| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -54,165 | 1,547,228 | 62 | 19,970,625 | -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 | 3 | 0.036 | 15,788 | 1.0000 | 0 | 0.0000 | 0 | 37.3749 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1543 | 6 | 0.080 | 7,440 | 1.0000 | 0 | 0.0000 | 0 | 1.9387 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.4377 | 4 | 0.055 | 7,450 | 1.0000 | -1 | -0.0168 | -142,000 | 0.5904 | -83,833 | 83,833 | -4,620 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0152 | 5 | -0.062 | 691 | -1.0000 | 0 | 0.0000 | 0 | 0.6953 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2084 | 8 | 0.133 | 5,592 | 1.0000 | 0 | 0.0000 | 0 | 3.2036 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | -0.0113 | 7 | 0.120 | 13,952 | 1.0000 | -1 | -0.0150 | -86,621 | 0.8680 | -75,188 | 75,188 | -9,053 |
| 24 | 2801.TW | @CHANG17 | TW | 0.0607 | 7 | 0.118 | 10,054 | 1.0000 | 0 | 0.0000 | 0 | 0.9062 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.2625 | 8 | 0.134 | 21,035 | 1.0000 | 0 | 0.0000 | 0 | 1.4965 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.2047 | 3 | 0.042 | 2,881 | 1.0000 | -1 | -0.0061 | -41,000 | 0.7380 | -30,257 | 30,257 | -1,274 |
| 34 | 2027.TW | @TACHE1 | TW | 0.3269 | 4 | 0.056 | 3,667 | 1.0000 | -1 | -0.0033 | -11,000 | 1.4935 | -16,428 | 16,428 | -922 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.1981 | 1 | 0.014 | 6,195 | 1.0000 | -1 | -0.0266 | -8,000 | 16.5975 | -132,780 | 132,780 | -1,834 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6667 | 2 | 0.026 | 744 | 1.0000 | -1 | -0.0012 | -400 | 15.5667 | -6,227 | 6,227 | -162 |
| 43 | 2548.TW | @HUAKU1 | TW | 0.2236 | 9 | 0.150 | 806 | 1.0000 | 0 | 0.0000 | 0 | 2.7612 | 0 | 0 | 0 |
| 55 | 8130.T | @SANGE1 | JP | 0.1239 | 1 | 0.003 | 1,181 | 1.0000 | -1 | -0.0132 | -3,300 | 19.9492 | -65,832 | 65,832 | -218 |
| 56 | 2890.TW | @SINOP13 | TW | 0.3536 | 8 | 0.147 | 20,025 | 1.0000 | 0 | 0.0000 | 0 | 1.3546 | 0 | 0 | 0 |
| 57 | 3076.T | @AIHOL1 | JP | 0.3178 | 1 | 0.005 | 1,020 | 1.0000 | -1 | -0.0133 | -3,500 | 18.9739 | -66,409 | 66,409 | -334 |
| 71 | 8544.T | @KEIYO1 | JP | 0.9050 | 1 | 0.006 | 1,930 | 1.0000 | -1 | -0.0024 | -800 | 15.2691 | -12,215 | 12,215 | -69 |
| 74 | 7189.T | @NISHI12 | JP | 0.9597 | 1 | 0.004 | 4,050 | 1.0000 | -1 | -0.0055 | -1,000 | 27.6629 | -27,663 | 27,663 | -105 |
| 77 | 8336.T | @MUSAS3 | JP | 0.8505 | 1 | 0.011 | 1,594 | 1.0000 | -1 | -0.0032 | -1,000 | 15.9087 | -15,909 | 15,909 | -176 |
