| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -58,019 | 1,610,930 | 68 | 19,989,490 | -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 | 0.033 | 16,074 | 1.0000 | 0 | 0.0000 | 0 | 38.0518 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1543 | 5 | 0.072 | 7,521 | 1.0000 | 0 | 0.0000 | 0 | 1.9599 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.4377 | 4 | 0.055 | 7,356 | 1.0000 | -1 | -0.0166 | -142,000 | 0.5830 | -82,779 | 82,779 | -4,554 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0152 | 5 | -0.065 | 706 | -1.0000 | 0 | 0.0000 | 0 | 0.7099 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2084 | 8 | 0.128 | 5,527 | 1.0000 | 0 | 0.0000 | 0 | 3.1659 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | -0.0113 | 7 | 0.108 | 13,945 | 1.0000 | -1 | -0.0150 | -86,621 | 0.8676 | -75,151 | 75,151 | -8,102 |
| 24 | 2801.TW | @CHANG17 | TW | 0.0607 | 7 | 0.116 | 9,913 | 1.0000 | 0 | 0.0000 | 0 | 0.8935 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.2625 | 8 | 0.124 | 20,988 | 1.0000 | 0 | 0.0000 | 0 | 1.4932 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.2047 | 4 | 0.049 | 2,878 | 1.0000 | -1 | -0.0060 | -41,000 | 0.7373 | -30,230 | 30,230 | -1,481 |
| 34 | 2027.TW | @TACHE1 | TW | 0.3269 | 5 | 0.066 | 3,640 | 1.0000 | -1 | -0.0033 | -11,000 | 1.4825 | -16,307 | 16,307 | -1,077 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.1981 | 2 | 0.023 | 6,068 | 1.0000 | -1 | -0.0260 | -8,000 | 16.2557 | -130,046 | 130,046 | -3,002 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6667 | 5 | 0.067 | 704 | 1.0000 | 0 | 0.0000 | 0 | 14.7174 | 0 | 0 | 0 |
| 43 | 2548.TW | @HUAKU1 | TW | 0.2236 | 9 | 0.147 | 803 | 1.0000 | 0 | 0.0000 | 0 | 2.7489 | 0 | 0 | 0 |
| 46 | 2666.HK | @UNIVE423 | HK | 0.2799 | 2 | 0.015 | 731 | 1.0000 | 0 | 0.0000 | 0 | 0.5857 | 0 | 0 | 0 |
| 56 | 2890.TW | @SINOP13 | TW | 0.3536 | 9 | 0.154 | 19,417 | 1.0000 | 0 | 0.0000 | 0 | 1.3135 | 0 | 0 | 0 |
| 57 | 3076.T | @AIHOL1 | JP | 0.3178 | 1 | 0.009 | 1,015 | 1.0000 | -1 | -0.0132 | -3,500 | 18.8782 | -66,074 | 66,074 | -565 |
| 71 | 8544.T | @KEIYO1 | JP | 0.9050 | 2 | 0.017 | 1,913 | 1.0000 | -1 | -0.0024 | -800 | 15.1278 | -12,102 | 12,102 | -201 |
| 74 | 7189.T | @NISHI12 | JP | 0.9597 | 1 | 0.013 | 4,023 | 1.0000 | -1 | -0.0055 | -1,000 | 27.4838 | -27,484 | 27,484 | -361 |
| 77 | 8336.T | @MUSAS3 | JP | 0.8505 | 2 | 0.020 | 1,581 | 1.0000 | -1 | -0.0032 | -1,000 | 15.7781 | -15,778 | 15,778 | -317 |
| 81 | 1301.TW | @FORMO9 | TW | 0.9749 | 7 | 0.109 | 11,114 | 1.0000 | -1 | -0.0013 | -3,000 | 2.1035 | -6,311 | 6,311 | -685 |
