| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 382 | -17,648,956 |
| 0 | 29 | 0 | |
| 1 | 272 | 17,743,829 |
| target_notional | |
|---|---|
| target_notional | 94,874 |
| rawBeta_notional | target_notional | beta_percentage | |
|---|---|---|---|
| rawBeta_notional | 816,422 | nan | nan |
| target_notional | nan | 94,874 | nan |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -16,828,546 |
| 0 | 0 |
| 1 | 17,644,968 |
| alpha_notional | |
|---|---|
| alpha_notional | 3,691,334 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,758,887 |
| 0 | 0 |
| 1 | 1,932,447 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 28 | 575,388 |
| CHN | 419 | -1,024,567 |
| HKG | 36 | 385,666 |
| IDN | 5 | 416,908 |
| JPN | 75 | -490,699 |
| MYS | 8 | 602,479 |
| NZL | 2 | -166,749 |
| PHL | 2 | -182,451 |
| SGP | 7 | -514,180 |
| THA | 18 | 219,084 |
| TWN | 83 | 273,994 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 16 | -487,331 |
| 0 | 2 | 0 | |
| 1 | 10 | 1,062,719 | |
| CHN | -1 | 241 | -10,445,667 |
| 0 | 8 | 0 | |
| 1 | 170 | 9,421,100 | |
| HKG | -1 | 15 | -1,204,825 |
| 1 | 21 | 1,590,490 | |
| IDN | 1 | 5 | 416,908 |
| JPN | -1 | 46 | -3,025,859 |
| 1 | 29 | 2,535,160 | |
| MYS | 0 | 2 | 0 |
| 1 | 6 | 602,479 | |
| NZL | -1 | 1 | -166,749 |
| 0 | 1 | 0 | |
| PHL | -1 | 1 | -183,683 |
| 1 | 1 | 1,232 | |
| SGP | -1 | 7 | -514,180 |
| THA | -1 | 10 | -280,319 |
| 1 | 8 | 499,403 | |
| TWN | -1 | 45 | -1,340,343 |
| 0 | 16 | 0 | |
| 1 | 22 | 1,614,336 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 16 | -487,331 | -487,331 | -222,521 | 0.64 | 41,118 |
| 0 | 2 | 0 | 0 | 0 | 0.45 | 0 | |
| 1 | 10 | 1,062,719 | 1,062,719 | 363,604 | 0.39 | 153,373 | |
| CHN | -1 | 241 | -10,445,667 | -10,445,667 | -11,397,842 | 1.24 | 1,382,518 |
| 0 | 8 | 0 | 0 | 0 | 1.51 | 0 | |
| 1 | 170 | 9,421,100 | 9,421,100 | 11,435,418 | 1.32 | 694,070 | |
| HKG | -1 | 15 | -1,204,825 | -1,204,825 | -1,171,149 | 1.12 | 53,726 |
| 1 | 21 | 1,590,490 | 1,590,490 | 1,990,315 | 1.45 | 339,076 | |
| IDN | 1 | 5 | 416,908 | 416,908 | 108,167 | 0.45 | 33,490 |
| JPN | -1 | 46 | -3,025,859 | -3,025,859 | -2,508,675 | 0.87 | 88,734 |
| 1 | 29 | 2,535,160 | 2,535,160 | 2,043,921 | 0.76 | 354,821 | |
| MYS | 0 | 2 | 0 | 0 | 0 | 0.55 | 0 |
| 1 | 6 | 602,479 | 602,479 | 112,677 | 0.18 | 67,526 | |
| NZL | -1 | 1 | -166,749 | -166,749 | -21,487 | 0.13 | 23,673 |
| 0 | 1 | 0 | 0 | 0 | -0.02 | 0 | |
| PHL | -1 | 1 | -183,683 | -183,683 | -68,911 | 0.38 | 26,025 |
| 1 | 1 | 1,232 | 1,232 | 656 | 0.53 | 253 | |
| SGP | -1 | 7 | -514,180 | -514,180 | -316,323 | 0.56 | 38,810 |
| THA | -1 | 10 | -280,319 | -280,319 | -150,565 | 0.56 | 13,633 |
| 1 | 8 | 499,403 | 499,403 | 135,166 | 0.39 | 62,692 | |
| TWN | -1 | 45 | -1,340,343 | -1,340,343 | -971,072 | 0.78 | 90,651 |
| 0 | 16 | 0 | 0 | 0 | 0.91 | 0 | |
| 1 | 22 | 1,614,336 | 1,614,336 | 1,455,044 | 0.82 | 227,147 |