| 81 | 1301.TW | @FORMO9 | TW | 0.9749 | 7 | 0.109 | 11,075 | 1.0000 | -1 | -0.0013 | -3,000 | 2.0960 | -6,288 | 6,288 | -687 |
| 92 | 2887.TW | @TAISH4 | TW | 0.3456 | 9 | 0.149 | 31,608 | 1.0000 | 0 | 0.0000 | 0 | 1.2585 | 0 | 0 | 0 |
| 115 | 2105.TW | @CHENG13 | TW | 0.1413 | 7 | 0.103 | 2,790 | 1.0000 | -1 | -0.0111 | -58,000 | 0.9565 | -55,477 | 55,477 | -5,699 |
| 118 | 1314.TW | @CHINA198 | TW | 0.5892 | 3 | 0.032 | 903 | 1.0000 | -1 | -0.0052 | -110,000 | 0.2386 | -26,245 | 26,245 | -848 |
| 128 | 8616.T | @TOKAI22 | JP | 0.6207 | 1 | 0.001 | 1,258 | 1.0000 | -1 | -0.0139 | -14,400 | 4.8258 | -69,492 | 69,492 | -67 |
| 130 | 0371.HK | @SHANG47 | HK | 0.0475 | 2 | 0.023 | 844 | 1.0000 | -1 | -0.0061 | -162,000 | 0.1867 | -30,250 | 30,250 | -710 |
| 133 | 8609.T | @OKASA2 | JP | 0.7949 | 1 | 0.010 | 1,466 | 1.0000 | -1 | -0.0048 | -3,800 | 6.3394 | -24,090 | 24,090 | -233 |
| 134 | 2855.TW | @PRESI5 | TW | 1.0427 | 6 | 0.084 | 2,482 | 1.0000 | -1 | -0.0121 | -39,000 | 1.5499 | -60,447 | 60,447 | -5,102 |
| 136 | 6005.TW | @CAPIT67 | TW | 0.9239 | 5 | 0.068 | 2,202 | 1.0000 | -1 | -0.0022 | -12,441 | 0.8970 | -11,160 | 11,160 | -757 |
| 139 | 2889.TW | @WATER39 | TW | 0.1968 | 3 | 0.043 | 1,708 | 1.0000 | -1 | -0.0053 | -52,462 | 0.5065 | -26,570 | 26,570 | -1,134 |
| 154 | 2883.HK | @CHINA258 | HK | 0.2173 | 7 | 0.107 | 1,737 | 1.0000 | -1 | -0.0058 | -30,000 | 0.9591 | -28,774 | 28,774 | -3,088 |
| 166 | 3899.HK | @ENRIC2 | HK | 0.9360 | 5 | 0.070 | 648 | 1.0000 | -1 | -0.0019 | -10,000 | 0.9304 | -9,304 | 9,304 | -647 |
| 170 | WHC.AX | @WHITE61 | AU | 0.0616 | 1 | 0.002 | 4,206 | 1.0000 | -1 | -0.0085 | -8,284 | 5.1187 | -42,403 | 42,403 | -96 |
| 179 | 0551.HK | @YUEYU3 | HK | 0.3431 | 1 | 0.005 | 1,363 | 1.0000 | -1 | -0.0139 | -40,000 | 1.7334 | -69,338 | 69,338 | -379 |
| 187 | 1999.HK | @MANWA3 | HK | 0.9685 | 1 | 0.008 | 434 | 1.0000 | -1 | -0.0089 | -145,600 | 0.3053 | -44,446 | 44,446 | -338 |
| 195 | 0008.HK | @PCCWL4 | HK | 0.0858 | 2 | 0.021 | 4,073 | 1.0000 | -1 | -0.0056 | -44,000 | 0.6411 | -28,209 | 28,209 | -591 |
| 200 | 3396.HK | @LEGEN26 | HK | 2.2581 | 9 | 0.164 | 1,198 | 1.0000 | 0 | 0.0000 | 0 | 1.6825 | 0 | 0 | 0 |
| 203 | 1277.HK | @KINET61 | HK | 0.5624 | 1 | 0.008 | 1,852 | 1.0000 | -1 | -0.0057 | -132,000 | 0.2154 | -28,434 | 28,434 | -220 |
| 215 | 1898.HK | @CHINA484 | HK | 0.1896 | 2 | 0.026 | 5,012 | 1.0000 | -1 | -0.0066 | -27,000 | 1.2204 | -32,951 | 32,951 | -858 |
