Generated at 15:19 on Monday 01/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-21,029,195 |
| 0 |
48 |
0 |
| 1 |
529 |
21,052,441 |
|
target_notional |
| target_notional |
23,246 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,640,163 |
23,246 |
4,198,856 |
42,081,636 |
931,787 |
0.063 |
0.001 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,911,803 |
| 0 |
0 |
| 1 |
20,551,966 |
|
alpha_notional |
| alpha_notional |
4,198,856 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,357,375 |
| 0 |
0 |
| 1 |
2,841,482 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,235 |
2,987,809 |
213,551 |
-0.351 |
0.071 |
| CHN |
450 |
-1,100,078 |
11,469,612 |
553,162 |
-0.096 |
0.273 |
| HKG |
181 |
2,402,886 |
6,711,889 |
708,312 |
0.358 |
0.159 |
| JPN |
327 |
-815,293 |
14,874,626 |
454,954 |
-0.055 |
0.353 |
| KOR |
1 |
15,315 |
15,315 |
8,043 |
1.000 |
0.000 |
| MYS |
4 |
158,254 |
158,254 |
32,618 |
1.000 |
0.004 |
| NZL |
4 |
-169,998 |
169,998 |
33,676 |
-1.000 |
0.004 |
| PHL |
6 |
122,365 |
126,082 |
31,044 |
0.971 |
0.003 |
| SGP |
9 |
-580,115 |
580,115 |
92,909 |
-1.000 |
0.014 |
| THA |
32 |
1,146,917 |
1,416,479 |
198,950 |
0.810 |
0.034 |
| TWN |
81 |
-107,773 |
3,571,456 |
200,427 |
-0.030 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,018,522 |
| 0 |
3 |
0 |
| 1 |
28 |
969,287 |
| CHN |
-1 |
242 |
-6,284,845 |
| 0 |
21 |
0 |
| 1 |
187 |
5,184,767 |
| HKG |
-1 |
79 |
-2,154,502 |
| 0 |
5 |
0 |
| 1 |
97 |
4,557,388 |
| JPN |
-1 |
167 |
-7,844,959 |
| 0 |
10 |
0 |
| 1 |
150 |
7,029,667 |
| KOR |
1 |
1 |
15,315 |
| MYS |
1 |
4 |
158,254 |
| NZL |
-1 |
4 |
-169,998 |
| PHL |
-1 |
1 |
-1,858 |
| 1 |
5 |
124,224 |
| SGP |
-1 |
9 |
-580,115 |
| THA |
-1 |
5 |
-134,781 |
| 0 |
5 |
0 |
| 1 |
22 |
1,281,698 |
| TWN |
-1 |
42 |
-1,839,614 |
| 0 |
4 |
0 |
| 1 |
35 |
1,731,841 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,018,522 |
-2,018,522 |
-1,246,523 |
0.50 |
-0.077 |
-0.076 |
167,784 |
| 0 |
3 |
0 |
0 |
0 |
0.88 |
-0.025 |
0.042 |
0 |
| 1 |
28 |
969,287 |
969,287 |
550,437 |
0.68 |
0.053 |
0.051 |
68,867 |
| CHN |
-1 |
242 |
-6,284,845 |
-6,284,845 |
-7,090,312 |
1.44 |
-0.095 |
-0.088 |
907,011 |
| 0 |
21 |
0 |
0 |
0 |
1.47 |
-0.076 |
-0.069 |
0 |
| 1 |
187 |
5,184,767 |
5,184,767 |
6,199,622 |
1.42 |
0.041 |
0.044 |
530,605 |
| HKG |
-1 |
79 |
-2,154,502 |
-2,154,502 |
-2,614,293 |
1.32 |
0.073 |
0.086 |
-84,906 |
| 0 |
5 |
0 |
0 |
0 |
1.94 |
0.135 |
0.092 |
0 |
| 1 |
97 |
4,557,388 |
4,557,388 |
7,448,363 |
1.57 |
0.222 |
0.241 |
1,188,437 |
| JPN |
-1 |
167 |
-7,844,959 |
-7,844,959 |
-5,281,106 |
0.75 |
-0.043 |
-0.039 |
407,073 |
| 0 |
10 |
0 |
0 |
0 |
0.91 |
-0.020 |
0.002 |
0 |
| 1 |
150 |
7,029,667 |
7,029,667 |
4,337,413 |
0.69 |
0.082 |
0.076 |
645,876 |
| KOR |
1 |
1 |
15,315 |
15,315 |
5,940 |
0.39 |
0.006 |
0.006 |
98 |
| MYS |
1 |
4 |
158,254 |
158,254 |
75,586 |
0.40 |
0.129 |
0.142 |
21,084 |
| NZL |
-1 |
4 |
-169,998 |
-169,998 |
-64,414 |
0.29 |
-0.088 |
-0.108 |
16,617 |
| PHL |
-1 |
1 |
-1,858 |
-1,858 |
63 |
-0.03 |
0.027 |
0.027 |
-50 |
| 1 |
5 |
124,224 |
124,224 |
34,267 |
0.35 |
0.137 |
0.117 |
17,928 |
| SGP |
-1 |
9 |
-580,115 |
-580,115 |
-279,134 |
0.61 |
0.041 |
0.031 |
-16,508 |
| THA |
-1 |
5 |
-134,781 |
-134,781 |
-41,810 |
0.46 |
0.056 |
0.047 |
-5,613 |
| 0 |
5 |
0 |
0 |
0 |
0.69 |
0.066 |
0.061 |
0 |
| 1 |
22 |
1,281,698 |
1,281,698 |
374,921 |
0.34 |
0.109 |
0.128 |
193,586 |
| TWN |
-1 |
42 |
-1,839,614 |
-1,839,614 |
-1,294,274 |
0.70 |
0.005 |
0.017 |
-34,033 |
| 0 |
4 |
0 |
0 |
0 |
0.99 |
0.134 |
0.132 |
0 |
| 1 |
35 |
1,731,841 |
1,731,841 |
1,525,418 |
0.91 |
0.099 |
0.085 |
174,999 |