Generated at 20:29 on Sunday 01/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
631 |
-21,053,612 |
| 0 |
116 |
0 |
| 1 |
568 |
21,101,291 |
|
target_notional |
| target_notional |
47,679 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,862,110 |
47,679 |
4,148,072 |
42,154,903 |
913,408 |
0.044 |
0.001 |
0.098 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,416,047 |
| 0 |
0 |
| 1 |
20,278,158 |
|
alpha_notional |
| alpha_notional |
4,148,072 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,173,830 |
| 0 |
0 |
| 1 |
2,974,242 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
105 |
-1,050,779 |
2,604,089 |
220,269 |
-0.404 |
0.062 |
| CHN |
503 |
-1,086,927 |
12,467,109 |
548,650 |
-0.087 |
0.296 |
| HKG |
180 |
2,357,541 |
6,507,951 |
674,919 |
0.362 |
0.154 |
| IND |
5 |
25,014 |
25,014 |
5,896 |
1.000 |
0.001 |
| JPN |
370 |
-788,602 |
14,333,256 |
436,992 |
-0.055 |
0.340 |
| KOR |
1 |
15,902 |
15,902 |
7,978 |
1.000 |
0.000 |
| MYS |
4 |
161,356 |
161,356 |
33,185 |
1.000 |
0.004 |
| NZL |
4 |
-170,003 |
170,003 |
33,128 |
-1.000 |
0.004 |
| PHL |
6 |
121,583 |
125,252 |
32,052 |
0.971 |
0.003 |
| SGP |
11 |
-616,424 |
616,424 |
102,416 |
-1.000 |
0.015 |
| THA |
41 |
1,210,343 |
1,581,500 |
211,553 |
0.765 |
0.038 |
| TWN |
84 |
-102,640 |
3,518,362 |
190,582 |
-0.029 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-1,827,434 |
| 0 |
37 |
0 |
| 1 |
22 |
776,655 |
| CHN |
-1 |
250 |
-6,777,018 |
| 0 |
55 |
0 |
| 1 |
198 |
5,690,091 |
| HKG |
-1 |
70 |
-2,075,205 |
| 0 |
14 |
0 |
| 1 |
96 |
4,432,746 |
| IND |
1 |
5 |
25,014 |
| JPN |
-1 |
200 |
-7,560,929 |
| 1 |
170 |
6,772,327 |
| KOR |
1 |
1 |
15,902 |
| MYS |
1 |
4 |
161,356 |
| NZL |
-1 |
4 |
-170,003 |
| PHL |
-1 |
1 |
-1,834 |
| 1 |
5 |
123,417 |
| SGP |
-1 |
9 |
-616,424 |
| 0 |
2 |
0 |
| THA |
-1 |
5 |
-185,579 |
| 0 |
3 |
0 |
| 1 |
33 |
1,395,922 |
| TWN |
-1 |
45 |
-1,810,501 |
| 0 |
5 |
0 |
| 1 |
34 |
1,707,861 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-1,827,434 |
-1,827,434 |
-1,271,026 |
0.70 |
-0.079 |
-0.068 |
162,966 |
| 0 |
37 |
0 |
0 |
0 |
0.53 |
-0.008 |
0.009 |
0 |
| 1 |
22 |
776,655 |
776,655 |
412,638 |
0.64 |
0.061 |
0.058 |
60,845 |
| CHN |
-1 |
250 |
-6,777,018 |
-6,777,018 |
-7,803,912 |
1.43 |
-0.106 |
-0.104 |
902,778 |
| 0 |
55 |
0 |
0 |
0 |
1.45 |
-0.074 |
-0.067 |
0 |
| 1 |
198 |
5,690,091 |
5,690,091 |
6,736,254 |
1.41 |
0.051 |
0.058 |
722,405 |
| HKG |
-1 |
70 |
-2,075,205 |
-2,075,205 |
-2,563,864 |
1.40 |
0.071 |
0.077 |
-68,406 |
| 0 |
14 |
0 |
0 |
0 |
1.22 |
0.138 |
0.145 |
0 |
| 1 |
96 |
4,432,746 |
4,432,746 |
7,068,612 |
1.58 |
0.213 |
0.209 |
1,077,880 |
| IND |
1 |
5 |
25,014 |
25,014 |
15,506 |
0.61 |
0.136 |
0.129 |
3,625 |
| JPN |
-1 |
200 |
-7,560,929 |
-7,560,929 |
-5,011,748 |
0.75 |
-0.017 |
-0.012 |
209,481 |
| 1 |
170 |
6,772,327 |
6,772,327 |
4,011,975 |
0.69 |
0.085 |
0.084 |
686,307 |
| KOR |
1 |
1 |
15,902 |
15,902 |
6,168 |
0.39 |
-0.128 |
-0.128 |
-2,037 |
| MYS |
1 |
4 |
161,356 |
161,356 |
76,973 |
0.40 |
0.099 |
0.106 |
16,818 |
| NZL |
-1 |
4 |
-170,003 |
-170,003 |
-63,692 |
0.29 |
-0.090 |
-0.086 |
14,740 |
| PHL |
-1 |
1 |
-1,834 |
-1,834 |
62 |
-0.03 |
-0.009 |
-0.009 |
17 |
| 1 |
5 |
123,417 |
123,417 |
34,664 |
0.35 |
0.080 |
0.074 |
13,972 |
| SGP |
-1 |
9 |
-616,424 |
-616,424 |
-349,155 |
0.61 |
0.013 |
0.008 |
-3,877 |
| 0 |
2 |
0 |
0 |
0 |
0.28 |
0.075 |
0.075 |
0 |
| THA |
-1 |
5 |
-185,579 |
-185,579 |
-63,134 |
0.46 |
0.070 |
0.078 |
-9,029 |
| 0 |
3 |
0 |
0 |
0 |
0.69 |
0.100 |
0.112 |
0 |
| 1 |
33 |
1,395,922 |
1,395,922 |
441,987 |
0.43 |
0.151 |
0.141 |
221,550 |
| TWN |
-1 |
45 |
-1,810,501 |
-1,810,501 |
-1,241,288 |
0.72 |
0.007 |
0.024 |
-36,533 |
| 0 |
5 |
0 |
0 |
0 |
0.86 |
0.022 |
0.008 |
0 |
| 1 |
34 |
1,707,861 |
1,707,861 |
1,473,381 |
0.89 |
0.103 |
0.097 |
172,877 |