| 228 | 373220.KS | @LGENE1 | KR | 1.2053 | 3 | 0.041 | 12,349 | 1.0000 | -1 | -0.0045 | -90 | 251.2955 | -22,617 | 22,617 | -925 |
| 230 | 006400.KS | @SAMSU45 | KR | 1.8482 | 1 | 0.004 | 23,707 | 1.0000 | -1 | -0.0097 | -133 | 363.1889 | -48,304 | 48,304 | -178 |
| 251 | 4938.TW | @PEGAT1 | TW | 0.3797 | 5 | 0.062 | 6,877 | 1.0000 | -1 | -0.0074 | -12,000 | 3.0968 | -37,161 | 37,161 | -2,312 |
| 261 | 8361.T | @OGAKI1 | JP | 1.1172 | 1 | 0.007 | 1,944 | 1.0000 | -1 | -0.0004 | -200 | 9.4173 | -1,883 | 1,883 | -13 |
| 264 | 001440.KS | @TAIHA2 | KR | 2.9673 | 2 | 0.017 | 1,593 | 1.0000 | -1 | -0.0037 | -1,300 | 14.2376 | -18,509 | 18,509 | -320 |
| 268 | 2333.HK | @GREAT74 | HK | 0.6866 | 2 | 0.023 | 1,848 | 1.0000 | -1 | -0.0014 | -8,500 | 0.8049 | -6,842 | 6,842 | -161 |
| 269 | 2611.HK | @GUOTA36 | HK | 0.8347 | 3 | 0.038 | 5,205 | 1.0000 | -1 | -0.0010 | -2,800 | 1.7067 | -4,779 | 4,779 | -182 |
| 275 | 071050.KS | @DONGW19 | KR | 1.7784 | 5 | 0.073 | 6,115 | 1.0000 | -1 | -0.0013 | -58 | 109.7373 | -6,365 | 6,365 | -464 |
| 298 | 0522.HK | @ASMPA2 | HK | 3.4169 | 6 | 0.097 | 4,077 | 1.0000 | -1 | -0.0013 | -500 | 12.9626 | -6,481 | 6,481 | -631 |
| 307 | 8714.T | @SENSH4 | JP | 0.8556 | 1 | 0.001 | 1,483 | 1.0000 | -1 | -0.0048 | -4,300 | 5.5541 | -23,883 | 23,883 | -34 |
| 308 | 0257.HK | @CHINA264 | HK | 0.0752 | 2 | 0.024 | 3,758 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6118 | -5,506 | 5,506 | -130 |
| 323 | 8926.TW | @TAIWA44 | TW | 0.5913 | 2 | 0.027 | 1,010 | 1.0000 | -1 | -0.0013 | -4,000 | 1.6659 | -6,663 | 6,663 | -182 |
| 325 | 039490.KS | @KIWOO1 | KR | 1.8685 | 7 | 0.106 | 3,886 | 1.0000 | -1 | -0.0008 | -26 | 148.1751 | -3,853 | 3,853 | -408 |
| 326 | 1347.HK | @HUAHO1 | HK | 2.8238 | 5 | 0.063 | 9,628 | 1.0000 | -1 | -0.0015 | -1,000 | 7.5647 | -7,565 | 7,565 | -480 |
| 338 | 0659.HK | @NWSHO2 | HK | 0.3181 | 2 | 0.028 | 1,495 | 1.0000 | -1 | -0.0148 | -68,000 | 1.0917 | -74,235 | 74,235 | -2,074 |
| 365 | 454910.KS | @DOOSA41 | KR | 2.0734 | 6 | -0.092 | 1,263 | -1.0000 | 0 | 0.0000 | 0 | 38.9582 | 0 | 0 | -0 |
| 378 | 1988.HK | @CHINA1157 | HK | 0.1963 | 3 | 0.041 | 2,963 | 1.0000 | -1 | -0.0021 | -26,500 | 0.3913 | -10,369 | 10,369 | -429 |
| 379 | 0148.HK | @KINGB2 | HK | 2.3708 | 6 | 0.088 | 4,111 | 1.0000 | -1 | -0.0022 | -2,000 | 5.3890 | -10,778 | 10,778 | -950 |
| 380 | 0363.HK | @SHANG43 | HK | 0.2458 | 1 | 0.012 | 689 | 1.0000 | -1 | -0.0010 | -3,000 | 1.7118 | -5,135 | 5,135 | -62 |
