| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -58,123 | 1,754,184 | 68 | 19,985,101 | -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 | 0.056 | 15,439 | 1.0000 | 0 | 0.0000 | 0 | 36.5479 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1543 | 6 | 0.084 | 7,477 | 1.0000 | 0 | 0.0000 | 0 | 1.9482 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.4377 | 4 | 0.051 | 7,518 | 1.0000 | -1 | -0.0169 | -142,000 | 0.5958 | -84,607 | 84,607 | -4,329 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0152 | 4 | -0.053 | 688 | -1.0000 | 0 | 0.0000 | 0 | 0.6915 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2084 | 8 | 0.135 | 5,629 | 1.0000 | 0 | 0.0000 | 0 | 3.2248 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | -0.0113 | 7 | 0.110 | 14,340 | 1.0000 | -1 | -0.0155 | -86,621 | 0.8922 | -77,283 | 77,283 | -8,479 |
| 24 | 2801.TW | @CHANG17 | TW | 0.0607 | 6 | 0.097 | 10,513 | 1.0000 | 0 | 0.0000 | 0 | 0.9475 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.2625 | 8 | 0.134 | 21,412 | 1.0000 | 0 | 0.0000 | 0 | 1.5233 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.2047 | 5 | 0.064 | 2,833 | 1.0000 | -1 | -0.0060 | -41,000 | 0.7259 | -29,761 | 29,761 | -1,900 |
| 34 | 2027.TW | @TACHE1 | TW | 0.3269 | 3 | 0.040 | 3,793 | 1.0000 | -1 | -0.0034 | -11,000 | 1.5448 | -16,993 | 16,993 | -680 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.1981 | 2 | 0.016 | 6,145 | 1.0000 | -1 | -0.0263 | -8,000 | 16.4619 | -131,695 | 131,695 | -2,141 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6667 | 3 | 0.033 | 744 | 1.0000 | -1 | -0.0012 | -400 | 15.5667 | -6,227 | 6,227 | -207 |
| 40 | MBT.PS | @METRO72 | PH | 0.3589 | 6 | 0.089 | 2,626 | 1.0000 | 0 | 0.0000 | 0 | 0.9732 | 0 | 0 | 0 |
| 43 | SMPH.PS | @SMPRI2 | PH | 0.2577 | 8 | 0.127 | 3,593 | 1.0000 | 0 | 0.0000 | 0 | 0.2526 | 0 | 0 | 0 |
| 45 | 2548.TW | @HUAKU1 | TW | 0.2236 | 8 | 0.137 | 813 | 1.0000 | 0 | 0.0000 | 0 | 2.7826 | 0 | 0 | 0 |
| 57 | 8130.T | @SANGE1 | JP | 0.1239 | 1 | 0.001 | 1,181 | 1.0000 | -1 | -0.0136 | -3,400 | 19.9492 | -67,827 | 67,827 | -42 |
| 58 | 2890.TW | @SINOP13 | TW | 0.3536 | 8 | 0.142 | 20,793 | 1.0000 | 0 | 0.0000 | 0 | 1.4066 | 0 | 0 | 0 |
| 59 | 3076.T | @AIHOL1 | JP | 0.3178 | 1 | 0.009 | 1,020 | 1.0000 | -1 | -0.0133 | -3,500 | 18.9739 | -66,409 | 66,409 | -612 |
