Generated at 15:22 on Sunday 01/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-20,999,157 |
| 0 |
37 |
0 |
| 1 |
536 |
21,120,540 |
|
target_notional |
| target_notional |
121,383 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,640,692 |
121,383 |
4,034,163 |
42,119,697 |
911,002 |
0.063 |
0.003 |
0.096 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,356,199 |
| 0 |
0 |
| 1 |
20,996,890 |
|
alpha_notional |
| alpha_notional |
4,034,163 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,240,438 |
| 0 |
0 |
| 1 |
2,793,725 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,092,238 |
3,322,822 |
236,599 |
-0.329 |
0.079 |
| CHN |
442 |
-1,100,924 |
11,517,214 |
530,840 |
-0.096 |
0.274 |
| HKG |
178 |
2,298,204 |
6,787,665 |
709,761 |
0.339 |
0.161 |
| JPN |
315 |
-727,843 |
14,863,718 |
436,316 |
-0.049 |
0.353 |
| KOR |
1 |
15,018 |
15,018 |
8,074 |
1.000 |
0.000 |
| MYS |
4 |
161,929 |
161,929 |
32,748 |
1.000 |
0.004 |
| NZL |
4 |
-170,049 |
170,049 |
34,117 |
-1.000 |
0.004 |
| PHL |
6 |
120,880 |
124,531 |
30,231 |
0.971 |
0.003 |
| SGP |
9 |
-597,149 |
610,394 |
96,353 |
-0.978 |
0.014 |
| THA |
23 |
1,054,096 |
1,073,616 |
188,654 |
0.982 |
0.026 |
| TWN |
81 |
139,033 |
3,452,317 |
216,294 |
0.040 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,207,530 |
| 1 |
29 |
1,115,292 |
| CHN |
-1 |
232 |
-6,309,069 |
| 0 |
18 |
0 |
| 1 |
192 |
5,208,145 |
| HKG |
-1 |
81 |
-2,244,730 |
| 0 |
2 |
0 |
| 1 |
95 |
4,542,934 |
| JPN |
-1 |
152 |
-7,795,781 |
| 0 |
12 |
0 |
| 1 |
151 |
7,067,937 |
| KOR |
1 |
1 |
15,018 |
| MYS |
1 |
4 |
161,929 |
| NZL |
-1 |
4 |
-170,049 |
| PHL |
-1 |
1 |
-1,825 |
| 1 |
5 |
122,706 |
| SGP |
-1 |
8 |
-603,771 |
| 1 |
1 |
6,623 |
| THA |
-1 |
3 |
-9,760 |
| 0 |
1 |
0 |
| 1 |
19 |
1,063,856 |
| TWN |
-1 |
39 |
-1,656,642 |
| 0 |
4 |
0 |
| 1 |
38 |
1,795,675 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,207,530 |
-2,207,530 |
-1,355,528 |
0.50 |
-0.092 |
-0.088 |
235,838 |
| 1 |
29 |
1,115,292 |
1,115,292 |
611,281 |
0.70 |
0.030 |
0.036 |
59,685 |
| CHN |
-1 |
232 |
-6,309,069 |
-6,309,069 |
-7,516,117 |
1.44 |
-0.088 |
-0.086 |
719,235 |
| 0 |
18 |
0 |
0 |
0 |
1.37 |
-0.052 |
-0.043 |
0 |
| 1 |
192 |
5,208,145 |
5,208,145 |
6,257,097 |
1.40 |
0.048 |
0.039 |
549,119 |
| HKG |
-1 |
81 |
-2,244,730 |
-2,244,730 |
-2,725,068 |
1.32 |
0.061 |
0.061 |
-78,304 |
| 0 |
2 |
0 |
0 |
0 |
0.82 |
0.042 |
0.042 |
0 |
| 1 |
95 |
4,542,934 |
4,542,934 |
7,638,693 |
1.63 |
0.222 |
0.221 |
1,199,150 |
| JPN |
-1 |
152 |
-7,795,781 |
-7,795,781 |
-5,326,320 |
0.77 |
-0.039 |
-0.039 |
368,757 |
| 0 |
12 |
0 |
0 |
0 |
0.86 |
-0.023 |
0.026 |
0 |
| 1 |
151 |
7,067,937 |
7,067,937 |
4,410,483 |
0.71 |
0.076 |
0.069 |
598,029 |
| KOR |
1 |
1 |
15,018 |
15,018 |
5,825 |
0.39 |
0.089 |
0.089 |
1,332 |
| MYS |
1 |
4 |
161,929 |
161,929 |
76,897 |
0.40 |
0.095 |
0.102 |
17,214 |
| NZL |
-1 |
4 |
-170,049 |
-170,049 |
-64,920 |
0.29 |
-0.101 |
-0.108 |
17,597 |
| PHL |
-1 |
1 |
-1,825 |
-1,825 |
62 |
-0.03 |
0.026 |
0.026 |
-47 |
| 1 |
5 |
122,706 |
122,706 |
33,831 |
0.35 |
0.131 |
0.142 |
14,384 |
| SGP |
-1 |
8 |
-603,771 |
-603,771 |
-289,118 |
0.53 |
0.008 |
0.016 |
14,266 |
| 1 |
1 |
6,623 |
6,623 |
2,169 |
0.33 |
0.075 |
0.075 |
497 |
| THA |
-1 |
3 |
-9,760 |
-9,760 |
-8,935 |
0.74 |
0.042 |
0.036 |
-135 |
| 0 |
1 |
0 |
0 |
0 |
0.32 |
0.191 |
0.191 |
0 |
| 1 |
19 |
1,063,856 |
1,063,856 |
355,188 |
0.40 |
0.143 |
0.150 |
154,050 |
| TWN |
-1 |
39 |
-1,656,642 |
-1,656,642 |
-1,070,254 |
0.67 |
0.021 |
0.030 |
-36,770 |
| 0 |
4 |
0 |
0 |
0 |
1.15 |
0.064 |
0.090 |
0 |
| 1 |
38 |
1,795,675 |
1,795,675 |
1,571,042 |
0.89 |
0.115 |
0.113 |
197,503 |