Generated at 15:21 on Wednesday 01/28/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
582 |
-20,933,258 |
| 0 |
33 |
0 |
| 1 |
542 |
21,211,012 |
|
target_notional |
| target_notional |
277,755 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,811,342 |
277,755 |
3,956,546 |
42,144,270 |
884,967 |
0.067 |
0.007 |
0.094 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,224,092 |
| 0 |
0 |
| 1 |
21,035,434 |
|
alpha_notional |
| alpha_notional |
3,956,546 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,186,404 |
| 0 |
0 |
| 1 |
2,770,142 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-1,049,989 |
3,258,378 |
231,124 |
-0.322 |
0.077 |
| CHN |
450 |
-1,088,745 |
11,275,695 |
495,041 |
-0.097 |
0.268 |
| HKG |
178 |
2,115,033 |
6,959,678 |
659,784 |
0.304 |
0.165 |
| JPN |
317 |
-399,916 |
14,900,205 |
426,894 |
-0.027 |
0.354 |
| KOR |
1 |
16,267 |
16,267 |
8,639 |
1.000 |
0.000 |
| MYS |
4 |
164,053 |
164,053 |
33,184 |
1.000 |
0.004 |
| NZL |
4 |
-170,093 |
170,093 |
34,467 |
-1.000 |
0.004 |
| PHL |
7 |
123,077 |
123,082 |
29,592 |
1.000 |
0.003 |
| SGP |
10 |
-632,876 |
646,422 |
101,961 |
-0.979 |
0.015 |
| THA |
21 |
989,241 |
1,020,555 |
183,729 |
0.969 |
0.024 |
| TWN |
80 |
198,722 |
3,596,862 |
227,799 |
0.055 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,154,184 |
| 0 |
3 |
0 |
| 1 |
28 |
1,104,195 |
| CHN |
-1 |
244 |
-6,182,220 |
| 0 |
9 |
0 |
| 1 |
197 |
5,093,475 |
| HKG |
-1 |
80 |
-2,422,322 |
| 0 |
8 |
0 |
| 1 |
90 |
4,537,355 |
| JPN |
-1 |
150 |
-7,650,061 |
| 0 |
11 |
0 |
| 1 |
156 |
7,250,144 |
| KOR |
1 |
1 |
16,267 |
| MYS |
1 |
4 |
164,053 |
| NZL |
-1 |
4 |
-170,093 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
123,079 |
| SGP |
-1 |
9 |
-639,649 |
| 1 |
1 |
6,773 |
| THA |
-1 |
3 |
-15,657 |
| 0 |
1 |
0 |
| 1 |
17 |
1,004,898 |
| TWN |
-1 |
38 |
-1,699,070 |
| 0 |
1 |
0 |
| 1 |
41 |
1,897,792 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,154,184 |
-2,154,184 |
-1,309,492 |
0.53 |
-0.084 |
-0.071 |
201,837 |
| 0 |
3 |
0 |
0 |
0 |
0.98 |
-0.005 |
-0.063 |
0 |
| 1 |
28 |
1,104,195 |
1,104,195 |
584,468 |
0.69 |
0.033 |
0.046 |
50,426 |
| CHN |
-1 |
244 |
-6,182,220 |
-6,182,220 |
-7,085,797 |
1.44 |
-0.092 |
-0.089 |
811,619 |
| 0 |
9 |
0 |
0 |
0 |
1.31 |
-0.112 |
-0.123 |
0 |
| 1 |
197 |
5,093,475 |
5,093,475 |
6,178,848 |
1.39 |
0.047 |
0.047 |
463,291 |
| HKG |
-1 |
80 |
-2,422,322 |
-2,422,322 |
-3,053,541 |
1.36 |
0.041 |
0.043 |
-26,222 |
| 0 |
8 |
0 |
0 |
0 |
1.16 |
0.068 |
0.070 |
0 |
| 1 |
90 |
4,537,355 |
4,537,355 |
7,596,901 |
1.64 |
0.195 |
0.202 |
1,023,308 |
| JPN |
-1 |
150 |
-7,650,061 |
-7,650,061 |
-5,276,103 |
0.77 |
-0.023 |
-0.019 |
220,301 |
| 0 |
11 |
0 |
0 |
0 |
0.97 |
0.065 |
0.053 |
0 |
| 1 |
156 |
7,250,144 |
7,250,144 |
4,498,020 |
0.70 |
0.101 |
0.098 |
825,473 |
| KOR |
1 |
1 |
16,267 |
16,267 |
6,310 |
0.39 |
-0.025 |
-0.025 |
-412 |
| MYS |
1 |
4 |
164,053 |
164,053 |
78,050 |
0.40 |
0.092 |
0.101 |
16,195 |
| NZL |
-1 |
4 |
-170,093 |
-170,093 |
-65,878 |
0.29 |
-0.123 |
-0.125 |
21,360 |
| PHL |
-1 |
1 |
-2 |
-2 |
0 |
-0.03 |
0.025 |
0.025 |
-0 |
| 1 |
6 |
123,079 |
123,079 |
33,863 |
0.36 |
0.137 |
0.095 |
19,859 |
| SGP |
-1 |
9 |
-639,649 |
-639,649 |
-316,509 |
0.56 |
0.019 |
0.012 |
-7,765 |
| 1 |
1 |
6,773 |
6,773 |
2,219 |
0.33 |
0.076 |
0.076 |
514 |
| THA |
-1 |
3 |
-15,657 |
-15,657 |
-14,363 |
0.74 |
0.040 |
0.047 |
-52 |
| 0 |
1 |
0 |
0 |
0 |
0.65 |
0.117 |
0.117 |
0 |
| 1 |
17 |
1,004,898 |
1,004,898 |
355,971 |
0.42 |
0.153 |
0.148 |
181,808 |
| TWN |
-1 |
38 |
-1,699,070 |
-1,699,070 |
-1,102,408 |
0.68 |
0.008 |
0.016 |
-34,675 |
| 0 |
1 |
0 |
0 |
0 |
0.42 |
0.014 |
0.014 |
0 |
| 1 |
41 |
1,897,792 |
1,897,792 |
1,678,934 |
0.95 |
0.103 |
0.094 |
188,965 |