| 84 | 167A.T | @RYOYO2 | JP | 0.5421 | 1 | 0.003 | 991 | 1.0000 | -1 | -0.0099 | -2,500 | 19.8252 | -49,563 | 49,563 | -151 |
| 92 | 2887.TW | @TAISH4 | TW | 0.3456 | 9 | 0.153 | 30,773 | 1.0000 | 0 | 0.0000 | 0 | 1.2253 | 0 | 0 | 0 |
| 115 | 2105.TW | @CHENG13 | TW | 0.1413 | 7 | 0.105 | 2,691 | 1.0000 | -1 | -0.0107 | -58,000 | 0.9224 | -53,498 | 53,498 | -5,597 |
| 118 | 1314.TW | @CHINA198 | TW | 0.5892 | 2 | 0.025 | 906 | 1.0000 | -1 | -0.0053 | -110,000 | 0.2393 | -26,320 | 26,320 | -658 |
| 128 | 8616.T | @TOKAI22 | JP | 0.6207 | 1 | 0.012 | 1,227 | 1.0000 | -1 | -0.0136 | -14,400 | 4.7101 | -67,825 | 67,825 | -822 |
| 130 | 0371.HK | @SHANG47 | HK | 0.0475 | 2 | 0.019 | 850 | 1.0000 | -1 | -0.0061 | -162,000 | 0.1880 | -30,455 | 30,455 | -568 |
| 133 | 8609.T | @OKASA2 | JP | 0.7949 | 2 | 0.018 | 1,439 | 1.0000 | -1 | -0.0047 | -3,800 | 6.2254 | -23,656 | 23,656 | -429 |
| 134 | 2855.TW | @PRESI5 | TW | 1.0427 | 6 | 0.081 | 2,486 | 1.0000 | -1 | -0.0121 | -39,000 | 1.5525 | -60,548 | 60,548 | -4,921 |
| 136 | 6005.TW | @CAPIT67 | TW | 0.9239 | 5 | 0.068 | 2,179 | 1.0000 | -1 | -0.0022 | -12,441 | 0.8874 | -11,040 | 11,040 | -749 |
| 139 | 2889.TW | @WATER39 | TW | 0.1968 | 3 | 0.034 | 1,699 | 1.0000 | -1 | -0.0053 | -52,462 | 0.5038 | -26,431 | 26,431 | -892 |
| 154 | 2883.HK | @CHINA258 | HK | 0.2173 | 7 | 0.120 | 1,698 | 1.0000 | -1 | -0.0056 | -30,000 | 0.9374 | -28,123 | 28,123 | -3,370 |
| 166 | 3899.HK | @ENRIC2 | HK | 0.9360 | 5 | 0.063 | 661 | 1.0000 | -1 | -0.0019 | -10,000 | 0.9495 | -9,495 | 9,495 | -599 |
| 179 | 0551.HK | @YUEYU3 | HK | 0.3431 | 3 | 0.032 | 1,346 | 1.0000 | -1 | -0.0125 | -36,500 | 1.7117 | -62,478 | 62,478 | -2,012 |
| 187 | 1999.HK | @MANWA3 | HK | 0.9685 | 1 | 0.013 | 433 | 1.0000 | -1 | -0.0089 | -145,600 | 0.3046 | -44,352 | 44,352 | -573 |
| 191 | 4523.T | @EISAI2 | JP | 0.1880 | 1 | -0.013 | 9,165 | -1.0000 | 0 | 0.0000 | 0 | 31.4236 | 0 | 0 | -0 |
| 195 | 0008.HK | @PCCWL4 | HK | 0.0858 | 2 | 0.024 | 4,089 | 1.0000 | -1 | -0.0050 | -39,000 | 0.6436 | -25,102 | 25,102 | -598 |
| 214 | 1898.HK | @CHINA484 | HK | 0.1896 | 1 | 0.006 | 5,156 | 1.0000 | -1 | -0.0068 | -27,000 | 1.2554 | -33,897 | 33,897 | -192 |
| 221 | 8393.T | @MIYAZ1 | JP | 0.9098 | 1 | 0.008 | 1,264 | 1.0000 | -1 | -0.0089 | -3,000 | 14.7553 | -44,266 | 44,266 | -357 |
| 227 | 373220.KS | @LGENE1 | KR | 1.2053 | 2 | 0.023 | 13,028 | 1.0000 | -1 | -0.0048 | -90 | 265.1232 | -23,861 | 23,861 | -554 |
| 228 | 277810.KQ | @RAINB29 | KR | 2.1808 | 2 | 0.019 | 3,268 | 1.0000 | -1 | -0.0009 | -17 | 259.1486 | -4,406 | 4,406 | -84 |
| 241 | 8360.T | @YAMAN5 | JP | 1.1146 | 1 | 0.001 | 1,298 | 1.0000 | -1 | -0.0021 | -1,300 | 7.9175 | -10,293 | 10,293 | -6 |
