Generated at 15:18 on Sunday 11/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
532 |
-21,259,612 |
| 0 |
52 |
0 |
| 1 |
430 |
20,778,592 |
|
target_notional |
| target_notional |
-481,019 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
345,688 |
-481,019 |
3,877,463 |
42,038,204 |
931,767 |
0.008 |
-0.011 |
0.092 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,561,271 |
| 0 |
0 |
| 1 |
17,906,959 |
|
alpha_notional |
| alpha_notional |
3,877,463 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,225,634 |
| 0 |
0 |
| 1 |
2,651,829 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
92 |
-1,049,980 |
3,338,408 |
255,296 |
-0.315 |
0.079 |
| CHN |
300 |
-1,063,897 |
10,725,936 |
402,929 |
-0.099 |
0.255 |
| HKG |
139 |
1,901,483 |
7,020,811 |
552,566 |
0.271 |
0.167 |
| JPN |
338 |
-1,068,134 |
13,918,384 |
420,283 |
-0.077 |
0.331 |
| KOR |
1 |
13,683 |
13,683 |
7,297 |
1.000 |
0.000 |
| MYS |
4 |
369,853 |
369,853 |
63,251 |
1.000 |
0.009 |
| NZL |
3 |
-175,612 |
175,612 |
39,320 |
-1.000 |
0.004 |
| PHL |
7 |
206,857 |
206,857 |
45,069 |
1.000 |
0.005 |
| SGP |
12 |
-404,012 |
655,569 |
80,793 |
-0.616 |
0.016 |
| THA |
37 |
1,407,075 |
1,797,318 |
252,702 |
0.783 |
0.043 |
| TWN |
80 |
-600,746 |
3,798,185 |
236,028 |
-0.158 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,194,194 |
| 0 |
8 |
0 |
| 1 |
29 |
1,144,214 |
| CHN |
-1 |
172 |
-5,894,917 |
| 0 |
9 |
0 |
| 1 |
119 |
4,831,020 |
| HKG |
-1 |
61 |
-2,559,664 |
| 0 |
1 |
0 |
| 1 |
77 |
4,461,147 |
| JPN |
-1 |
167 |
-7,493,259 |
| 0 |
28 |
0 |
| 1 |
143 |
6,425,125 |
| KOR |
1 |
1 |
13,683 |
| MYS |
1 |
4 |
369,853 |
| NZL |
-1 |
3 |
-175,612 |
| PHL |
1 |
7 |
206,857 |
| SGP |
-1 |
7 |
-529,790 |
| 0 |
1 |
0 |
| 1 |
4 |
125,779 |
| THA |
-1 |
7 |
-195,122 |
| 0 |
2 |
0 |
| 1 |
28 |
1,602,197 |
| TWN |
-1 |
59 |
-2,199,466 |
| 0 |
3 |
0 |
| 1 |
18 |
1,598,719 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,194,194 |
-2,194,194 |
-1,552,676 |
0.67 |
-0.112 |
-0.104 |
263,551 |
| 0 |
8 |
0 |
0 |
0 |
0.93 |
-0.025 |
-0.007 |
0 |
| 1 |
29 |
1,144,214 |
1,144,214 |
536,571 |
0.37 |
0.049 |
0.041 |
79,017 |
| CHN |
-1 |
172 |
-5,894,917 |
-5,894,917 |
-5,606,678 |
1.41 |
-0.079 |
-0.065 |
459,415 |
| 0 |
9 |
0 |
0 |
0 |
1.69 |
-0.059 |
-0.063 |
0 |
| 1 |
119 |
4,831,020 |
4,831,020 |
5,231,255 |
1.31 |
0.070 |
0.074 |
603,059 |
| HKG |
-1 |
61 |
-2,559,664 |
-2,559,664 |
-3,544,398 |
1.62 |
0.063 |
0.069 |
-93,920 |
| 0 |
1 |
0 |
0 |
0 |
2.50 |
0.229 |
0.229 |
0 |
| 1 |
77 |
4,461,147 |
4,461,147 |
6,395,192 |
1.51 |
0.233 |
0.237 |
1,194,190 |
| JPN |
-1 |
167 |
-7,493,259 |
-7,493,259 |
-4,845,406 |
0.67 |
-0.069 |
-0.057 |
603,397 |
| 0 |
28 |
0 |
0 |
0 |
0.77 |
0.003 |
-0.003 |
0 |
| 1 |
143 |
6,425,125 |
6,425,125 |
3,697,641 |
0.59 |
0.045 |
0.044 |
340,626 |
| KOR |
1 |
1 |
13,683 |
13,683 |
6,132 |
0.45 |
0.156 |
0.156 |
2,129 |
| MYS |
1 |
4 |
369,853 |
369,853 |
99,496 |
0.29 |
0.104 |
0.116 |
14,665 |
| NZL |
-1 |
3 |
-175,612 |
-175,612 |
-45,978 |
0.25 |
-0.103 |
-0.098 |
19,066 |
| PHL |
1 |
7 |
206,857 |
206,857 |
27,196 |
0.33 |
0.093 |
0.160 |
679 |
| SGP |
-1 |
7 |
-529,790 |
-529,790 |
-297,841 |
0.83 |
0.025 |
0.014 |
-6,367 |
| 0 |
1 |
0 |
0 |
0 |
0.52 |
0.050 |
0.050 |
0 |
| 1 |
4 |
125,779 |
125,779 |
32,362 |
0.34 |
0.060 |
0.059 |
6,711 |
| THA |
-1 |
7 |
-195,122 |
-195,122 |
-74,369 |
0.45 |
0.044 |
0.051 |
-2,755 |
| 0 |
2 |
0 |
0 |
0 |
0.58 |
0.093 |
0.093 |
0 |
| 1 |
28 |
1,602,197 |
1,602,197 |
565,513 |
0.41 |
0.175 |
0.166 |
287,002 |
| TWN |
-1 |
59 |
-2,199,466 |
-2,199,466 |
-1,566,643 |
0.74 |
-0.009 |
0.008 |
-17,886 |
| 0 |
3 |
0 |
0 |
0 |
0.69 |
0.123 |
0.233 |
0 |
| 1 |
18 |
1,598,719 |
1,598,719 |
1,315,603 |
0.89 |
0.083 |
0.066 |
123,751 |