Generated at 15:23 on Wednesday 01/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
0 |
169 |
0 |
| True |
-1 |
584 |
-21,319,897 |
| 0 |
2 |
0 |
| 1 |
505 |
20,785,736 |
|
target_notional |
| target_notional |
-534,161 |
|
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 |
125,841 |
-534,161 |
4,226,305 |
42,105,634 |
946,506 |
0.003 |
-0.013 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,735,111 |
| 0 |
0 |
| 1 |
18,860,952 |
|
alpha_notional |
| alpha_notional |
4,226,305 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,340,052 |
| 0 |
0 |
| 1 |
2,886,253 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-1,048,010 |
3,166,933 |
237,903 |
-0.331 |
0.075 |
| CHN |
424 |
-1,079,137 |
12,586,027 |
555,828 |
-0.086 |
0.299 |
| HKG |
164 |
2,024,583 |
6,362,151 |
553,043 |
0.318 |
0.151 |
| JPN |
278 |
-869,488 |
13,388,085 |
434,465 |
-0.065 |
0.318 |
| KOR |
1 |
14,872 |
14,872 |
7,468 |
1.000 |
0.000 |
| MYS |
4 |
162,618 |
162,618 |
33,536 |
1.000 |
0.004 |
| NZL |
4 |
-170,075 |
170,075 |
33,365 |
-1.000 |
0.004 |
| PHL |
6 |
109,560 |
136,800 |
31,347 |
0.801 |
0.003 |
| SGP |
10 |
-623,211 |
623,211 |
103,821 |
-1.000 |
0.015 |
| THA |
34 |
1,197,360 |
1,662,120 |
216,979 |
0.720 |
0.039 |
| TWN |
82 |
-253,232 |
3,832,740 |
204,289 |
-0.066 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,107,472 |
| 0 |
1 |
0 |
| 1 |
31 |
1,059,461 |
| CHN |
-1 |
237 |
-6,832,582 |
| 0 |
1 |
0 |
| 1 |
186 |
5,753,445 |
| HKG |
-1 |
71 |
-2,168,784 |
| 1 |
93 |
4,193,367 |
| JPN |
-1 |
153 |
-7,128,786 |
| 1 |
125 |
6,259,299 |
| KOR |
1 |
1 |
14,872 |
| MYS |
1 |
4 |
162,618 |
| NZL |
-1 |
4 |
-170,075 |
| PHL |
-1 |
1 |
-13,620 |
| 1 |
5 |
123,180 |
| SGP |
-1 |
10 |
-623,211 |
| THA |
-1 |
5 |
-232,380 |
| 1 |
29 |
1,429,740 |
| TWN |
-1 |
51 |
-2,042,986 |
| 1 |
31 |
1,789,754 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,107,472 |
-2,107,472 |
-1,514,279 |
0.71 |
-0.061 |
-0.043 |
154,399 |
| 0 |
1 |
0 |
0 |
0 |
-0.10 |
0.073 |
0.073 |
0 |
| 1 |
31 |
1,059,461 |
1,059,461 |
531,760 |
0.52 |
0.068 |
0.069 |
78,388 |
| CHN |
-1 |
237 |
-6,832,582 |
-6,832,582 |
-7,837,467 |
1.45 |
-0.105 |
-0.108 |
898,408 |
| 0 |
1 |
0 |
0 |
0 |
0.97 |
-0.053 |
-0.053 |
0 |
| 1 |
186 |
5,753,445 |
5,753,445 |
6,416,677 |
1.36 |
0.057 |
0.061 |
695,980 |
| HKG |
-1 |
71 |
-2,168,784 |
-2,168,784 |
-2,805,486 |
1.41 |
0.069 |
0.077 |
-53,323 |
| 1 |
93 |
4,193,367 |
4,193,367 |
6,220,649 |
1.53 |
0.213 |
0.217 |
993,921 |
| JPN |
-1 |
153 |
-7,128,786 |
-7,128,786 |
-4,628,167 |
0.78 |
-0.042 |
-0.032 |
335,316 |
| 1 |
125 |
6,259,299 |
6,259,299 |
3,574,457 |
0.64 |
0.095 |
0.096 |
672,509 |
| KOR |
1 |
1 |
14,872 |
14,872 |
5,769 |
0.39 |
-0.057 |
-0.057 |
-854 |
| MYS |
1 |
4 |
162,618 |
162,618 |
77,838 |
0.40 |
0.115 |
0.130 |
17,602 |
| NZL |
-1 |
4 |
-170,075 |
-170,075 |
-64,028 |
0.29 |
-0.100 |
-0.100 |
19,504 |
| PHL |
-1 |
1 |
-13,620 |
-13,620 |
461 |
-0.03 |
-0.125 |
-0.125 |
1,704 |
| 1 |
5 |
123,180 |
123,180 |
34,784 |
0.35 |
0.092 |
0.092 |
13,991 |
| SGP |
-1 |
10 |
-623,211 |
-623,211 |
-352,027 |
0.58 |
-0.004 |
-0.002 |
13,916 |
| THA |
-1 |
5 |
-232,380 |
-232,380 |
-77,371 |
0.46 |
0.024 |
0.032 |
8,257 |
| 1 |
29 |
1,429,740 |
1,429,740 |
458,528 |
0.44 |
0.132 |
0.122 |
218,528 |
| TWN |
-1 |
51 |
-2,042,986 |
-2,042,986 |
-1,456,748 |
0.73 |
0.013 |
0.029 |
-38,129 |
| 1 |
31 |
1,789,754 |
1,789,754 |
1,540,489 |
0.89 |
0.113 |
0.112 |
196,188 |