| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -59,110 | 1,364,280 | 54 | 20,047,242 | -0.003 |
| 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 | 0.9061 | 4 | 0.060 | 15,478 | 1.0000 | 0 | 0.0000 | 0 | 36.6402 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1543 | 6 | 0.085 | 7,501 | 1.0000 | 0 | 0.0000 | 0 | 1.9546 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.4377 | 5 | 0.064 | 7,479 | 1.0000 | -1 | -0.0168 | -142,000 | 0.5927 | -84,165 | 84,165 | -5,406 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0152 | 4 | -0.051 | 689 | -1.0000 | 0 | 0.0000 | 0 | 0.6935 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2084 | 8 | 0.142 | 5,670 | 1.0000 | 0 | 0.0000 | 0 | 3.2484 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | -0.0113 | 7 | 0.119 | 14,352 | 1.0000 | -1 | -0.0155 | -86,621 | 0.8929 | -77,345 | 77,345 | -9,172 |
| 24 | 2801.TW | @CHANG17 | TW | 0.0607 | 7 | 0.108 | 10,488 | 1.0000 | 0 | 0.0000 | 0 | 0.9453 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.2625 | 8 | 0.134 | 21,813 | 1.0000 | 0 | 0.0000 | 0 | 1.5518 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.2047 | 4 | 0.056 | 2,849 | 1.0000 | -1 | -0.0060 | -41,000 | 0.7298 | -29,921 | 29,921 | -1,663 |
| 34 | 2027.TW | @TACHE1 | TW | 0.3269 | 4 | 0.050 | 3,795 | 1.0000 | -1 | -0.0034 | -11,000 | 1.5457 | -17,002 | 17,002 | -857 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.1981 | 2 | 0.017 | 6,137 | 1.0000 | -1 | -0.0263 | -8,000 | 16.4419 | -131,535 | 131,535 | -2,236 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6667 | 2 | 0.019 | 756 | 1.0000 | -1 | -0.0013 | -400 | 15.8094 | -6,324 | 6,324 | -118 |
| 45 | 2548.TW | @HUAKU1 | TW | 0.2236 | 8 | 0.143 | 813 | 1.0000 | 0 | 0.0000 | 0 | 2.7834 | 0 | 0 | 0 |
| 58 | 2890.TW | @SINOP13 | TW | 0.3536 | 8 | 0.146 | 21,164 | 1.0000 | 0 | 0.0000 | 0 | 1.4317 | 0 | 0 | 0 |
| 83 | 1301.TW | @FORMO9 | TW | 0.9749 | 6 | 0.097 | 11,794 | 1.0000 | -1 | -0.0013 | -3,000 | 2.2323 | -6,697 | 6,697 | -649 |
| 94 | 9007.T | @ODAKY2 | JP | -0.2737 | 7 | -0.110 | 4,101 | -1.0000 | 0 | 0.0000 | 0 | 11.1302 | 0 | 0 | -0 |
| 95 | 2887.TW | @TAISH4 | TW | 0.3456 | 9 | 0.156 | 32,672 | 1.0000 | 0 | 0.0000 | 0 | 1.3009 | 0 | 0 | 0 |
| 118 | 2105.TW | @CHENG13 | TW | 0.1413 | 7 | 0.103 | 2,811 | 1.0000 | -1 | -0.0112 | -58,000 | 0.9637 | -55,896 | 55,896 | -5,778 |
