Generated at 15:23 on Sunday 02/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
609 |
-20,831,576 |
| 0 |
22 |
0 |
| 1 |
504 |
21,104,645 |
|
target_notional |
| target_notional |
273,069 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,057,200 |
273,069 |
3,646,766 |
41,936,221 |
868,153 |
0.073 |
0.007 |
0.087 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,131,199 |
| 0 |
0 |
| 1 |
21,188,398 |
|
alpha_notional |
| alpha_notional |
3,646,766 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,022,721 |
| 0 |
0 |
| 1 |
2,624,045 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-947,560 |
3,162,181 |
215,240 |
-0.300 |
0.075 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
451,556 |
-0.110 |
0.238 |
| HKG |
166 |
1,704,194 |
7,018,482 |
568,379 |
0.243 |
0.167 |
| JPN |
327 |
-868,993 |
16,546,423 |
477,098 |
-0.053 |
0.395 |
| KOR |
1 |
15,526 |
15,526 |
8,050 |
1.000 |
0.000 |
| MYS |
4 |
165,046 |
165,046 |
31,740 |
1.000 |
0.004 |
| NZL |
3 |
-166,287 |
166,287 |
37,653 |
-1.000 |
0.004 |
| PHL |
7 |
126,393 |
126,398 |
29,644 |
1.000 |
0.003 |
| SGP |
9 |
-289,542 |
303,423 |
53,937 |
-0.954 |
0.007 |
| THA |
17 |
852,651 |
867,510 |
170,380 |
0.983 |
0.021 |
| TWN |
82 |
773,886 |
3,591,088 |
301,335 |
0.216 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,054,871 |
| 0 |
1 |
0 |
| 1 |
25 |
1,107,310 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
83 |
-2,657,144 |
| 0 |
2 |
0 |
| 1 |
81 |
4,361,338 |
| JPN |
-1 |
171 |
-8,707,708 |
| 0 |
18 |
0 |
| 1 |
138 |
7,838,715 |
| KOR |
1 |
1 |
15,526 |
| MYS |
1 |
4 |
165,046 |
| NZL |
-1 |
3 |
-166,287 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,395 |
| SGP |
-1 |
7 |
-296,483 |
| 1 |
2 |
6,941 |
| THA |
-1 |
3 |
-7,429 |
| 0 |
1 |
0 |
| 1 |
13 |
860,081 |
| TWN |
-1 |
34 |
-1,408,601 |
| 1 |
48 |
2,182,487 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,054,871 |
-2,054,871 |
-1,249,387 |
0.53 |
-0.037 |
-0.043 |
111,625 |
| 0 |
1 |
0 |
0 |
0 |
1.03 |
0.053 |
0.053 |
0 |
| 1 |
25 |
1,107,310 |
1,107,310 |
665,619 |
0.63 |
0.076 |
0.074 |
84,432 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.097 |
-0.089 |
695,302 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.029 |
0.025 |
322,252 |
| HKG |
-1 |
83 |
-2,657,144 |
-2,657,144 |
-3,508,185 |
1.36 |
0.040 |
0.052 |
206 |
| 0 |
2 |
0 |
0 |
0 |
1.41 |
0.182 |
0.182 |
0 |
| 1 |
81 |
4,361,338 |
4,361,338 |
7,347,852 |
1.67 |
0.194 |
0.192 |
1,044,547 |
| JPN |
-1 |
171 |
-8,707,708 |
-8,707,708 |
-6,493,464 |
0.81 |
-0.024 |
-0.025 |
263,586 |
| 0 |
18 |
0 |
0 |
0 |
0.85 |
0.055 |
0.058 |
0 |
| 1 |
138 |
7,838,715 |
7,838,715 |
5,432,112 |
0.75 |
0.089 |
0.086 |
711,060 |
| KOR |
1 |
1 |
15,526 |
15,526 |
7,724 |
0.50 |
0.072 |
0.072 |
1,111 |
| MYS |
1 |
4 |
165,046 |
165,046 |
75,508 |
0.39 |
0.105 |
0.115 |
17,610 |
| NZL |
-1 |
3 |
-166,287 |
-166,287 |
-69,144 |
0.33 |
-0.106 |
-0.099 |
20,848 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.122 |
0.122 |
-0 |
| 1 |
6 |
126,395 |
126,395 |
39,500 |
0.42 |
0.140 |
0.141 |
19,380 |
| SGP |
-1 |
7 |
-296,483 |
-296,483 |
-163,508 |
0.69 |
0.032 |
0.032 |
-6,816 |
| 1 |
2 |
6,941 |
6,941 |
3,925 |
0.59 |
0.113 |
0.113 |
747 |
| THA |
-1 |
3 |
-7,429 |
-7,429 |
-1,880 |
0.31 |
-0.070 |
-0.011 |
587 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.175 |
0.175 |
0 |
| 1 |
13 |
860,081 |
860,081 |
387,881 |
0.47 |
0.153 |
0.146 |
155,124 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.045 |
0.040 |
-62,616 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.126 |
0.126 |
267,783 |