| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -73,853 | 1,572,847 | 50 | 19,955,917 | -0.004 |
| ric | assetKey | quoteCountry | rawBeta | alpha_decile | alpha | mktcap | alpha_sign | pos_sign | postOptWeights | target_contracts | priceCloseUSD | target_notional | target_notional_abs | baffa | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 | 6446.TW | @PHARM121 | TW | 0.9761 | 5.0000 | 0.078 | 15,648 | 1.0000 | 0 | 0.0000 | 0 | 37.0428 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1640 | 4.0000 | 0.054 | 7,535 | 1.0000 | 0 | 0.0000 | 0 | 1.9634 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.5381 | 5.0000 | 0.070 | 7,693 | 1.0000 | -1 | -0.0173 | -142,000 | 0.6097 | -86,572 | 86,572 | -6,050 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0246 | 2.0000 | -0.019 | 679 | -1.0000 | 0 | 0.0000 | 0 | 0.6833 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2950 | 8.0000 | 0.141 | 5,793 | 1.0000 | 0 | 0.0000 | 0 | 3.3184 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | 0.0866 | 8.0000 | 0.127 | 14,116 | 1.0000 | -1 | -0.0152 | -86,621 | 0.8782 | -76,072 | 76,072 | -9,660 |
| 24 | 2801.TW | @CHANG17 | TW | 0.1489 | 8.0000 | 0.126 | 10,258 | 1.0000 | 0 | 0.0000 | 0 | 0.9245 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.3726 | 9.0000 | 0.160 | 21,391 | 1.0000 | 0 | 0.0000 | 0 | 1.5218 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.1292 | 5.0000 | 0.073 | 2,784 | 1.0000 | -1 | -0.0058 | -41,000 | 0.7132 | -29,242 | 29,242 | -2,137 |
| 34 | 2027.TW | @TACHE1 | TW | 0.4376 | 4.0000 | 0.055 | 3,865 | 1.0000 | -1 | -0.0035 | -11,000 | 1.5743 | -17,317 | 17,317 | -957 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.2837 | 2.0000 | 0.018 | 6,164 | 1.0000 | -1 | -0.0264 | -8,000 | 16.5149 | -132,119 | 132,119 | -2,438 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6583 | 1.0000 | 0.008 | 786 | 1.0000 | -1 | -0.0020 | -600 | 16.4364 | -9,862 | 9,862 | -78 |
| 45 | 2548.TW | @HUAKU1 | TW | 0.2296 | 8.0000 | 0.138 | 828 | 1.0000 | 0 | 0.0000 | 0 | 2.8338 | 0 | 0 | 0 |
| 58 | 2890.TW | @SINOP13 | TW | 0.3888 | 9.0000 | 0.152 | 21,127 | 1.0000 | 0 | 0.0000 | 0 | 1.4292 | 0 | 0 | 0 |
| 66 | 0836.HK | @CHINA276 | HK | 0.1883 | 1.0000 | 0.008 | 4,772 | 1.0000 | -1 | -0.0146 | -30,000 | 2.4258 | -72,775 | 72,775 | -591 |
| 83 | 1301.TW | @FORMO9 | TW | 1.1070 | 8.0000 | 0.126 | 12,298 | 1.0000 | -1 | -0.0014 | -3,000 | 2.3275 | -6,983 | 6,983 | -883 |
| 94 | CIA.AX | @MAMBA1 | AU | 0.9426 | 4.0000 | -0.059 | 890 | -1.0000 | 0 | 0.0000 | 0 | 1.5889 | 0 | 0 | -0 |