| 66 | 0836.HK | @CHINA276 | HK | 0.1764 | 1 | 0.007 | 4,927 | 1.0000 | -1 | -0.0150 | -30,000 | 2.5046 | -75,138 | 75,138 | -547 |
| 73 | 8544.T | @KEIYO1 | JP | 0.9050 | 1 | 0.015 | 1,930 | 1.0000 | -1 | -0.0024 | -800 | 15.2691 | -12,215 | 12,215 | -181 |
| 76 | 7189.T | @NISHI12 | JP | 0.9597 | 1 | 0.013 | 4,050 | 1.0000 | -1 | -0.0055 | -1,000 | 27.6629 | -27,663 | 27,663 | -353 |
| 79 | 8336.T | @MUSAS3 | JP | 0.8505 | 2 | 0.020 | 1,594 | 1.0000 | -1 | -0.0032 | -1,000 | 15.9087 | -15,909 | 15,909 | -315 |
| 83 | 1301.TW | @FORMO9 | TW | 0.9749 | 6 | 0.087 | 11,862 | 1.0000 | -1 | -0.0013 | -3,000 | 2.2451 | -6,735 | 6,735 | -586 |
| 94 | 2887.TW | @TAISH4 | TW | 0.3456 | 9 | 0.154 | 32,165 | 1.0000 | 0 | 0.0000 | 0 | 1.2807 | 0 | 0 | 0 |
| 117 | 2105.TW | @CHENG13 | TW | 0.1413 | 7 | 0.100 | 2,813 | 1.0000 | -1 | -0.0112 | -58,000 | 0.9644 | -55,934 | 55,934 | -5,616 |
| 120 | 1314.TW | @CHINA198 | TW | 0.5892 | 2 | 0.022 | 939 | 1.0000 | -1 | -0.0055 | -110,000 | 0.2482 | -27,297 | 27,297 | -613 |
| 130 | 8616.T | @TOKAI22 | JP | 0.6207 | 1 | 0.002 | 1,258 | 1.0000 | -1 | -0.0139 | -14,400 | 4.8258 | -69,492 | 69,492 | -127 |
| 132 | 0371.HK | @SHANG47 | HK | 0.0475 | 2 | 0.028 | 827 | 1.0000 | -1 | -0.0059 | -162,000 | 0.1829 | -29,631 | 29,631 | -833 |
| 135 | 8609.T | @OKASA2 | JP | 0.7949 | 1 | 0.015 | 1,466 | 1.0000 | -1 | -0.0048 | -3,800 | 6.3394 | -24,090 | 24,090 | -363 |
| 136 | 2855.TW | @PRESI5 | TW | 1.0427 | 5 | 0.071 | 2,621 | 1.0000 | -1 | -0.0128 | -39,000 | 1.6370 | -63,842 | 63,842 | -4,532 |
| 138 | 6005.TW | @CAPIT67 | TW | 0.9239 | 4 | 0.055 | 2,292 | 1.0000 | -1 | -0.0023 | -12,441 | 0.9337 | -11,616 | 11,616 | -644 |
| 141 | 2889.TW | @WATER39 | TW | 0.1968 | 2 | 0.029 | 1,745 | 1.0000 | -1 | -0.0054 | -52,462 | 0.5175 | -27,149 | 27,149 | -795 |
| 156 | 2883.HK | @CHINA258 | HK | 0.2173 | 7 | 0.118 | 1,776 | 1.0000 | -1 | -0.0059 | -30,000 | 0.9808 | -29,424 | 29,424 | -3,476 |
| 168 | 3899.HK | @ENRIC2 | HK | 0.9360 | 6 | 0.096 | 627 | 1.0000 | -1 | -0.0018 | -10,000 | 0.9005 | -9,005 | 9,005 | -866 |
| 181 | 0551.HK | @YUEYU3 | HK | 0.3431 | 1 | 0.006 | 1,366 | 1.0000 | -1 | -0.0139 | -40,000 | 1.7373 | -69,492 | 69,492 | -429 |