| 121 | 1314.TW | @CHINA198 | TW | 0.5892 | 2 | 0.027 | 939 | 1.0000 | -1 | -0.0055 | -110,000 | 0.2482 | -27,298 | 27,298 | -740 |
| 133 | 0371.HK | @SHANG47 | HK | 0.0475 | 2 | 0.025 | 821 | 1.0000 | -1 | -0.0059 | -162,000 | 0.1817 | -29,427 | 29,427 | -749 |
| 136 | 8609.T | @OKASA2 | JP | 0.7949 | 1 | 0.002 | 1,487 | 1.0000 | -1 | -0.0049 | -3,800 | 6.4319 | -24,441 | 24,441 | -45 |
| 137 | 2855.TW | @PRESI5 | TW | 1.0427 | 4 | 0.062 | 2,682 | 1.0000 | -1 | -0.0131 | -39,000 | 1.6750 | -65,324 | 65,324 | -4,021 |
| 139 | 6005.TW | @CAPIT67 | TW | 0.9239 | 4 | 0.051 | 2,321 | 1.0000 | -1 | -0.0024 | -12,441 | 0.9453 | -11,760 | 11,760 | -599 |
| 142 | 2889.TW | @WATER39 | TW | 0.1968 | 2 | 0.021 | 1,781 | 1.0000 | -1 | -0.0055 | -52,462 | 0.5280 | -27,703 | 27,703 | -587 |
| 157 | 2883.HK | @CHINA258 | HK | 0.2173 | 7 | 0.121 | 1,793 | 1.0000 | -1 | -0.0059 | -30,000 | 0.9898 | -29,695 | 29,695 | -3,600 |
| 169 | 3899.HK | @ENRIC2 | HK | 0.9360 | 7 | 0.110 | 612 | 1.0000 | -1 | -0.0018 | -10,000 | 0.8796 | -8,796 | 8,796 | -968 |
| 190 | 1999.HK | @MANWA3 | HK | 0.9685 | 2 | 0.027 | 409 | 1.0000 | -1 | -0.0084 | -145,600 | 0.2875 | -41,853 | 41,853 | -1,142 |
| 198 | 0008.HK | @PCCWL4 | HK | 0.0858 | 2 | 0.019 | 4,057 | 1.0000 | -1 | -0.0056 | -44,000 | 0.6386 | -28,100 | 28,100 | -542 |
| 206 | 1277.HK | @KINET61 | HK | 0.5624 | 2 | 0.019 | 1,891 | 1.0000 | -1 | -0.0058 | -132,000 | 0.2199 | -29,026 | 29,026 | -554 |
| 217 | 1171.HK | @YANZH2 | HK | 0.3996 | 1 | 0.001 | 4,409 | 1.0000 | -1 | -0.0211 | -76,000 | 1.3869 | -105,406 | 105,406 | -138 |
| 218 | 1898.HK | @CHINA484 | HK | 0.1896 | 3 | 0.038 | 5,101 | 1.0000 | -1 | -0.0067 | -27,000 | 1.2422 | -33,540 | 33,540 | -1,269 |
| 227 | 042660.KS | @DAEWO6 | KR | 2.1237 | 2 | 0.029 | 7,115 | 1.0000 | -1 | -0.0071 | -943 | 37.4504 | -35,316 | 35,316 | -1,033 |
| 231 | 373220.KS | @LGENE1 | KR | 1.2053 | 2 | 0.023 | 13,232 | 1.0000 | -1 | -0.0048 | -90 | 269.2682 | -24,234 | 24,234 | -562 |
| 234 | 010140.KS | @SAMSU53 | KR | 1.5564 | 5 | 0.069 | 8,897 | 1.0000 | -1 | -0.0097 | -4,075 | 11.8942 | -48,469 | 48,469 | -3,352 |
| 254 | 4938.TW | @PEGAT1 | TW | 0.3797 | 4 | 0.061 | 7,009 | 1.0000 | -1 | -0.0076 | -12,000 | 3.1560 | -37,872 | 37,872 | -2,324 |