| 96 | 2887.TW | @TAISH4 | TW | 0.3553 | 9.0000 | 0.175 | 32,562 | 1.0000 | 0 | 0.0000 | 0 | 1.2965 | 0 | 0 | 0 |
| 119 | 2105.TW | @CHENG13 | TW | 0.1988 | 8.0000 | 0.131 | 2,796 | 1.0000 | -1 | -0.0113 | -59,000 | 0.9585 | -56,550 | 56,550 | -7,429 |
| 122 | 1314.TW | @CHINA198 | TW | 0.5796 | 4.0000 | 0.049 | 978 | 1.0000 | -1 | -0.0057 | -110,000 | 0.2584 | -28,421 | 28,421 | -1,398 |
| 134 | 0371.HK | @SHANG47 | HK | 0.0124 | 1.0000 | 0.011 | 821 | 1.0000 | -1 | -0.0059 | -162,000 | 0.1817 | -29,427 | 29,427 | -338 |
| 138 | 2855.TW | @PRESI5 | TW | 1.0458 | 5.0000 | 0.076 | 2,763 | 1.0000 | -1 | -0.0135 | -39,000 | 1.7256 | -67,297 | 67,297 | -5,114 |
| 140 | 6005.TW | @CAPIT67 | TW | 0.9511 | 5.0000 | 0.064 | 2,380 | 1.0000 | -1 | -0.0024 | -12,441 | 0.9693 | -12,059 | 12,059 | -770 |
| 143 | 2889.TW | @WATER39 | TW | 0.2592 | 3.0000 | 0.034 | 1,780 | 1.0000 | -1 | -0.0055 | -52,462 | 0.5279 | -27,693 | 27,693 | -930 |
| 158 | 2883.HK | @CHINA258 | HK | 0.2959 | 8.0000 | 0.131 | 1,783 | 1.0000 | -1 | -0.0059 | -30,000 | 0.9847 | -29,542 | 29,542 | -3,877 |
| 170 | 3899.HK | @ENRIC2 | HK | 0.9831 | 7.0000 | 0.112 | 611 | 1.0000 | -1 | -0.0018 | -10,000 | 0.8777 | -8,777 | 8,777 | -981 |
| 183 | 0551.HK | @YUEYU3 | HK | 0.5071 | 2.0000 | 0.028 | 1,310 | 1.0000 | -1 | -0.0143 | -43,000 | 1.6661 | -71,642 | 71,642 | -2,037 |
| 191 | 1999.HK | @MANWA3 | HK | 0.8447 | 2.0000 | 0.021 | 407 | 1.0000 | -1 | -0.0083 | -145,600 | 0.2862 | -41,668 | 41,668 | -886 |
| 199 | 0008.HK | @PCCWL4 | HK | 0.0679 | 2.0000 | 0.019 | 4,017 | 1.0000 | -1 | -0.0075 | -59,000 | 0.6323 | -37,304 | 37,304 | -712 |
| 207 | 1277.HK | @KINET61 | HK | 0.5419 | 3.0000 | 0.031 | 1,864 | 1.0000 | -1 | -0.0059 | -136,000 | 0.2167 | -29,472 | 29,472 | -922 |
| 217 | 9904.TW | @POUCH1 | TW | 0.4602 | 2.0000 | 0.030 | 1,880 | 1.0000 | -1 | -0.0202 | -130,000 | 0.7779 | -101,127 | 101,127 | -2,996 |
| 218 | 1171.HK | @YANZH2 | HK | 0.3673 | 1.0000 | 0.008 | 4,279 | 1.0000 | -1 | -0.0205 | -76,000 | 1.3461 | -102,306 | 102,306 | -828 |
| 219 | 1898.HK | @CHINA484 | HK | 0.1539 | 3.0000 | 0.038 | 5,026 | 1.0000 | -1 | -0.0066 | -27,000 | 1.2238 | -33,041 | 33,041 | -1,255 |
| 228 | 042660.KS | @DAEWO6 | KR | 1.9339 | 5.0000 | 0.074 | 7,448 | 1.0000 | -1 | -0.0074 | -943 | 39.2075 | -36,973 | 36,973 | -2,747 |
| 232 | 373220.KS | @LGENE1 | KR | 1.2896 | 2.0000 | 0.019 | 14,294 | 1.0000 | -1 | -0.0052 | -90 | 290.8822 | -26,179 | 26,179 | -503 |
| 235 | 010140.KS | @SAMSU53 | KR | 1.5111 | 6.0000 | 0.094 | 9,223 | 1.0000 | -1 | -0.0101 | -4,075 | 12.3298 | -50,244 | 50,244 | -4,731 |
