6,263,538 |
| 0 |
16 |
0 |
| 1 |
126 |
5,217,023 |
| HKG |
-1 |
59 |
-2,330,517 |
| 0 |
4 |
0 |
| 1 |
74 |
4,209,931 |
| IND |
1 |
1 |
1,487 |
| JPN |
-1 |
177 |
-7,952,021 |
| 1 |
155 |
7,222,683 |
| KOR |
0 |
2 |
0 |
| 1 |
1 |
14,659 |
| MYS |
1 |
4 |
376,944 |
| NZL |
-1 |
3 |
-177,218 |
| PHL |
1 |
6 |
190,008 |
| SGP |
-1 |
7 |
-486,462 |
| 1 |
5 |
144,252 |
| THA |
-1 |
5 |
-113,323 |
| 0 |
1 |
0 |
| 1 |
30 |
1,357,353 |
| TWN |
-1 |
55 |
-2,121,189 |
| 0 |
2 |
0 |
| 1 |
16 |
1,504,406 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,193,242 |
-2,193,242 |
-1,526,632 |
0.69 |
-0.092 |
-0.083 |
221,777 |
| 0 |
4 |
0 |
0 |
0 |
0.43 |
-0.016 |
-0.016 |
0 |
| 1 |
28 |
1,144,517 |
1,144,517 |
461,671 |
0.37 |
0.039 |
0.040 |
67,883 |
| CHN |
-1 |
177 |
-6,263,538 |
-6,263,538 |
-6,232,862 |
1.43 |
-0.082 |
-0.080 |
559,264 |
| 0 |
16 |
0 |
0 |
0 |
1.38 |
-0.065 |
-0.019 |
0 |
| 1 |
126 |
5,217,023 |
5,217,023 |
5,767,567 |
1.31 |
0.078 |
0.090 |
691,911 |
| HKG |
-1 |
59 |
-2,330,517 |
-2,330,517 |
-3,258,812 |
1.68 |
0.071 |
0.063 |
-112,361 |
| 0 |
4 |
0 |
0 |
0 |
1.97 |
0.072 |
0.047 |
0 |
| 1 |
74 |
4,209,931 |
4,209,931 |
6,063,988 |
1.54 |
0.227 |
0.228 |
1,073,968 |
| IND |
1 |
1 |
1,487 |
1,487 |
-119 |
-0.08 |
0.141 |
0.141 |
210 |
| JPN |
-1 |
177 |
-7,952,021 |
-7,952,021 |
-5,124,902 |
0.66 |
-0.060 |
-0.049 |
480,606 |
| 1 |
155 |
7,222,683 |
7,222,683 |
4,572,355 |
0.66 |
0.050 |
0.045 |
378,544 |
| KOR |
0 |
2 |
0 |
0 |
0 |
0.76 |
-0.167 |
-0.167 |
0 |
| 1 |
1 |
14,659 |
14,659 |
3,588 |
0.24 |
0.086 |
0.086 |
1,258 |
| MYS |
1 |
4 |
376,944 |
376,944 |
101,488 |
0.28 |
0.088 |
0.078 |
18,470 |
| NZL |
-1 |
3 |
-177,218 |
-177,218 |
-54,272 |
0.36 |
-0.134 |
-0.106 |
25,299 |
| PHL |
1 |
6 |
190,008 |
190,008 |
38,609 |
0.36 |
0.117 |
0.086 |
18,000 |
| SGP |
-1 |
7 |
-486,462 |
-486,462 |
-288,024 |
0.84 |
0.025 |
0.036 |
-13,667 |
| 1 |
5 |
144,252 |
144,252 |
38,954 |
0.38 |
0.078 |
0.071 |
10,546 |
| THA |
-1 |
5 |
-113,323 |
-113,323 |
-45,083 |
0.44 |
0.039 |
0.059 |
665 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
0.082 |
0.082 |
0 |
| 1 |
30 |
1,357,353 |
1,357,353 |
404,470 |
0.37 |
0.145 |
0.131 |
226,926 |
| TWN |
-1 |
55 |
-2,121,189 |
-2,121,189 |
-1,582,128 |
0.76 |
-0.026 |
-0.027 |
52,522 |
| 0 |
2 |
0 |
0 |
0 |
1.44 |
0.029 |
0.029 |
0 |
| 1 |
16 |
1,504,406 |
1,504,406 |
1,179,074 |
0.86 |
0.091 |
0.080 |
115,908 |