Generated at 15:22 on Sunday 01/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
614 |
-20,893,261 |
| 0 |
47 |
0 |
| 1 |
532 |
21,124,075 |
|
target_notional |
| target_notional |
230,814 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,545,622 |
230,814 |
4,241,395 |
42,017,335 |
932,232 |
0.061 |
0.005 |
0.101 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,885,710 |
| 0 |
0 |
| 1 |
20,431,332 |
|
alpha_notional |
| alpha_notional |
4,241,395 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,319,991 |
| 0 |
0 |
| 1 |
2,921,404 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,050,544 |
2,982,935 |
215,661 |
-0.352 |
0.071 |
| CHN |
459 |
-993,951 |
11,287,985 |
556,054 |
-0.088 |
0.269 |
| HKG |
180 |
2,363,535 |
6,660,060 |
694,163 |
0.355 |
0.159 |
| JPN |
328 |
-806,788 |
14,798,371 |
453,061 |
-0.055 |
0.352 |
| KOR |
1 |
14,631 |
14,631 |
7,633 |
1.000 |
0.000 |
| MYS |
4 |
158,184 |
158,184 |
32,835 |
1.000 |
0.004 |
| NZL |
4 |
-170,113 |
170,113 |
33,280 |
-1.000 |
0.004 |
| PHL |
6 |
124,230 |
127,986 |
31,828 |
0.971 |
0.003 |
| SGP |
9 |
-621,569 |
621,569 |
101,324 |
-1.000 |
0.015 |
| THA |
35 |
1,322,543 |
1,592,506 |
221,692 |
0.830 |
0.038 |
| TWN |
80 |
-109,345 |
3,602,995 |
204,731 |
-0.030 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,016,740 |
| 0 |
1 |
0 |
| 1 |
28 |
966,196 |
| CHN |
-1 |
252 |
-6,140,968 |
| 0 |
24 |
0 |
| 1 |
183 |
5,147,017 |
| HKG |
-1 |
77 |
-2,148,262 |
| 0 |
4 |
0 |
| 1 |
99 |
4,511,798 |
| JPN |
-1 |
166 |
-7,802,579 |
| 0 |
12 |
0 |
| 1 |
150 |
6,995,792 |
| KOR |
1 |
1 |
14,631 |
| MYS |
1 |
4 |
158,184 |
| NZL |
-1 |
4 |
-170,113 |
| PHL |
-1 |
1 |
-1,878 |
| 1 |
5 |
126,108 |
| SGP |
-1 |
9 |
-621,569 |
| THA |
-1 |
5 |
-134,981 |
| 0 |
3 |
0 |
| 1 |
27 |
1,457,524 |
| TWN |
-1 |
43 |
-1,856,170 |
| 0 |
2 |
0 |
| 1 |
35 |
1,746,825 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,016,740 |
-2,016,740 |
-1,256,762 |
0.52 |
-0.078 |
-0.077 |
169,132 |
| 0 |
1 |
0 |
0 |
0 |
0.88 |
-0.130 |
-0.130 |
0 |
| 1 |
28 |
966,196 |
966,196 |
548,132 |
0.67 |
0.032 |
0.033 |
44,834 |
| CHN |
-1 |
252 |
-6,140,968 |
-6,140,968 |
-6,999,799 |
1.45 |
-0.083 |
-0.077 |
815,721 |
| 0 |
24 |
0 |
0 |
0 |
1.49 |
-0.135 |
-0.125 |
0 |
| 1 |
183 |
5,147,017 |
5,147,017 |
6,090,739 |
1.41 |
0.045 |
0.052 |
631,706 |
| HKG |
-1 |
77 |
-2,148,262 |
-2,148,262 |
-2,634,776 |
1.34 |
0.073 |
0.084 |
-66,609 |
| 0 |
4 |
0 |
0 |
0 |
1.51 |
0.089 |
0.081 |
0 |
| 1 |
99 |
4,511,798 |
4,511,798 |
7,351,352 |
1.59 |
0.223 |
0.233 |
1,178,574 |
| JPN |
-1 |
166 |
-7,802,579 |
-7,802,579 |
-5,269,062 |
0.74 |
-0.049 |
-0.044 |
446,045 |
| 0 |
12 |
0 |
0 |
0 |
0.98 |
0.040 |
0.039 |
0 |
| 1 |
150 |
6,995,792 |
6,995,792 |
4,360,292 |
0.70 |
0.075 |
0.069 |
618,135 |
| KOR |
1 |
1 |
14,631 |
14,631 |
5,675 |
0.39 |
0.034 |
0.034 |
500 |
| MYS |
1 |
4 |
158,184 |
158,184 |
75,573 |
0.40 |
0.114 |
0.115 |
20,274 |
| NZL |
-1 |
4 |
-170,113 |
-170,113 |
-64,975 |
0.29 |
-0.130 |
-0.130 |
21,998 |
| PHL |
-1 |
1 |
-1,878 |
-1,878 |
63 |
-0.03 |
-0.005 |
-0.005 |
10 |
| 1 |
5 |
126,108 |
126,108 |
34,980 |
0.35 |
0.113 |
0.117 |
13,720 |
| SGP |
-1 |
9 |
-621,569 |
-621,569 |
-329,907 |
0.61 |
0.030 |
0.023 |
-14,858 |
| THA |
-1 |
5 |
-134,981 |
-134,981 |
-41,839 |
0.46 |
0.067 |
0.059 |
-4,928 |
| 0 |
3 |
0 |
0 |
0 |
0.70 |
0.079 |
0.082 |
0 |
| 1 |
27 |
1,457,524 |
1,457,524 |
414,904 |
0.40 |
0.124 |
0.118 |
225,187 |
| TWN |
-1 |
43 |
-1,856,170 |
-1,856,170 |
-1,288,655 |
0.70 |
0.006 |
0.028 |
-46,520 |
| 0 |
2 |
0 |
0 |
0 |
0.81 |
-0.083 |
-0.083 |
0 |
| 1 |
35 |
1,746,825 |
1,746,825 |
1,549,686 |
0.91 |
0.110 |
0.092 |
188,474 |