Generated at 15:21 on Sunday 01/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
0 |
78 |
0 |
| True |
-1 |
556 |
-21,301,382 |
| 0 |
1 |
0 |
| 1 |
466 |
20,774,833 |
|
target_notional |
| target_notional |
-526,549 |
|
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 |
407,978 |
-526,549 |
4,096,942 |
42,076,216 |
926,721 |
0.010 |
-0.013 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,783,517 |
| 0 |
0 |
| 1 |
18,191,495 |
|
alpha_notional |
| alpha_notional |
4,096,942 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,137,812 |
| 0 |
0 |
| 1 |
2,959,130 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-1,046,627 |
3,253,959 |
249,136 |
-0.322 |
0.077 |
| CHN |
394 |
-1,088,563 |
12,281,668 |
565,030 |
-0.089 |
0.292 |
| HKG |
155 |
2,018,218 |
6,243,451 |
540,747 |
0.323 |
0.148 |
| JPN |
273 |
-750,708 |
14,133,606 |
436,432 |
-0.053 |
0.336 |
| KOR |
1 |
13,438 |
13,438 |
7,016 |
1.000 |
0.000 |
| MYS |
4 |
186,549 |
186,549 |
40,637 |
1.000 |
0.004 |
| NZL |
4 |
-170,014 |
170,014 |
31,670 |
-1.000 |
0.004 |
| PHL |
6 |
110,326 |
136,979 |
30,940 |
0.805 |
0.003 |
| SGP |
8 |
-515,497 |
607,914 |
93,192 |
-0.848 |
0.014 |
| THA |
35 |
1,061,516 |
1,528,915 |
196,775 |
0.694 |
0.036 |
| TWN |
72 |
-345,188 |
3,519,721 |
200,717 |
-0.098 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,150,293 |
| 0 |
1 |
0 |
| 1 |
19 |
1,103,666 |
| CHN |
-1 |
229 |
-6,685,116 |
| 1 |
165 |
5,596,552 |
| HKG |
-1 |
65 |
-2,112,616 |
| 1 |
90 |
4,130,835 |
| JPN |
-1 |
147 |
-7,442,157 |
| 1 |
126 |
6,691,449 |
| KOR |
1 |
1 |
13,438 |
| MYS |
1 |
4 |
186,549 |
| NZL |
-1 |
4 |
-170,014 |
| PHL |
-1 |
1 |
-13,327 |
| 1 |
5 |
123,653 |
| SGP |
-1 |
7 |
-561,706 |
| 1 |
1 |
46,209 |
| THA |
-1 |
5 |
-233,700 |
| 1 |
30 |
1,295,216 |
| TWN |
-1 |
47 |
-1,932,454 |
| 1 |
25 |
1,587,267 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,150,293 |
-2,150,293 |
-1,545,057 |
0.66 |
-0.091 |
-0.066 |
240,771 |
| 0 |
1 |
0 |
0 |
0 |
0.07 |
-0.012 |
-0.012 |
0 |
| 1 |
19 |
1,103,666 |
1,103,666 |
573,293 |
0.47 |
0.074 |
0.081 |
89,786 |
| CHN |
-1 |
229 |
-6,685,116 |
-6,685,116 |
-7,325,830 |
1.45 |
-0.099 |
-0.099 |
826,914 |
| 1 |
165 |
5,596,552 |
5,596,552 |
5,744,672 |
1.33 |
0.062 |
0.063 |
684,278 |
| HKG |
-1 |
65 |
-2,112,616 |
-2,112,616 |
-2,732,475 |
1.42 |
0.071 |
0.067 |
-86,257 |
| 1 |
90 |
4,130,835 |
4,130,835 |
6,049,043 |
1.54 |
0.210 |
0.214 |
973,111 |
| JPN |
-1 |
147 |
-7,442,157 |
-7,442,157 |
-4,378,923 |
0.68 |
-0.018 |
-0.005 |
181,671 |
| 1 |
126 |
6,691,449 |
6,691,449 |
3,948,781 |
0.67 |
0.105 |
0.102 |
762,957 |
| KOR |
1 |
1 |
13,438 |
13,438 |
5,212 |
0.39 |
0.191 |
0.191 |
2,569 |
| MYS |
1 |
4 |
186,549 |
186,549 |
92,829 |
0.40 |
0.105 |
0.124 |
18,808 |
| NZL |
-1 |
4 |
-170,014 |
-170,014 |
-58,989 |
0.29 |
-0.104 |
-0.103 |
17,376 |
| PHL |
-1 |
1 |
-13,327 |
-13,327 |
451 |
-0.03 |
-0.120 |
-0.120 |
1,599 |
| 1 |
5 |
123,653 |
123,653 |
34,629 |
0.35 |
0.132 |
0.091 |
11,557 |
| SGP |
-1 |
7 |
-561,706 |
-561,706 |
-319,727 |
0.63 |
0.014 |
0.024 |
-6,558 |
| 1 |
1 |
46,209 |
46,209 |
10,651 |
0.23 |
0.077 |
0.077 |
3,580 |
| THA |
-1 |
5 |
-233,700 |
-233,700 |
-88,497 |
0.46 |
0.059 |
0.040 |
-1,435 |
| 1 |
30 |
1,295,216 |
1,295,216 |
393,104 |
0.40 |
0.161 |
0.149 |
237,725 |
| TWN |
-1 |
47 |
-1,932,454 |
-1,932,454 |
-1,334,470 |
0.73 |
0.012 |
0.015 |
-36,270 |
| 1 |
25 |
1,587,267 |
1,587,267 |
1,339,281 |
0.88 |
0.124 |
0.093 |
174,758 |