| 189 | 1999.HK | @MANWA3 | HK | 0.9685 | 2 | 0.029 | 415 | 1.0000 | -1 | -0.0085 | -145,600 | 0.2919 | -42,498 | 42,498 | -1,212 |
| 197 | 0008.HK | @PCCWL4 | HK | 0.0858 | 3 | 0.030 | 4,033 | 1.0000 | -1 | -0.0056 | -44,000 | 0.6348 | -27,929 | 27,929 | -851 |
| 205 | 1277.HK | @KINET61 | HK | 0.5624 | 1 | 0.015 | 1,869 | 1.0000 | -1 | -0.0057 | -132,000 | 0.2173 | -28,686 | 28,686 | -428 |
| 217 | 1898.HK | @CHINA484 | HK | 0.1896 | 3 | 0.031 | 5,080 | 1.0000 | -1 | -0.0067 | -27,000 | 1.2370 | -33,399 | 33,399 | -1,040 |
| 224 | 8393.T | @MIYAZ1 | JP | 0.9098 | 1 | 0.001 | 1,277 | 1.0000 | -1 | -0.0092 | -3,100 | 14.9017 | -46,195 | 46,195 | -35 |
| 230 | 373220.KS | @LGENE1 | KR | 1.2053 | 3 | 0.032 | 13,034 | 1.0000 | -1 | -0.0048 | -90 | 265.2342 | -23,871 | 23,871 | -775 |
| 233 | 010140.KS | @SAMSU53 | KR | 1.5564 | 1 | 0.002 | 9,541 | 1.0000 | -1 | -0.0104 | -4,075 | 12.7551 | -51,977 | 51,977 | -120 |
| 253 | 4938.TW | @PEGAT1 | TW | 0.3797 | 4 | 0.060 | 6,991 | 1.0000 | -1 | -0.0076 | -12,000 | 3.1480 | -37,776 | 37,776 | -2,260 |
| 261 | 9863.HK | @ZHEJI434 | HK | 0.8064 | 2 | 0.019 | 3,412 | 1.0000 | -1 | -0.0023 | -2,800 | 4.0762 | -11,413 | 11,413 | -214 |
| 263 | 8361.T | @OGAKI1 | JP | 1.1172 | 2 | 0.019 | 1,944 | 1.0000 | -1 | -0.0004 | -200 | 9.4173 | -1,883 | 1,883 | -35 |
| 266 | 001440.KS | @TAIHA2 | KR | 2.9673 | 1 | 0.005 | 1,713 | 1.0000 | -1 | -0.0040 | -1,300 | 15.3106 | -19,904 | 19,904 | -97 |
| 270 | 2333.HK | @GREAT74 | HK | 0.6866 | 3 | 0.036 | 1,829 | 1.0000 | -1 | -0.0014 | -8,500 | 0.7966 | -6,771 | 6,771 | -246 |
| 271 | 2611.HK | @GUOTA36 | HK | 0.8347 | 3 | 0.045 | 5,237 | 1.0000 | -1 | -0.0010 | -2,800 | 1.7169 | -4,807 | 4,807 | -218 |
| 277 | 071050.KS | @DONGW19 | KR | 1.7784 | 5 | 0.075 | 6,273 | 1.0000 | -1 | -0.0013 | -58 | 112.5755 | -6,529 | 6,529 | -486 |
| 300 | 0522.HK | @ASMPA2 | HK | 3.4169 | 7 | 0.111 | 4,318 | 1.0000 | -1 | -0.0014 | -500 | 13.7275 | -6,864 | 6,864 | -759 |
| 309 | 8714.T | @SENSH4 | JP | 0.8556 | 1 | 0.015 | 1,483 | 1.0000 | -1 | -0.0048 | -4,300 | 5.5541 | -23,883 | 23,883 | -351 |
| 310 | 0257.HK | @CHINA264 | HK | 0.0752 | 3 | 0.031 | 3,743 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6093 | -5,483 | 5,483 | -168 |