| 398 | 3105.T | @NISSH18 | JP | 1.4067 | 3 | 0.030 | 2,386 | 1.0000 | -1 | -0.0003 | -100 | 14.0879 | -1,409 | 1,409 | -42 |
| 403 | 178320.KQ | @SEOJI2 | KR | 1.7729 | 1 | 0.011 | 1,207 | 1.0000 | -1 | -0.0003 | -78 | 20.1482 | -1,572 | 1,572 | -17 |
| 416 | 0288.HK | @WHGRO1 | HK | 0.3293 | 1 | 0.010 | 7,861 | 1.0000 | -1 | -0.0008 | -5,000 | 0.8393 | -4,197 | 4,197 | -44 |
| 449 | SMR.AX | @STANM1 | AU | 0.2812 | 2 | 0.026 | 612 | 1.0000 | -1 | -0.0003 | -777 | 1.6550 | -1,286 | 1,286 | -33 |
| 459 | 267250.KS | @HYUND474 | KR | 1.7429 | 10 | 0.222 | 8,263 | 1.0000 | -1 | -0.0022 | -107 | 104.6073 | -11,193 | 11,193 | -2,488 |
| 485 | 6965.T | @HAMAM4 | JP | 1.4474 | 1 | 0.012 | 4,280 | 1.0000 | -1 | -0.0016 | -600 | 13.4071 | -8,044 | 8,044 | -96 |
| 486 | 8386.T | @HYAKU2 | JP | 0.9646 | 1 | 0.004 | 1,966 | 1.0000 | -1 | -0.0003 | -100 | 17.1690 | -1,717 | 1,717 | -7 |
| 506 | 7261.T | @MAZDA2 | JP | 0.6100 | 1 | 0.004 | 4,107 | 1.0000 | -1 | -0.0008 | -600 | 6.8429 | -4,106 | 4,106 | -16 |
| 523 | 7936.T | @ASICS5 | JP | 0.6731 | 4 | -0.047 | 21,554 | -1.0000 | 0 | 0.0000 | 0 | 30.3798 | 0 | 0 | -0 |
| 524 | 8522.T | @BKOFN6 | JP | 0.9595 | 1 | -0.012 | 1,835 | -1.0000 | 0 | 0.0000 | 0 | 37.1752 | 0 | 0 | -0 |
| 528 | 6146.T | @DISCO14 | JP | 2.1398 | 8 | 0.125 | 34,529 | 1.0000 | 0 | 0.0000 | 0 | 318.1740 | 0 | 0 | 0 |
| 530 | 6324.T | @HARMO10 | JP | 2.4116 | 2 | -0.029 | 2,063 | -1.0000 | 0 | 0.0000 | 0 | 32.9574 | 0 | 0 | -0 |
| 533 | 7012.T | @KAWAS12 | JP | 1.7637 | 2 | 0.017 | 11,646 | 1.0000 | -1 | -0.0003 | -100 | 13.2805 | -1,328 | 1,328 | -23 |
| 534 | 3008.TW | @LARGA1 | TW | 1.5163 | 10 | 0.319 | 16,774 | 1.0000 | 0 | 0.0000 | 0 | 150.8726 | 0 | 0 | 0 |
| 535 | 6787.T | @MEIKO2 | JP | 2.0772 | 7 | 0.109 | 1,409 | 1.0000 | 0 | 0.0000 | 0 | 52.5646 | 0 | 0 | 0 |
| 538 | 6269.T | @MODEC1 | JP | 0.8072 | 6 | 0.090 | 2,954 | 1.0000 | 0 | 0.0000 | 0 | 50.8546 | 0 | 0 | 0 |
| 542 | 6963.T | @ROHMC2 | JP | 1.9922 | 2 | 0.029 | 8,179 | 1.0000 | -1 | -0.0005 | -100 | 22.5078 | -2,251 | 2,251 | -66 |
| 545 | 1766.T | @TOKEN1 | JP | 0.1771 | 7 | 0.102 | 654 | 1.0000 | 0 | 0.0000 | 0 | 79.6068 | 0 | 0 | 0 |
| 547 | 6728.T | @ULVAC1 | JP | 1.8747 | 1 | 0.012 | 2,394 | 1.0000 | 0 | 0.0000 | 0 | 48.5051 | 0 | 0 | 0 |
| 564 | 300034.ZK | @BEIJI79 | CN | 1.4483 | 2 | -0.015 | 940 | -1.0000 | 1 | 0.0033 | 8,200 | 2.0343 | 16,681 | 16,681 | -243 |
| 565 | 605117.SH | @NINGB89 | CN | 0.9472 | 1 | -0.006 | 9,282 | -1.0000 | 1 | 0.0079 | 3,500 | 11.2150 | 39,253 | 39,253 | -220 |
