Generated at 15:18 on Sunday 12/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
509 |
-21,375,296 |
| 0 |
92 |
0 |
| 1 |
449 |
20,675,241 |
|
target_notional |
| target_notional |
-700,055 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
17,501 |
-700,055 |
3,878,155 |
42,050,538 |
916,692 |
0.000 |
-0.017 |
0.092 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,028,904 |
| 0 |
0 |
| 1 |
18,046,405 |
|
alpha_notional |
| alpha_notional |
3,878,155 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,327,207 |
| 0 |
0 |
| 1 |
2,550,948 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-1,048,088 |
3,337,845 |
229,288 |
-0.314 |
0.079 |
| CHN |
340 |
-1,084,004 |
10,469,890 |
468,869 |
-0.104 |
0.249 |
| HKG |
158 |
2,008,227 |
6,679,391 |
542,279 |
0.301 |
0.159 |
| JPN |
332 |
-1,194,744 |
14,744,701 |
488,155 |
-0.081 |
0.351 |
| KOR |
1 |
14,607 |
14,607 |
7,633 |
1.000 |
0.000 |
| MYS |
6 |
358,487 |
358,487 |
62,762 |
1.000 |
0.009 |
| NZL |
4 |
-175,526 |
175,526 |
33,161 |
-1.000 |
0.004 |
| PHL |
7 |
117,022 |
117,022 |
31,896 |
1.000 |
0.003 |
| SGP |
9 |
-551,973 |
655,816 |
100,541 |
-0.842 |
0.016 |
| THA |
32 |
701,816 |
1,792,782 |
170,982 |
0.391 |
0.043 |
| TWN |
77 |
89,786 |
3,640,136 |
231,754 |
0.025 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-2,192,966 |
| 0 |
10 |
0 |
| 1 |
27 |
1,144,879 |
| CHN |
-1 |
182 |
-5,776,947 |
| 0 |
32 |
0 |
| 1 |
126 |
4,692,943 |
| HKG |
-1 |
67 |
-2,335,582 |
| 0 |
1 |
0 |
| 1 |
90 |
4,343,809 |
| JPN |
-1 |
144 |
-7,969,723 |
| 0 |
42 |
0 |
| 1 |
146 |
6,774,979 |
| KOR |
1 |
1 |
14,607 |
| MYS |
1 |
6 |
358,487 |
| NZL |
-1 |
4 |
-175,526 |
| PHL |
0 |
1 |
0 |
| 1 |
6 |
117,022 |
| SGP |
-1 |
8 |
-603,894 |
| 1 |
1 |
51,921 |
| THA |
-1 |
9 |
-545,483 |
| 0 |
3 |
0 |
| 1 |
20 |
1,247,299 |
| TWN |
-1 |
49 |
-1,775,175 |
| 0 |
3 |
0 |
| 1 |
25 |
1,864,961 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-2,192,966 |
-2,192,966 |
-1,396,968 |
0.65 |
-0.062 |
-0.045 |
172,015 |
| 0 |
10 |
0 |
0 |
0 |
0.59 |
0.002 |
0.008 |
0 |
| 1 |
27 |
1,144,879 |
1,144,879 |
527,588 |
0.46 |
0.085 |
0.080 |
103,797 |
| CHN |
-1 |
182 |
-5,776,947 |
-5,776,947 |
-6,053,199 |
1.43 |
-0.102 |
-0.095 |
588,140 |
| 0 |
32 |
0 |
0 |
0 |
1.32 |
-0.063 |
-0.025 |
0 |
| 1 |
126 |
4,692,943 |
4,692,943 |
4,795,030 |
1.35 |
0.057 |
0.065 |
528,378 |
| HKG |
-1 |
67 |
-2,335,582 |
-2,335,582 |
-3,362,834 |
1.61 |
0.067 |
0.072 |
-108,277 |
| 0 |
1 |
0 |
0 |
0 |
2.02 |
0.308 |
0.308 |
0 |
| 1 |
90 |
4,343,809 |
4,343,809 |
6,466,692 |
1.58 |
0.210 |
0.211 |
1,031,775 |
| JPN |
-1 |
144 |
-7,969,723 |
-7,969,723 |
-5,422,736 |
0.73 |
-0.078 |
-0.069 |
668,525 |
| 0 |
42 |
0 |
0 |
0 |
0.87 |
-0.001 |
-0.006 |
0 |
| 1 |
146 |
6,774,979 |
6,774,979 |
3,880,061 |
0.63 |
0.045 |
0.041 |
373,653 |
| KOR |
1 |
1 |
14,607 |
14,607 |
6,546 |
0.45 |
-0.034 |
-0.034 |
-500 |
| MYS |
1 |
6 |
358,487 |
358,487 |
132,027 |
0.36 |
0.103 |
0.071 |
29,841 |
| NZL |
-1 |
4 |
-175,526 |
-175,526 |
-52,967 |
0.27 |
-0.065 |
-0.064 |
12,011 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.62 |
-0.104 |
-0.104 |
0 |
| 1 |
6 |
117,022 |
117,022 |
31,340 |
0.28 |
0.062 |
0.061 |
14,039 |
| SGP |
-1 |
8 |
-603,894 |
-603,894 |
-334,874 |
0.61 |
0.003 |
0.001 |
2,793 |
| 1 |
1 |
51,921 |
51,921 |
12,183 |
0.23 |
0.085 |
0.085 |
4,425 |
| THA |
-1 |
9 |
-545,483 |
-545,483 |
-198,086 |
0.40 |
-0.016 |
-0.020 |
32,775 |
| 0 |
3 |
0 |
0 |
0 |
0.25 |
0.059 |
0.069 |
0 |
| 1 |
20 |
1,247,299 |
1,247,299 |
534,600 |
0.51 |
0.128 |
0.140 |
174,256 |
| TWN |
-1 |
49 |
-1,775,175 |
-1,775,175 |
-1,207,241 |
0.68 |
0.017 |
0.042 |
-40,775 |
| 0 |
3 |
0 |
0 |
0 |
1.02 |
0.192 |
0.179 |
0 |
| 1 |
25 |
1,864,961 |
1,864,961 |
1,560,540 |
0.92 |
0.160 |
0.154 |
282,951 |