Generated at 15:22 on Sunday 03/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
575 |
-20,664,357 |
| 0 |
50 |
0 |
| 1 |
509 |
21,372,709 |
|
target_notional |
| target_notional |
708,353 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,813,404 |
708,353 |
3,979,293 |
42,037,066 |
895,789 |
0.067 |
0.017 |
0.095 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,695,362 |
| 0 |
0 |
| 1 |
21,508,765 |
|
alpha_notional |
| alpha_notional |
3,979,293 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,141,272 |
| 0 |
0 |
| 1 |
2,838,021 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-342,663 |
1,994,424 |
148,855 |
-0.172 |
0.047 |
| CHN |
453 |
-967,791 |
11,250,173 |
537,628 |
-0.086 |
0.268 |
| HKG |
166 |
1,485,335 |
6,888,280 |
508,353 |
0.216 |
0.164 |
| IDN |
1 |
8,254 |
8,254 |
4,866 |
1.000 |
0.000 |
| JPN |
309 |
-1,119,003 |
15,950,943 |
450,703 |
-0.070 |
0.379 |
| KOR |
1 |
16,486 |
16,486 |
8,458 |
1.000 |
0.000 |
| MYS |
7 |
233,362 |
233,362 |
36,759 |
1.000 |
0.006 |
| NZL |
3 |
-160,400 |
160,400 |
36,797 |
-1.000 |
0.004 |
| PHL |
7 |
133,065 |
133,070 |
32,014 |
1.000 |
0.003 |
| SGP |
10 |
-482,941 |
488,816 |
101,547 |
-0.988 |
0.012 |
| THA |
28 |
1,120,809 |
1,513,346 |
226,853 |
0.741 |
0.036 |
| TWN |
83 |
783,841 |
3,399,512 |
281,613 |
0.231 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-1,168,544 |
| 0 |
3 |
0 |
| 1 |
20 |
825,880 |
| CHN |
-1 |
247 |
-6,108,982 |
| 0 |
12 |
0 |
| 1 |
194 |
5,141,191 |
| HKG |
-1 |
77 |
-2,701,473 |
| 0 |
5 |
0 |
| 1 |
84 |
4,186,808 |
| IDN |
1 |
1 |
8,254 |
| JPN |
-1 |
160 |
-8,534,973 |
| 0 |
22 |
0 |
| 1 |
127 |
7,415,970 |
| KOR |
1 |
1 |
16,486 |
| MYS |
1 |
7 |
233,362 |
| NZL |
-1 |
3 |
-160,400 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
133,067 |
| SGP |
-1 |
8 |
-485,879 |
| 0 |
1 |
0 |
| 1 |
1 |
2,938 |
| THA |
-1 |
3 |
-196,268 |
| 0 |
2 |
0 |
| 1 |
23 |
1,317,078 |
| TWN |
-1 |
33 |
-1,307,836 |
| 0 |
5 |
0 |
| 1 |
45 |
2,091,676 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-1,168,544 |
-1,168,544 |
-871,725 |
0.72 |
-0.042 |
-0.040 |
39,923 |
| 0 |
3 |
0 |
0 |
0 |
0.37 |
0.011 |
0.042 |
0 |
| 1 |
20 |
825,880 |
825,880 |
390,707 |
0.52 |
0.048 |
0.050 |
82,945 |
| CHN |
-1 |
247 |
-6,108,982 |
-6,108,982 |
-7,067,384 |
1.42 |
-0.109 |
-0.108 |
824,063 |
| 0 |
12 |
0 |
0 |
0 |
1.36 |
-0.169 |
-0.197 |
0 |
| 1 |
194 |
5,141,191 |
5,141,191 |
5,664,182 |
1.31 |
0.035 |
0.042 |
465,492 |
| HKG |
-1 |
77 |
-2,701,473 |
-2,701,473 |
-3,554,747 |
1.41 |
0.017 |
0.030 |
44,957 |
| 0 |
5 |
0 |
0 |
0 |
1.35 |
0.103 |
0.066 |
0 |
| 1 |
84 |
4,186,808 |
4,186,808 |
6,872,592 |
1.56 |
0.182 |
0.174 |
932,638 |
| IDN |
1 |
1 |
8,254 |
8,254 |
13,400 |
1.62 |
0.186 |
0.186 |
1,534 |
| JPN |
-1 |
160 |
-8,534,973 |
-8,534,973 |
-5,916,819 |
0.77 |
-0.031 |
-0.019 |
335,807 |
| 0 |
22 |
0 |
0 |
0 |
1.11 |
0.055 |
0.072 |
0 |
| 1 |
127 |
7,415,970 |
7,415,970 |
5,753,294 |
0.79 |
0.095 |
0.097 |
759,479 |
| KOR |
1 |
1 |
16,486 |
16,486 |
8,930 |
0.54 |
0.089 |
0.089 |
1,475 |
| MYS |
1 |
7 |
233,362 |
233,362 |
104,424 |
0.44 |
0.174 |
0.182 |
34,209 |
| NZL |
-1 |
3 |
-160,400 |
-160,400 |
-65,443 |
0.32 |
-0.089 |
-0.100 |
15,657 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.118 |
0.118 |
-0 |
| 1 |
6 |
133,067 |
133,067 |
46,820 |
0.44 |
0.099 |
0.074 |
18,399 |
| SGP |
-1 |
8 |
-485,879 |
-485,879 |
-398,349 |
0.72 |
0.035 |
0.038 |
1,544 |
| 0 |
1 |
0 |
0 |
0 |
0.38 |
0.073 |
0.073 |
0 |
| 1 |
1 |
2,938 |
2,938 |
2,327 |
0.79 |
0.073 |
0.073 |
216 |
| THA |
-1 |
3 |
-196,268 |
-196,268 |
-35,066 |
0.25 |
0.077 |
0.079 |
-7,470 |
| 0 |
2 |
0 |
0 |
0 |
0.23 |
0.062 |
0.062 |
0 |
| 1 |
23 |
1,317,078 |
1,317,078 |
662,568 |
0.43 |
0.150 |
0.142 |
267,333 |
| TWN |
-1 |
33 |
-1,307,836 |
-1,307,836 |
-785,829 |
0.70 |
0.072 |
0.081 |
-113,210 |
| 0 |
5 |
0 |
0 |
0 |
1.05 |
0.126 |
0.146 |
0 |
| 1 |
45 |
2,091,676 |
2,091,676 |
1,989,522 |
0.97 |
0.128 |
0.121 |
274,302 |