| 325 | 8926.TW | @TAIWA44 | TW | 0.5913 | 2 | 0.015 | 1,042 | 1.0000 | -1 | -0.0014 | -4,000 | 1.7199 | -6,880 | 6,880 | -106 |
| 327 | 039490.KS | @KIWOO1 | KR | 1.8685 | 7 | 0.108 | 4,016 | 1.0000 | -1 | -0.0008 | -26 | 153.1057 | -3,981 | 3,981 | -430 |
| 328 | 1347.HK | @HUAHO1 | HK | 2.8238 | 5 | 0.070 | 10,140 | 1.0000 | -1 | -0.0016 | -1,000 | 7.9663 | -7,966 | 7,966 | -559 |
| 335 | 2689.HK | @NINED1 | HK | 1.5693 | 2 | 0.018 | 975 | 1.0000 | -1 | -0.0007 | -6,000 | 0.5774 | -3,464 | 3,464 | -62 |
| 338 | 0291.HK | @CHINA288 | HK | 0.2203 | 1 | 0.005 | 3,952 | 1.0000 | -1 | -0.0038 | -7,500 | 2.5377 | -19,033 | 19,033 | -95 |
| 340 | 0659.HK | @NWSHO2 | HK | 0.3181 | 2 | 0.029 | 1,489 | 1.0000 | -1 | -0.0148 | -68,000 | 1.0872 | -73,932 | 73,932 | -2,122 |
| 380 | 1988.HK | @CHINA1157 | HK | 0.1963 | 4 | 0.062 | 2,900 | 1.0000 | -1 | -0.0020 | -26,500 | 0.3830 | -10,150 | 10,150 | -626 |
| 381 | 0148.HK | @KINGB2 | HK | 2.3708 | 5 | 0.076 | 4,352 | 1.0000 | -1 | -0.0023 | -2,000 | 5.7051 | -11,410 | 11,410 | -871 |
| 382 | 0363.HK | @SHANG43 | HK | 0.2458 | 1 | 0.014 | 682 | 1.0000 | -1 | -0.0010 | -3,000 | 1.6965 | -5,090 | 5,090 | -69 |
| 400 | 3105.T | @NISSH18 | JP | 1.4067 | 3 | 0.038 | 2,386 | 1.0000 | -1 | -0.0003 | -100 | 14.0879 | -1,409 | 1,409 | -53 |
| 405 | 178320.KQ | @SEOJI2 | KR | 1.7729 | 2 | 0.030 | 1,283 | 1.0000 | -1 | -0.0003 | -78 | 21.4199 | -1,671 | 1,671 | -50 |
| 418 | 0288.HK | @WHGRO1 | HK | 0.3293 | 2 | 0.028 | 7,569 | 1.0000 | -1 | -0.0008 | -5,000 | 0.8081 | -4,041 | 4,041 | -112 |
| 451 | SMR.AX | @STANM1 | AU | 0.2812 | 2 | 0.020 | 648 | 1.0000 | -1 | -0.0003 | -972 | 1.7520 | -1,703 | 1,703 | -34 |
| 461 | 267250.KS | @HYUND474 | KR | 1.7429 | 10 | 0.232 | 8,575 | 1.0000 | -1 | -0.0023 | -107 | 108.5523 | -11,615 | 11,615 | -2,692 |
| 487 | 6965.T | @HAMAM4 | JP | 1.4474 | 2 | 0.020 | 4,280 | 1.0000 | -1 | -0.0016 | -600 | 13.4071 | -8,044 | 8,044 | -164 |
| 488 | 8386.T | @HYAKU2 | JP | 0.9646 | 1 | 0.010 | 1,966 | 1.0000 | -1 | -0.0003 | -100 | 17.1690 | -1,717 | 1,717 | -17 |
| 508 | 7261.T | @MAZDA2 | JP | 0.6100 | 1 | 0.004 | 4,107 | 1.0000 | -1 | -0.0001 | -100 | 6.8429 | -684 | 684 | -3 |
| 520 | 3006.TW | @ELITE18 | TW | 2.2644 | 1 | 0.008 | 2,390 | 1.0000 | 0 | 0.0000 | 0 | 8.0160 | 0 | 0 | 0 |