| 255 | 4938.TW | @PEGAT1 | TW | 0.6051 | 4.0000 | 0.053 | 7,404 | 1.0000 | -1 | -0.0080 | -12,000 | 3.3338 | -40,006 | 40,006 | -2,135 |
| 263 | 9863.HK | @ZHEJI434 | HK | 0.8498 | 4.0000 | 0.047 | 3,457 | 1.0000 | -1 | -0.0023 | -2,800 | 4.1302 | -11,564 | 11,564 | -546 |
| 268 | 001440.KS | @TAIHA2 | KR | 2.7762 | 2.0000 | 0.027 | 1,846 | 1.0000 | -1 | -0.0043 | -1,300 | 16.5045 | -21,456 | 21,456 | -584 |
| 272 | 2333.HK | @GREAT74 | HK | 0.7291 | 2.0000 | 0.024 | 1,961 | 1.0000 | -1 | -0.0015 | -8,500 | 0.8541 | -7,260 | 7,260 | -177 |
| 273 | 2611.HK | @GUOTA36 | HK | 0.9015 | 6.0000 | 0.083 | 5,109 | 1.0000 | -1 | -0.0009 | -2,800 | 1.6750 | -4,690 | 4,690 | -391 |
| 279 | 071050.KS | @DONGW19 | KR | 1.7095 | 6.0000 | 0.091 | 6,409 | 1.0000 | -1 | -0.0013 | -58 | 115.0086 | -6,671 | 6,671 | -607 |
| 294 | 0656.HK | @FOSUN1 | HK | 0.5902 | 1.0000 | 0.001 | 1,252 | 1.0000 | -1 | -0.0065 | -57,000 | 0.5704 | -32,515 | 32,515 | -27 |
| 302 | 0522.HK | @ASMPA2 | HK | 3.0958 | 8.0000 | 0.127 | 4,744 | 1.0000 | -1 | -0.0015 | -500 | 15.0802 | -7,540 | 7,540 | -961 |
| 312 | 0257.HK | @CHINA264 | HK | 0.1472 | 2.0000 | 0.019 | 3,708 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6036 | -5,432 | 5,432 | -101 |
| 327 | 8926.TW | @TAIWA44 | TW | 0.5807 | 1.0000 | 0.004 | 1,081 | 1.0000 | -1 | -0.0014 | -4,000 | 1.7842 | -7,137 | 7,137 | -28 |
| 329 | 039490.KS | @KIWOO1 | KR | 1.8246 | 5.0000 | 0.063 | 4,525 | 1.0000 | -1 | -0.0009 | -26 | 172.5129 | -4,485 | 4,485 | -284 |
| 330 | 1347.HK | @HUAHO1 | HK | 2.5123 | 5.0000 | 0.080 | 11,357 | 1.0000 | -1 | -0.0018 | -1,000 | 8.9232 | -8,923 | 8,923 | -710 |
| 337 | 2689.HK | @NINED1 | HK | 1.5511 | 2.0000 | 0.023 | 1,000 | 1.0000 | -1 | -0.0007 | -6,000 | 0.5921 | -3,553 | 3,553 | -83 |
| 342 | 0659.HK | @NWSHO2 | HK | 0.3386 | 2.0000 | 0.015 | 1,492 | 1.0000 | -1 | -0.0148 | -68,000 | 1.0893 | -74,070 | 74,070 | -1,125 |
| 367 | 0013.HK | @HUTCH38 | HK | 0.9703 | 3.0000 | 0.039 | 2,346 | 1.0000 | 0 | 0.0000 | 0 | 2.6897 | 0 | 0 | 0 |
| 384 | 1988.HK | @CHINA1157 | HK | 0.1413 | 3.0000 | 0.041 | 3,040 | 1.0000 | -1 | -0.0021 | -26,500 | 0.4015 | -10,641 | 10,641 | -435 |
| 385 | 0148.HK | @KINGB2 | HK | 2.2009 | 4.0000 | 0.049 | 4,747 | 1.0000 | -1 | -0.0025 | -2,000 | 6.2233 | -12,447 | 12,447 | -604 |
| 386 | WEB.AX | @WEBJE2 | AU | 0.8733 | 1.0000 | -0.013 | 927 | -1.0000 | 0 | 0.0000 | 0 | 2.5591 | 0 | 0 | -0 |
| 406 | 3105.T | @NISSH18 | JP | 1.2995 | 2.0000 | 0.022 | 2,523 | 1.0000 | -1 | -0.0003 | -100 | 14.8947 | -1,489 | 1,489 | -32 |
| 425 | 0288.HK | @WHGRO1 | HK | 0.3169 | 2.0000 | 0.029 | 7,462 | 1.0000 | -1 | -0.0008 | -5,000 | 0.7967 | -3,984 | 3,984 | -114 |
