Generated at 15:24 on Sunday 12/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
540 |
-21,403,791 |
| 0 |
27 |
0 |
| 1 |
464 |
20,948,223 |
|
target_notional |
| target_notional |
-455,568 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
191,868 |
-455,568 |
4,232,611 |
42,352,014 |
968,049 |
0.005 |
-0.011 |
0.100 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,838,999 |
| 0 |
0 |
| 1 |
18,030,867 |
|
alpha_notional |
| alpha_notional |
4,232,611 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,416,562 |
| 0 |
0 |
| 1 |
2,816,050 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-115,750 |
3,409,854 |
219,589 |
-0.034 |
0.081 |
| CHN |
346 |
-1,090,819 |
11,502,098 |
587,092 |
-0.095 |
0.272 |
| HKG |
159 |
1,887,461 |
6,655,431 |
542,103 |
0.284 |
0.157 |
| JPN |
317 |
-1,069,079 |
14,353,056 |
457,826 |
-0.074 |
0.339 |
| KOR |
1 |
14,724 |
14,724 |
7,667 |
1.000 |
0.000 |
| MYS |
4 |
187,629 |
187,629 |
41,370 |
1.000 |
0.004 |
| NZL |
4 |
-175,557 |
175,557 |
32,920 |
-1.000 |
0.004 |
| PHL |
6 |
101,243 |
137,459 |
30,051 |
0.737 |
0.003 |
| SGP |
9 |
-509,037 |
656,297 |
94,940 |
-0.776 |
0.015 |
| THA |
26 |
569,096 |
1,228,774 |
131,719 |
0.463 |
0.029 |
| TWN |
76 |
-262,451 |
4,024,162 |
233,894 |
-0.065 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
45 |
-1,762,802 |
| 0 |
7 |
0 |
| 1 |
30 |
1,647,052 |
| CHN |
-1 |
199 |
-6,296,458 |
| 0 |
1 |
0 |
| 1 |
146 |
5,205,639 |
| HKG |
-1 |
68 |
-2,383,985 |
| 1 |
91 |
4,271,446 |
| JPN |
-1 |
160 |
-7,711,068 |
| 0 |
18 |
0 |
| 1 |
139 |
6,641,988 |
| KOR |
1 |
1 |
14,724 |
| MYS |
1 |
4 |
187,629 |
| NZL |
-1 |
4 |
-175,557 |
| PHL |
-1 |
1 |
-18,108 |
| 1 |
5 |
119,351 |
| SGP |
-1 |
8 |
-582,667 |
| 1 |
1 |
73,630 |
| THA |
-1 |
7 |
-329,839 |
| 1 |
19 |
898,935 |
| TWN |
-1 |
48 |
-2,143,307 |
| 0 |
1 |
0 |
| 1 |
27 |
1,880,856 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
45 |
-1,762,802 |
-1,762,802 |
-1,277,472 |
0.69 |
-0.063 |
-0.027 |
144,014 |
| 0 |
7 |
0 |
0 |
0 |
0.42 |
0.001 |
0.014 |
0 |
| 1 |
30 |
1,647,052 |
1,647,052 |
796,704 |
0.45 |
0.100 |
0.119 |
202,491 |
| CHN |
-1 |
199 |
-6,296,458 |
-6,296,458 |
-7,236,470 |
1.49 |
-0.122 |
-0.112 |
857,162 |
| 0 |
1 |
0 |
0 |
0 |
1.39 |
-0.070 |
-0.070 |
0 |
| 1 |
146 |
5,205,639 |
5,205,639 |
5,144,090 |
1.35 |
0.044 |
0.041 |
542,790 |
| HKG |
-1 |
68 |
-2,383,985 |
-2,383,985 |
-2,906,375 |
1.44 |
0.063 |
0.070 |
-71,203 |
| 1 |
91 |
4,271,446 |
4,271,446 |
6,157,839 |
1.56 |
0.217 |
0.221 |
1,050,556 |
| JPN |
-1 |
160 |
-7,711,068 |
-7,711,068 |
-4,433,214 |
0.64 |
-0.045 |
-0.035 |
460,807 |
| 0 |
18 |
0 |
0 |
0 |
0.93 |
0.065 |
0.067 |
0 |
| 1 |
139 |
6,641,988 |
6,641,988 |
3,892,827 |
0.68 |
0.097 |
0.102 |
710,425 |
| KOR |
1 |
1 |
14,724 |
14,724 |
6,599 |
0.45 |
0.140 |
0.140 |
2,063 |
| MYS |
1 |
4 |
187,629 |
187,629 |
90,012 |
0.39 |
0.116 |
0.121 |
26,082 |
| NZL |
-1 |
4 |
-175,557 |
-175,557 |
-55,490 |
0.27 |
-0.042 |
-0.040 |
8,036 |
| PHL |
-1 |
1 |
-18,108 |
-18,108 |
693 |
-0.04 |
-0.250 |
-0.250 |
4,535 |
| 1 |
5 |
119,351 |
119,351 |
31,720 |
0.34 |
0.084 |
0.058 |
1,546 |
| SGP |
-1 |
8 |
-582,667 |
-582,667 |
-329,034 |
0.60 |
0.007 |
0.012 |
1,742 |
| 1 |
1 |
73,630 |
73,630 |
17,277 |
0.23 |
0.093 |
0.093 |
6,834 |
| THA |
-1 |
7 |
-329,839 |
-329,839 |
-132,327 |
0.46 |
0.008 |
0.018 |
5,729 |
| 1 |
19 |
898,935 |
898,935 |
318,745 |
0.47 |
0.115 |
0.100 |
117,440 |
| TWN |
-1 |
48 |
-2,143,307 |
-2,143,307 |
-1,469,311 |
0.70 |
-0.009 |
0.016 |
5,739 |
| 0 |
1 |
0 |
0 |
0 |
0.37 |
-0.087 |
-0.087 |
0 |
| 1 |
27 |
1,880,856 |
1,880,856 |
1,564,239 |
0.84 |
0.089 |
0.091 |
154,850 |