Generated at 15:19 on Sunday 12/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
531 |
-21,288,272 |
| 0 |
47 |
0 |
| 1 |
448 |
20,749,804 |
|
target_notional |
| target_notional |
-538,467 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
249,195 |
-538,467 |
4,091,566 |
42,038,076 |
946,102 |
0.006 |
-0.013 |
0.097 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,609,849 |
| 0 |
0 |
| 1 |
17,859,044 |
|
alpha_notional |
| alpha_notional |
4,091,566 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,310,546 |
| 0 |
0 |
| 1 |
2,781,020 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,050,758 |
3,338,688 |
247,046 |
-0.315 |
0.079 |
| CHN |
315 |
-888,730 |
10,241,874 |
367,257 |
-0.087 |
0.244 |
| HKG |
151 |
1,787,569 |
6,874,466 |
508,895 |
0.260 |
0.164 |
| JPN |
335 |
-976,955 |
14,636,204 |
492,191 |
-0.067 |
0.348 |
| KOR |
1 |
13,791 |
13,791 |
7,320 |
1.000 |
0.000 |
| MYS |
5 |
338,033 |
338,033 |
57,358 |
1.000 |
0.008 |
| NZL |
4 |
-175,634 |
175,634 |
33,682 |
-1.000 |
0.004 |
| PHL |
7 |
206,838 |
206,838 |
49,458 |
1.000 |
0.005 |
| SGP |
10 |
-564,501 |
654,399 |
101,474 |
-0.863 |
0.016 |
| THA |
30 |
757,116 |
1,865,100 |
188,380 |
0.406 |
0.044 |
| TWN |
79 |
6,667 |
3,684,953 |
229,506 |
0.002 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,194,723 |
| 0 |
3 |
0 |
| 1 |
31 |
1,143,965 |
| CHN |
-1 |
173 |
-5,565,302 |
| 0 |
8 |
0 |
| 1 |
134 |
4,676,572 |
| HKG |
-1 |
68 |
-2,543,449 |
| 0 |
4 |
0 |
| 1 |
79 |
4,331,017 |
| JPN |
-1 |
163 |
-7,806,579 |
| 0 |
28 |
0 |
| 1 |
144 |
6,829,625 |
| KOR |
1 |
1 |
13,791 |
| MYS |
1 |
5 |
338,033 |
| NZL |
-1 |
4 |
-175,634 |
| PHL |
1 |
7 |
206,838 |
| SGP |
-1 |
9 |
-609,450 |
| 1 |
1 |
44,949 |
| THA |
-1 |
9 |
-553,992 |
| 0 |
1 |
0 |
| 1 |
20 |
1,311,108 |
| TWN |
-1 |
51 |
-1,839,143 |
| 0 |
3 |
0 |
| 1 |
25 |
1,845,810 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,194,723 |
-2,194,723 |
-1,494,130 |
0.64 |
-0.096 |
-0.080 |
257,209 |
| 0 |
3 |
0 |
0 |
0 |
0.27 |
-0.042 |
-0.032 |
0 |
| 1 |
31 |
1,143,965 |
1,143,965 |
524,171 |
0.46 |
0.064 |
0.075 |
91,738 |
| CHN |
-1 |
173 |
-5,565,302 |
-5,565,302 |
-4,831,306 |
1.38 |
-0.077 |
-0.062 |
478,027 |
| 0 |
8 |
0 |
0 |
0 |
1.54 |
-0.094 |
-0.001 |
0 |
| 1 |
134 |
4,676,572 |
4,676,572 |
5,061,258 |
1.35 |
0.078 |
0.084 |
629,052 |
| HKG |
-1 |
68 |
-2,543,449 |
-2,543,449 |
-3,683,252 |
1.60 |
0.017 |
0.026 |
49,238 |
| 0 |
4 |
0 |
0 |
0 |
1.49 |
0.074 |
0.066 |
0 |
| 1 |
79 |
4,331,017 |
4,331,017 |
6,274,998 |
1.51 |
0.193 |
0.191 |
963,103 |
| JPN |
-1 |
163 |
-7,806,579 |
-7,806,579 |
-5,728,163 |
0.77 |
-0.057 |
-0.045 |
517,276 |
| 0 |
28 |
0 |
0 |
0 |
0.67 |
-0.005 |
0.007 |
0 |
| 1 |
144 |
6,829,625 |
6,829,625 |
3,846,524 |
0.59 |
0.071 |
0.068 |
578,049 |
| KOR |
1 |
1 |
13,791 |
13,791 |
6,180 |
0.45 |
0.001 |
0.001 |
10 |
| MYS |
1 |
5 |
338,033 |
338,033 |
97,411 |
0.36 |
0.108 |
0.114 |
7,317 |
| NZL |
-1 |
4 |
-175,634 |
-175,634 |
-53,386 |
0.27 |
-0.093 |
-0.094 |
16,488 |
| PHL |
1 |
7 |
206,838 |
206,838 |
32,136 |
0.33 |
0.117 |
0.089 |
26,048 |
| SGP |
-1 |
9 |
-609,450 |
-609,450 |
-333,063 |
0.81 |
0.011 |
0.003 |
1,242 |
| 1 |
1 |
44,949 |
44,949 |
10,547 |
0.23 |
0.056 |
0.056 |
2,523 |
| THA |
-1 |
9 |
-553,992 |
-553,992 |
-228,575 |
0.44 |
-0.045 |
-0.014 |
54,343 |
| 0 |
1 |
0 |
0 |
0 |
-0.02 |
0.038 |
0.038 |
0 |
| 1 |
20 |
1,311,108 |
1,311,108 |
455,449 |
0.44 |
0.115 |
0.096 |
171,559 |
| TWN |
-1 |
51 |
-1,839,143 |
-1,839,143 |
-1,257,973 |
0.69 |
0.019 |
0.038 |
-63,276 |
| 0 |
3 |
0 |
0 |
0 |
0.92 |
0.079 |
0.151 |
0 |
| 1 |
25 |
1,845,810 |
1,845,810 |
1,537,812 |
0.91 |
0.162 |
0.157 |
310,691 |