| 442 | 6432.T | @TAKEU1 | JP | 0.8844 | 1.0000 | 0.004 | 1,951 | 1.0000 | -1 | -0.0029 | -300 | 48.5621 | -14,569 | 14,569 | -58 |
| 471 | 267250.KS | @HYUND474 | KR | 1.4878 | 10.0000 | 0.269 | 8,560 | 1.0000 | -1 | -0.0023 | -107 | 108.3620 | -11,595 | 11,595 | -3,117 |
| 484 | 9976.HK | @SHENZ535 | HK | NaN | NaN | nan | 440 | NaN | 0 | 0.0000 | 0 | 19.5673 | 0 | 0 | nan |
| 485 | 0668.HK | @ANKER12 | HK | NaN | NaN | nan | 640 | NaN | 0 | 0.0000 | 0 | 12.7729 | 0 | 0 | nan |
| 489 | 6146.T | @DISCO14 | JP | 2.1007 | 8.0000 | 0.139 | 35,977 | 1.0000 | 0 | 0.0000 | 0 | 331.5141 | 0 | 0 | 0 |
| 493 | 6861.T | @KEYEN4 | JP | 1.2227 | 7.0000 | 0.121 | 103,650 | 1.0000 | 0 | 0.0000 | 0 | 501.3866 | 0 | 0 | 0 |
| 495 | 3008.TW | @LARGA1 | TW | 1.4458 | 10.0000 | 0.287 | 21,741 | 1.0000 | 0 | 0.0000 | 0 | 195.5549 | 0 | 0 | 0 |
| 496 | 6920.T | @LASER19 | JP | 2.1712 | 7.0000 | 0.101 | 24,828 | 1.0000 | 0 | 0.0000 | 0 | 263.3245 | 0 | 0 | 0 |
| 500 | 6278.TW | @TAIWA94 | TW | 2.0969 | 10.0000 | 0.204 | 2,577 | 1.0000 | 0 | 0.0000 | 0 | 8.8131 | 0 | 0 | 0 |
| 511 | 300357.ZK | @ZHEJI149 | CN | 0.9668 | 1.0000 | -0.001 | 1,013 | -1.0000 | 1 | 0.0040 | 6,356 | 3.1719 | 20,161 | 20,161 | -16 |
| 523 | 600763.SH | @BEIJI20 | CN | 0.8979 | 2.0000 | -0.018 | 1,501 | -1.0000 | 1 | 0.0047 | 4,601 | 5.1177 | 23,547 | 23,547 | -431 |
| 535 | 600801.SH | @HUAXI1 | CN | 0.4476 | 1.0000 | -0.004 | 1,712 | -1.0000 | 1 | 0.0010 | 1,500 | 3.1839 | 4,776 | 4,776 | -17 |
| 541 | 300696.ZK | @CHENG70 | CN | 2.0530 | 1.0000 | -0.002 | 577 | -1.0000 | 1 | 0.0027 | 5,300 | 2.5799 | 13,673 | 13,673 | -25 |
| 544 | 688536.SH | @PEAKI2 | CN | 1.8453 | 9.0000 | -0.161 | 5,617 | -1.0000 | 0 | 0.0000 | 0 | 43.2753 | 0 | 0 | -0 |
| 583 | 600933.SH | @IKDCO1 | CN | 1.4508 | 9.0000 | -0.186 | 1,410 | -1.0000 | 0 | 0.0000 | 0 | 2.2433 | 0 | 0 | -0 |
| 591 | 002405.ZK | @NAVIN2 | CN | 1.1890 | 10.0000 | -0.257 | 2,139 | -1.0000 | 0 | 0.0000 | 0 | 0.9601 | 0 | 0 | -0 |
| 598 | 688322.SH | @ORBBE1 | CN | 1.9394 | 10.0000 | -0.211 | 5,717 | -1.0000 | 0 | 0.0000 | 0 | 16.1015 | 0 | 0 | -0 |
| 603 | 605333.SH | @KUNSH5 | CN | 1.1536 | 10.0000 | -0.301 | 1,451 | -1.0000 | 0 | 0.0000 | 0 | 3.1268 | 0 | 0 | -0 |
| 607 | 000420.ZK | @JILIN8 | CN | 1.3406 | 9.0000 | -0.173 | 1,228 | -1.0000 | 0 | 0.0000 | 0 | 0.5740 | 0 | 0 | -0 |
| 608 | 002086.ZK | @SHAND59 | CN | 1.1399 | 10.0000 | -0.439 | 565 | -1.0000 | 0 | 0.0000 | 0 | 0.3516 | 0 | 0 | -0 |
| 624 | GULF_n.BK | @GULFD3 | TH | 0.4409 | 9.0000 | 0.153 | 22,323 | 1.0000 | 0 | 0.0000 | 0 | 1.8222 | 0 | 0 | 0 |