| 262 | 9863.HK | @ZHEJI434 | HK | 0.8064 | 2 | 0.029 | 3,331 | 1.0000 | -1 | -0.0022 | -2,800 | 3.9797 | -11,143 | 11,143 | -318 |
| 267 | 001440.KS | @TAIHA2 | KR | 2.9673 | 2 | 0.026 | 1,658 | 1.0000 | -1 | -0.0039 | -1,300 | 14.8229 | -19,270 | 19,270 | -507 |
| 271 | 2333.HK | @GREAT74 | HK | 0.6866 | 2 | 0.017 | 1,900 | 1.0000 | -1 | -0.0014 | -8,500 | 0.8273 | -7,032 | 7,032 | -120 |
| 272 | 2611.HK | @GUOTA36 | HK | 0.8347 | 4 | 0.062 | 5,062 | 1.0000 | -1 | -0.0009 | -2,800 | 1.6597 | -4,647 | 4,647 | -286 |
| 278 | 071050.KS | @DONGW19 | KR | 1.7784 | 5 | 0.072 | 6,353 | 1.0000 | -1 | -0.0013 | -58 | 113.9990 | -6,612 | 6,612 | -478 |
| 301 | 0522.HK | @ASMPA2 | HK | 3.4169 | 7 | 0.117 | 4,210 | 1.0000 | -1 | -0.0013 | -500 | 13.3848 | -6,692 | 6,692 | -783 |
| 311 | 0257.HK | @CHINA264 | HK | 0.0752 | 2 | 0.025 | 3,755 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6112 | -5,501 | 5,501 | -136 |
| 326 | 8926.TW | @TAIWA44 | TW | 0.5913 | 1 | 0.013 | 1,054 | 1.0000 | -1 | -0.0014 | -4,000 | 1.7396 | -6,959 | 6,959 | -90 |
| 328 | 039490.KS | @KIWOO1 | KR | 1.8685 | 5 | 0.070 | 4,312 | 1.0000 | -1 | -0.0009 | -26 | 164.4072 | -4,275 | 4,275 | -300 |
| 329 | 1347.HK | @HUAHO1 | HK | 2.8238 | 6 | 0.081 | 9,849 | 1.0000 | -1 | -0.0015 | -1,000 | 7.7377 | -7,738 | 7,738 | -630 |
| 336 | 2689.HK | @NINED1 | HK | 1.5693 | 1 | 0.005 | 970 | 1.0000 | -1 | -0.0007 | -6,000 | 0.5743 | -3,446 | 3,446 | -18 |
| 341 | 0659.HK | @NWSHO2 | HK | 0.3181 | 1 | 0.012 | 1,504 | 1.0000 | -1 | -0.0149 | -68,000 | 1.0976 | -74,634 | 74,634 | -918 |
| 379 | 4887.T | @SAWAI1 | JP | 0.1532 | 3 | -0.041 | 1,227 | -1.0000 | 0 | 0.0000 | 0 | 10.6022 | 0 | 0 | -0 |
| 382 | 1988.HK | @CHINA1157 | HK | 0.1963 | 3 | 0.036 | 3,069 | 1.0000 | -1 | -0.0021 | -26,500 | 0.4054 | -10,742 | 10,742 | -385 |
| 383 | 0148.HK | @KINGB2 | HK | 2.3708 | 5 | 0.072 | 4,280 | 1.0000 | -1 | -0.0022 | -2,000 | 5.6114 | -11,223 | 11,223 | -809 |
| 384 | 0363.HK | @SHANG43 | HK | 0.2458 | 1 | 0.004 | 688 | 1.0000 | -1 | -0.0010 | -3,000 | 1.7094 | -5,128 | 5,128 | -18 |
| 402 | NEU.AX | @NEURE2 | AU | 1.2251 | 2 | 0.025 | 1,817 | 1.0000 | 0 | 0.0000 | 0 | 14.3330 | 0 | 0 | 0 |
| 403 | 3105.T | @NISSH18 | JP | 1.4067 | 1 | 0.014 | 2,418 | 1.0000 | -1 | -0.0003 | -100 | 14.2762 | -1,428 | 1,428 | -20 |