| 523 | 3008.TW | @LARGA1 | TW | 1.5163 | 10 | 0.309 | 18,746 | 1.0000 | 0 | 0.0000 | 0 | 168.6118 | 0 | 0 | 0 |
| 528 | 300770.ZK | @GUANG336 | CN | 0.6053 | 2 | -0.022 | 748 | -1.0000 | 1 | 0.0074 | 6,097 | 6.0767 | 37,050 | 37,050 | -818 |
| 542 | 688510.SH | @WUXIH9 | CN | 1.9251 | 1 | -0.004 | 737 | -1.0000 | 1 | 0.0075 | 13,300 | 2.8357 | 37,715 | 37,715 | -161 |
| 543 | 300034.ZK | @BEIJI79 | CN | 1.4483 | 1 | -0.014 | 942 | -1.0000 | 1 | 0.0033 | 8,200 | 2.0371 | 16,704 | 16,704 | -236 |
| 544 | 605117.SH | @NINGB89 | CN | 0.9472 | 1 | -0.002 | 9,040 | -1.0000 | 1 | 0.0079 | 3,600 | 10.9224 | 39,321 | 39,321 | -62 |
| 548 | 600763.SH | @BEIJI20 | CN | 0.7762 | 5 | -0.067 | 1,614 | -1.0000 | 1 | 0.0006 | 501 | 5.5011 | 2,756 | 2,756 | -184 |
| 551 | 600036.SH | @CHINA242 | CN | -0.1154 | 1 | 0.004 | 87,240 | 1.0000 | 0 | 0.0000 | 0 | 6.5061 | 0 | 0 | 0 |
| 560 | 600801.SH | @HUAXI1 | CN | 0.5658 | 3 | -0.040 | 1,907 | -1.0000 | 1 | 0.0011 | 1,500 | 3.5469 | 5,320 | 5,320 | -213 |
| 566 | 300696.ZK | @CHENG70 | CN | 2.0179 | 1 | -0.009 | 546 | -1.0000 | 1 | 0.0026 | 5,300 | 2.4424 | 12,945 | 12,945 | -114 |
| 583 | 688758.SH | @SUZHO131 | CN | 1.7557 | 2 | -0.025 | 1,345 | -1.0000 | 1 | 0.0010 | 1,400 | 3.4731 | 4,862 | 4,862 | -122 |
| 600 | 002683.ZK | @GUANG159 | CN | 1.1781 | 9 | -0.182 | 2,771 | -1.0000 | 0 | 0.0000 | 0 | 4.8623 | 0 | 0 | -0 |
| 601 | 688107.SH | @SHANG385 | CN | 1.9038 | 10 | -0.274 | 947 | -1.0000 | 0 | 0.0000 | 0 | 3.6237 | 0 | 0 | -0 |
| 611 | 002086.ZK | @SHAND59 | CN | 0.7572 | 10 | -0.459 | 753 | -1.0000 | 0 | 0.0000 | 0 | 0.4686 | 0 | 0 | -0 |
| 619 | 002943.ZK | @HUNAN68 | CN | 2.6214 | 10 | -0.288 | 1,065 | -1.0000 | 0 | 0.0000 | 0 | 3.9929 | 0 | 0 | -0 |
| 621 | 605333.SH | @KUNSH5 | CN | 0.9113 | 10 | -0.275 | 1,428 | -1.0000 | 0 | 0.0000 | 0 | 3.0783 | 0 | 0 | -0 |
| 634 | 688256.SH | @CAMBR63 | CN | 1.8643 | 10 | -0.207 | 62,818 | -1.0000 | 0 | 0.0000 | 0 | 129.7312 | 0 | 0 | -0 |
| 635 | 688708.SH | @CHENG120 | CN | 1.1182 | 2 | -0.028 | 1,692 | -1.0000 | 1 | 0.0011 | 1,100 | 5.1531 | 5,668 | 5,668 | -159 |
| 642 | 002625.ZK | @ZHEJI134 | CN | 1.3592 | 1 | -0.007 | 4,471 | -1.0000 | 1 | 0.0007 | 1,300 | 2.8824 | 3,747 | 3,747 | -28 |
| 663 | GULF_n.BK | @GULFD3 | TH | 0.3705 | 9 | 0.177 | 22,064 | 1.0000 | 0 | 0.0000 | 0 | 1.8011 | 0 | 0 | 0 |