Generated at 17:01 on Saturday 01/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
0 |
2 |
0 |
| True |
-1 |
521 |
-21,029,267 |
| 1 |
455 |
20,593,263 |
|
target_notional |
| target_notional |
-436,005 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
0 |
0 |
0 |
0 |
0 |
nan |
nan |
nan |
nan |
| True |
285,301 |
-436,005 |
3,751,710 |
41,622,530 |
893,057 |
0.007 |
-0.010 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,367,914 |
| 1 |
17,653,215 |
|
alpha_notional |
| alpha_notional |
3,751,710 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,089,996 |
| 1 |
2,661,714 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-68,113 |
3,384,685 |
211,486 |
-0.020 |
0.081 |
| CHN |
352 |
-1,222,240 |
11,500,240 |
579,690 |
-0.106 |
0.276 |
| HKG |
158 |
1,918,891 |
6,469,113 |
538,915 |
0.297 |
0.155 |
| JPN |
272 |
-946,298 |
14,010,994 |
440,159 |
-0.068 |
0.337 |
| KOR |
1 |
14,205 |
14,205 |
7,371 |
1.000 |
0.000 |
| MYS |
4 |
187,038 |
187,038 |
40,997 |
1.000 |
0.004 |
| NZL |
4 |
-172,571 |
172,571 |
32,324 |
-1.000 |
0.004 |
| PHL |
6 |
105,375 |
131,188 |
30,421 |
0.803 |
0.003 |
| SGP |
9 |
-512,980 |
641,412 |
94,225 |
-0.800 |
0.015 |
| THA |
24 |
575,270 |
1,196,082 |
131,414 |
0.481 |
0.029 |
| TWN |
73 |
-314,582 |
3,915,001 |
231,257 |
-0.080 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-1,726,399 |
| 1 |
31 |
1,658,286 |
| CHN |
-1 |
201 |
-6,361,240 |
| 1 |
151 |
5,139,000 |
| HKG |
-1 |
65 |
-2,275,111 |
| 1 |
93 |
4,194,002 |
| JPN |
-1 |
146 |
-7,478,646 |
| 1 |
126 |
6,532,348 |
| KOR |
1 |
1 |
14,205 |
| MYS |
1 |
4 |
187,038 |
| NZL |
-1 |
4 |
-172,571 |
| PHL |
-1 |
1 |
-12,907 |
| 1 |
5 |
118,281 |
| SGP |
-1 |
8 |
-577,196 |
| 1 |
1 |
64,216 |
| THA |
-1 |
6 |
-310,406 |
| 1 |
18 |
885,676 |
| TWN |
-1 |
48 |
-2,114,792 |
| 1 |
25 |
1,800,209 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-1,726,399 |
-1,726,399 |
-1,304,452 |
0.74 |
-0.050 |
-0.038 |
106,937 |
| 1 |
31 |
1,658,286 |
1,658,286 |
816,637 |
0.48 |
0.097 |
0.106 |
185,829 |
| CHN |
-1 |
201 |
-6,361,240 |
-6,361,240 |
-7,008,012 |
1.47 |
-0.105 |
-0.101 |
845,641 |
| 1 |
151 |
5,139,000 |
5,139,000 |
4,959,203 |
1.33 |
0.042 |
0.048 |
533,632 |
| HKG |
-1 |
65 |
-2,275,111 |
-2,275,111 |
-2,702,915 |
1.42 |
0.070 |
0.073 |
-110,648 |
| 1 |
93 |
4,194,002 |
4,194,002 |
6,004,984 |
1.52 |
0.217 |
0.218 |
1,006,508 |
| JPN |
-1 |
146 |
-7,478,646 |
-7,478,646 |
-4,397,943 |
0.67 |
-0.032 |
-0.021 |
276,852 |
| 1 |
126 |
6,532,348 |
6,532,348 |
3,882,813 |
0.69 |
0.095 |
0.092 |
690,914 |
| KOR |
1 |
1 |
14,205 |
14,205 |
5,510 |
0.39 |
0.136 |
0.136 |
1,938 |
| MYS |
1 |
4 |
187,038 |
187,038 |
92,781 |
0.40 |
0.114 |
0.117 |
25,395 |
| NZL |
-1 |
4 |
-172,571 |
-172,571 |
-59,441 |
0.29 |
-0.049 |
-0.051 |
8,316 |
| PHL |
-1 |
1 |
-12,907 |
-12,907 |
436 |
-0.03 |
-0.099 |
-0.099 |
1,282 |
| 1 |
5 |
118,281 |
118,281 |
32,772 |
0.35 |
0.053 |
0.034 |
7,294 |
| SGP |
-1 |
8 |
-577,196 |
-577,196 |
-324,525 |
0.60 |
0.003 |
0.015 |
1,391 |
| 1 |
1 |
64,216 |
64,216 |
14,802 |
0.23 |
0.053 |
0.053 |
3,425 |
| THA |
-1 |
6 |
-310,406 |
-310,406 |
-115,145 |
0.43 |
0.004 |
0.008 |
6,589 |
| 1 |
18 |
885,676 |
885,676 |
291,042 |
0.45 |
0.106 |
0.101 |
106,115 |
| TWN |
-1 |
48 |
-2,114,792 |
-2,114,792 |
-1,455,917 |
0.71 |
0.010 |
0.016 |
-46,364 |
| 1 |
25 |
1,800,209 |
1,800,209 |
1,552,672 |
0.87 |
0.074 |
0.065 |
100,663 |