| 408 | 178320.KQ | @SEOJI2 | KR | 1.7729 | 3 | 0.031 | 1,274 | 1.0000 | -1 | -0.0003 | -78 | 21.2718 | -1,659 | 1,659 | -52 |
| 409 | 307180.KQ | @SHTSP2 | KR | 1.8379 | 10 | -0.208 | 133 | -1.0000 | 0 | 0.0000 | 0 | 3.5990 | 0 | 0 | -0 |
| 422 | 0288.HK | @WHGRO1 | HK | 0.3293 | 2 | 0.019 | 7,599 | 1.0000 | -1 | -0.0008 | -5,000 | 0.8114 | -4,057 | 4,057 | -76 |
| 452 | 2503.T | @KIRIN8 | JP | 0.0556 | 2 | -0.024 | 15,011 | -1.0000 | 0 | 0.0000 | 0 | 18.3955 | 0 | 0 | -0 |
| 456 | SMR.AX | @STANM1 | AU | 0.2812 | 1 | 0.010 | 663 | 1.0000 | -1 | -0.0003 | -972 | 1.7951 | -1,745 | 1,745 | -17 |
| 466 | 267250.KS | @HYUND474 | KR | 1.7429 | 10 | 0.263 | 8,331 | 1.0000 | -1 | -0.0023 | -107 | 105.4603 | -11,284 | 11,284 | -2,972 |
| 476 | 2160.T | @GNILT1 | JP | 1.3418 | 5 | -0.067 | 867 | -1.0000 | 0 | 0.0000 | 0 | 14.7915 | 0 | 0 | -0 |
| 507 | 5832.T | @CHUGO2 | JP | 0.7490 | 2 | -0.026 | 4,231 | -1.0000 | 0 | 0.0000 | 0 | 22.8966 | 0 | 0 | -0 |
| 511 | 6146.T | @DISCO14 | JP | 2.1398 | 7 | 0.121 | 34,203 | 1.0000 | 0 | 0.0000 | 0 | 315.1700 | 0 | 0 | 0 |
| 512 | 3006.TW | @ELITE18 | TW | 2.2644 | 1 | -0.010 | 2,543 | -1.0000 | 0 | 0.0000 | 0 | 8.5289 | 0 | 0 | -0 |
| 513 | 3692.T | @FFRII1 | JP | 1.6801 | 6 | 0.090 | 365 | 1.0000 | 0 | 0.0000 | 0 | 48.9869 | 0 | 0 | 0 |
| 515 | 7741.T | @HOYAC2 | JP | 0.7903 | 6 | 0.091 | 55,833 | 1.0000 | 0 | 0.0000 | 0 | 166.7462 | 0 | 0 | 0 |
| 516 | 7012.T | @KAWAS12 | JP | 1.7637 | 1 | 0.007 | 11,797 | 1.0000 | 0 | 0.0000 | 0 | 13.4523 | 0 | 0 | 0 |
| 517 | 3008.TW | @LARGA1 | TW | 1.5163 | 10 | 0.320 | 18,588 | 1.0000 | 0 | 0.0000 | 0 | 167.1901 | 0 | 0 | 0 |
| 518 | 6920.T | @LASER19 | JP | 2.2064 | 7 | 0.106 | 22,614 | 1.0000 | 0 | 0.0000 | 0 | 239.8448 | 0 | 0 | 0 |
| 520 | 6586.T | @MAKIT6 | JP | 0.8708 | 1 | -0.012 | 9,378 | -1.0000 | 0 | 0.0000 | 0 | 33.4892 | 0 | 0 | -0 |
| 523 | 7261.T | @MAZDA2 | JP | 0.6100 | 1 | 0.001 | 4,135 | 1.0000 | -1 | -0.0001 | -100 | 6.8900 | -689 | 689 | -1 |
| 525 | 3994.T | @MONEY32 | JP | 0.2943 | 8 | -0.131 | 2,429 | -1.0000 | 0 | 0.0000 | 0 | 43.6110 | 0 | 0 | -0 |
| 533 | 1766.T | @TOKEN1 | JP | 0.1771 | 6 | 0.091 | 659 | 1.0000 | 0 | 0.0000 | 0 | 80.2239 | 0 | 0 | 0 |
| 535 | 300770.ZK | @GUANG336 | CN | 0.6053 | 2 | -0.016 | 702 | -1.0000 | 1 | 0.0074 | 6,497 | 5.7047 | 37,063 | 37,063 | -579 |
