Generated at 15:19 on Tuesday 12/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
526 |
-21,294,835 |
| 0 |
53 |
0 |
| 1 |
425 |
20,791,293 |
|
target_notional |
| target_notional |
-503,542 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
273,083 |
-503,542 |
3,995,327 |
42,086,128 |
920,596 |
0.006 |
-0.012 |
0.095 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,624,548 |
| 0 |
0 |
| 1 |
17,897,632 |
|
alpha_notional |
| alpha_notional |
3,995,327 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,131,183 |
| 0 |
0 |
| 1 |
2,864,144 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,247 |
3,339,440 |
239,383 |
-0.314 |
0.079 |
| CHN |
300 |
-1,074,374 |
10,618,615 |
396,043 |
-0.101 |
0.252 |
| HKG |
145 |
1,952,655 |
6,896,888 |
531,829 |
0.283 |
0.164 |
| JPN |
334 |
-830,060 |
14,249,718 |
418,666 |
-0.058 |
0.339 |
| KOR |
1 |
14,170 |
14,170 |
7,558 |
1.000 |
0.000 |
| MYS |
4 |
351,604 |
351,604 |
61,001 |
1.000 |
0.008 |
| NZL |
4 |
-175,709 |
175,709 |
36,719 |
-1.000 |
0.004 |
| PHL |
7 |
206,953 |
206,953 |
46,564 |
1.000 |
0.005 |
| SGP |
9 |
-562,923 |
656,283 |
101,837 |
-0.858 |
0.016 |
| THA |
32 |
809,681 |
1,803,503 |
186,553 |
0.449 |
0.043 |
| TWN |
81 |
-146,292 |
3,773,245 |
228,548 |
-0.039 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,194,343 |
| 0 |
5 |
0 |
| 1 |
26 |
1,145,096 |
| CHN |
-1 |
170 |
-5,846,495 |
| 0 |
7 |
0 |
| 1 |
123 |
4,772,121 |
| HKG |
-1 |
66 |
-2,472,116 |
| 0 |
1 |
0 |
| 1 |
78 |
4,424,772 |
| JPN |
-1 |
159 |
-7,539,889 |
| 0 |
36 |
0 |
| 1 |
139 |
6,709,829 |
| KOR |
1 |
1 |
14,170 |
| MYS |
1 |
4 |
351,604 |
| NZL |
-1 |
4 |
-175,709 |
| PHL |
1 |
7 |
206,953 |
| SGP |
-1 |
8 |
-609,603 |
| 1 |
1 |
46,680 |
| THA |
-1 |
8 |
-496,911 |
| 0 |
2 |
0 |
| 1 |
22 |
1,306,592 |
| TWN |
-1 |
55 |
-1,959,768 |
| 0 |
2 |
0 |
| 1 |
24 |
1,813,476 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,194,343 |
-2,194,343 |
-1,427,300 |
0.63 |
-0.084 |
-0.068 |
212,477 |
| 0 |
5 |
0 |
0 |
0 |
0.65 |
0.036 |
0.042 |
0 |
| 1 |
26 |
1,145,096 |
1,145,096 |
535,328 |
0.39 |
0.050 |
0.056 |
99,666 |
| CHN |
-1 |
170 |
-5,846,495 |
-5,846,495 |
-5,580,651 |
1.40 |
-0.079 |
-0.064 |
431,958 |
| 0 |
7 |
0 |
0 |
0 |
1.32 |
-0.060 |
-0.066 |
0 |
| 1 |
123 |
4,772,121 |
4,772,121 |
5,059,276 |
1.34 |
0.081 |
0.083 |
618,553 |
| HKG |
-1 |
66 |
-2,472,116 |
-2,472,116 |
-3,557,999 |
1.59 |
0.021 |
0.027 |
-17,800 |
| 0 |
1 |
0 |
0 |
0 |
1.48 |
0.066 |
0.066 |
0 |
| 1 |
78 |
4,424,772 |
4,424,772 |
6,280,538 |
1.47 |
0.192 |
0.198 |
1,038,439 |
| JPN |
-1 |
159 |
-7,539,889 |
-7,539,889 |
-5,083,026 |
0.68 |
-0.050 |
-0.047 |
450,446 |
| 0 |
36 |
0 |
0 |
0 |
0.74 |
0.020 |
0.016 |
0 |
| 1 |
139 |
6,709,829 |
6,709,829 |
3,907,491 |
0.62 |
0.077 |
0.075 |
570,430 |
| KOR |
1 |
1 |
14,170 |
14,170 |
6,350 |
0.45 |
-0.022 |
-0.022 |
-314 |
| MYS |
1 |
4 |
351,604 |
351,604 |
94,618 |
0.29 |
0.058 |
0.078 |
1,354 |
| NZL |
-1 |
4 |
-175,709 |
-175,709 |
-47,532 |
0.27 |
-0.113 |
-0.119 |
18,110 |
| PHL |
1 |
7 |
206,953 |
206,953 |
29,018 |
0.33 |
0.132 |
0.092 |
25,952 |
| SGP |
-1 |
8 |
-609,603 |
-609,603 |
-335,261 |
0.81 |
-0.022 |
-0.030 |
20,535 |
| 1 |
1 |
46,680 |
46,680 |
10,953 |
0.23 |
0.111 |
0.111 |
5,179 |
| THA |
-1 |
8 |
-496,911 |
-496,911 |
-208,613 |
0.44 |
-0.038 |
-0.010 |
58,236 |
| 0 |
2 |
0 |
0 |
0 |
0.53 |
0.004 |
0.004 |
0 |
| 1 |
22 |
1,306,592 |
1,306,592 |
464,825 |
0.43 |
0.113 |
0.118 |
165,234 |
| TWN |
-1 |
55 |
-1,959,768 |
-1,959,768 |
-1,384,166 |
0.72 |
0.009 |
0.034 |
-42,779 |
| 0 |
2 |
0 |
0 |
0 |
1.29 |
0.165 |
0.165 |
0 |
| 1 |
24 |
1,813,476 |
1,813,476 |
1,509,235 |
0.93 |
0.188 |
0.191 |
339,651 |