| 569 | 600763.SH | @BEIJI20 | CN | 0.7762 | 4 | -0.061 | 1,634 | -1.0000 | 0 | 0.0000 | 0 | 5.5715 | 0 | 0 | -0 |
| 580 | 600801.SH | @HUAXI1 | CN | 0.5658 | 3 | -0.044 | 2,009 | -1.0000 | 1 | 0.0009 | 1,200 | 3.7368 | 4,484 | 4,484 | -198 |
| 586 | 300696.ZK | @CHENG70 | CN | 2.0179 | 2 | -0.029 | 546 | -1.0000 | 1 | 0.0026 | 5,300 | 2.4397 | 12,930 | 12,930 | -374 |
| 594 | 688279.SH | @FORTI838 | CN | 2.0812 | 3 | -0.035 | 1,494 | -1.0000 | 0 | 0.0000 | 0 | 25.7495 | 0 | 0 | -0 |
| 610 | 601228.SH | @GUANG288 | CN | 0.3159 | 8 | -0.134 | 851 | -1.0000 | 0 | 0.0000 | 0 | 0.4699 | 0 | 0 | -0 |
| 616 | 300633.ZK | @SONOS2 | CN | 0.8147 | 10 | -0.224 | 1,395 | -1.0000 | 0 | 0.0000 | 0 | 3.2834 | 0 | 0 | -0 |
| 625 | 301269.ZK | @EMPYR5 | CN | 1.0601 | 8 | -0.136 | 3,646 | -1.0000 | 0 | 0.0000 | 0 | 13.3109 | 0 | 0 | -0 |
| 629 | 002086.ZK | @SHAND59 | CN | 0.7572 | 10 | -0.456 | 825 | -1.0000 | 0 | 0.0000 | 0 | 0.5135 | 0 | 0 | -0 |
| 630 | 688567.SH | @FARAS1 | CN | 1.2577 | 10 | -0.314 | 1,394 | -1.0000 | 0 | 0.0000 | 0 | 1.4263 | 0 | 0 | -0 |
| 638 | 603606.SH | @NINGB35 | CN | 0.5062 | 10 | -0.236 | 3,242 | -1.0000 | 0 | 0.0000 | 0 | 5.7802 | 0 | 0 | -0 |
| 650 | 688708.SH | @CHENG120 | CN | 1.1182 | 2 | -0.022 | 1,669 | -1.0000 | 1 | 0.0011 | 1,100 | 5.0835 | 5,592 | 5,592 | -125 |
| 651 | 300122.ZK | @CHONG44 | CN | 0.9533 | 10 | -0.374 | 5,233 | -1.0000 | 0 | 0.0000 | 0 | 2.1860 | 0 | 0 | -0 |
| 652 | 688192.SH | @DIZAL1 | CN | 0.8314 | 10 | -0.322 | 2,644 | -1.0000 | 0 | 0.0000 | 0 | 8.8819 | 0 | 0 | -0 |
| 656 | 600928.SH | @XIANB1 | CN | 0.1346 | 6 | -0.092 | 991 | -1.0000 | 0 | 0.0000 | 0 | 0.5720 | 0 | 0 | -0 |
| 657 | 002625.ZK | @ZHEJI134 | CN | 1.3592 | 1 | -0.004 | 4,344 | -1.0000 | 1 | 0.0007 | 1,300 | 2.8000 | 3,640 | 3,640 | -15 |
| 658 | 603119.SH | @ZHEJI491 | CN | 2.0892 | 8 | -0.147 | 3,929 | -1.0000 | 0 | 0.0000 | 0 | 8.3099 | 0 | 0 | -0 |
| 659 | 301550.ZK | @ZHEJI493 | CN | 2.1834 | 8 | -0.147 | 5,971 | -1.0000 | 0 | 0.0000 | 0 | 17.8059 | 0 | 0 | -0 |
| 660 | 300251.ZK | @BEIJI110 | CN | 1.1353 | 10 | -0.258 | 3,081 | -1.0000 | 0 | 0.0000 | 0 | 1.8106 | 0 | 0 | -0 |
| 665 | 300035.ZK | @HUNAN32 | CN | 1.1582 | 10 | -0.241 | 1,135 | -1.0000 | 0 | 0.0000 | 0 | 1.7431 | 0 | 0 | -0 |
| 666 | 688322.SH | @ORBBE1 | CN | 1.7016 | 9 | -0.176 | 5,224 | -1.0000 | 0 | 0.0000 | 0 | 14.7147 | 0 | 0 | -0 |
| 690 | GULF_n.BK | @GULFD3 | TH | 0.3705 | 9 | 0.166 | 21,779 | 1.0000 | 0 | 0.0000 | 0 | 1.7778 | 0 | 0 | 0 |