| 543 | 300357.ZK | @ZHEJI149 | CN | 0.8392 | 1 | -0.007 | 1,032 | -1.0000 | 1 | 0.0039 | 5,956 | 3.2310 | 19,244 | 19,244 | -127 |
| 549 | 688510.SH | @WUXIH9 | CN | 1.9251 | 1 | -0.011 | 726 | -1.0000 | 1 | 0.0074 | 13,300 | 2.7929 | 37,145 | 37,145 | -422 |
| 550 | 300034.ZK | @BEIJI79 | CN | 1.4483 | 1 | -0.001 | 917 | -1.0000 | 1 | 0.0033 | 8,200 | 1.9844 | 16,272 | 16,272 | -23 |
| 555 | 600763.SH | @BEIJI20 | CN | 0.7762 | 4 | -0.058 | 1,572 | -1.0000 | 1 | 0.0018 | 1,701 | 5.3584 | 9,115 | 9,115 | -529 |
| 567 | 600801.SH | @HUAXI1 | CN | 0.5658 | 1 | -0.000 | 1,732 | -1.0000 | 1 | 0.0010 | 1,500 | 3.2220 | 4,833 | 4,833 | -0 |
| 573 | 300696.ZK | @CHENG70 | CN | 2.0179 | 2 | -0.019 | 540 | -1.0000 | 1 | 0.0026 | 5,300 | 2.4165 | 12,807 | 12,807 | -246 |
| 590 | 688758.SH | @SUZHO131 | CN | 1.7557 | 3 | -0.031 | 1,314 | -1.0000 | 1 | 0.0010 | 1,400 | 3.3936 | 4,751 | 4,751 | -148 |
| 595 | 301047.ZK | @SINOB12 | CN | 1.8410 | 2 | -0.020 | 989 | -1.0000 | 0 | 0.0000 | 0 | 17.6817 | 0 | 0 | -0 |
| 608 | 300638.ZK | @FIBOC1 | CN | 1.6982 | 9 | -0.155 | 1,925 | -1.0000 | 0 | 0.0000 | 0 | 2.5219 | 0 | 0 | -0 |
| 610 | 688180.SH | @SHANG316 | CN | 1.3336 | 10 | -0.320 | 3,141 | -1.0000 | 0 | 0.0000 | 0 | 4.3602 | 0 | 0 | -0 |
| 614 | 002626.ZK | @XIAME29 | CN | 0.8674 | 5 | -0.077 | 755 | -1.0000 | 0 | 0.0000 | 0 | 2.6348 | 0 | 0 | -0 |
| 616 | 688400.SH | @LUSTE3 | CN | 2.2876 | 8 | -0.126 | 2,642 | -1.0000 | 0 | 0.0000 | 0 | 5.5526 | 0 | 0 | -0 |
| 620 | 300687.ZK | @GUANG301 | CN | 2.3801 | 10 | -0.203 | 1,464 | -1.0000 | 0 | 0.0000 | 0 | 3.5848 | 0 | 0 | -0 |
| 622 | 000503.ZK | @SEARA3 | CN | 0.7527 | 10 | -0.267 | 729 | -1.0000 | 0 | 0.0000 | 0 | 0.9801 | 0 | 0 | -0 |
| 625 | 002086.ZK | @SHAND59 | CN | 0.7572 | 10 | -0.464 | 684 | -1.0000 | 0 | 0.0000 | 0 | 0.4261 | 0 | 0 | -0 |
| 626 | 600575.SH | @WUHUP1 | CN | 0.2248 | 10 | -0.204 | 792 | -1.0000 | 0 | 0.0000 | 0 | 0.4607 | 0 | 0 | -0 |
| 629 | 001301.ZK | @SHIJI14 | CN | 0.6840 | 10 | -0.279 | 2,581 | -1.0000 | 0 | 0.0000 | 0 | 7.0778 | 0 | 0 | -0 |
| 635 | 300607.ZK | @GUANG284 | CN | 2.1095 | 9 | -0.155 | 2,004 | -1.0000 | 0 | 0.0000 | 0 | 4.2006 | 0 | 0 | -0 |
| 663 | GULF_n.BK | @GULFD3 | TH | 0.3705 | 9 | 0.181 | 22,175 | 1.0000 | 0 | 0.0000 | 0 | 1.8101 | 0 | 0 | 0 |