| 250 | 4938.TW | @PEGAT1 | TW | 0.3797 | 5 | 0.065 | 6,862 | 1.0000 | -1 | -0.0074 | -12,000 | 3.0898 | -37,078 | 37,078 | -2,411 |
| 260 | 8361.T | @OGAKI1 | JP | 1.1172 | 1 | 0.014 | 1,948 | 1.0000 | -1 | -0.0004 | -200 | 9.4391 | -1,888 | 1,888 | -26 |
| 261 | 003540.KS | @DAISH8 | KR | 1.3651 | 1 | 0.001 | 794 | 1.0000 | -1 | -0.0036 | -1,088 | 16.6542 | -18,120 | 18,120 | -11 |
| 263 | 001440.KS | @TAIHA2 | KR | 2.9673 | 1 | 0.013 | 1,675 | 1.0000 | -1 | -0.0039 | -1,300 | 14.9739 | -19,466 | 19,466 | -252 |
| 267 | 2333.HK | @GREAT74 | HK | 0.6866 | 2 | 0.028 | 1,822 | 1.0000 | -1 | -0.0013 | -8,500 | 0.7934 | -6,744 | 6,744 | -188 |
| 268 | 2611.HK | @GUOTA36 | HK | 0.8347 | 3 | 0.039 | 5,182 | 1.0000 | -1 | -0.0010 | -2,800 | 1.6990 | -4,757 | 4,757 | -187 |
| 274 | 071050.KS | @DONGW19 | KR | 1.7784 | 5 | 0.080 | 6,139 | 1.0000 | -1 | -0.0013 | -58 | 110.1568 | -6,389 | 6,389 | -510 |
| 297 | 0522.HK | @ASMPA2 | HK | 3.4169 | 5 | 0.077 | 4,514 | 1.0000 | -1 | -0.0014 | -500 | 14.3514 | -7,176 | 7,176 | -551 |
| 306 | 8714.T | @SENSH4 | JP | 0.8556 | 1 | 0.006 | 1,470 | 1.0000 | -1 | -0.0047 | -4,300 | 5.5056 | -23,674 | 23,674 | -132 |
| 307 | 0257.HK | @CHINA264 | HK | 0.0752 | 2 | 0.025 | 3,770 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6137 | -5,523 | 5,523 | -138 |
| 322 | 8926.TW | @TAIWA44 | TW | 0.5913 | 2 | 0.016 | 1,004 | 1.0000 | -1 | -0.0013 | -4,000 | 1.6560 | -6,624 | 6,624 | -106 |
| 324 | 039490.KS | @KIWOO1 | KR | 1.8685 | 7 | 0.104 | 3,912 | 1.0000 | -1 | -0.0008 | -26 | 149.1412 | -3,878 | 3,878 | -404 |
| 325 | 1347.HK | @HUAHO1 | HK | 2.8238 | 3 | 0.038 | 11,145 | 1.0000 | -1 | -0.0018 | -1,000 | 8.7562 | -8,756 | 8,756 | -333 |
| 337 | 0659.HK | @NWSHO2 | HK | 0.3181 | 2 | 0.020 | 1,518 | 1.0000 | -1 | -0.0151 | -68,000 | 1.1082 | -75,359 | 75,359 | -1,534 |
| 376 | 1988.HK | @CHINA1157 | HK | 0.1963 | 3 | 0.042 | 2,967 | 1.0000 | -1 | -0.0021 | -26,500 | 0.3919 | -10,386 | 10,386 | -439 |
| 377 | 0148.HK | @KINGB2 | HK | 2.3708 | 5 | 0.071 | 4,468 | 1.0000 | -1 | -0.0023 | -2,000 | 5.8578 | -11,716 | 11,716 | -830 |
| 378 | 0363.HK | @SHANG43 | HK | 0.2458 | 2 | 0.016 | 696 | 1.0000 | -1 | -0.0010 | -3,000 | 1.7296 | -5,189 | 5,189 | -83 |
| 390 | 6526.T | @SOCIO2 | JP | 1.5977 | 2 | 0.019 | 1,932 | 1.0000 | -1 | -0.0039 | -1,800 | 10.7334 | -19,320 | 19,320 | -364 |
| 396 | 3105.T | @NISSH18 | JP | 1.4067 | 4 | 0.058 | 2,265 | 1.0000 | -1 | -0.0003 | -100 | 13.3726 | -1,337 | 1,337 | -78 |
| 414 | 0288.HK | @WHGRO1 | HK | 0.3293 | 2 | 0.023 | 7,736 | 1.0000 | -1 | -0.0008 | -5,000 | 0.8259 | -4,130 | 4,130 | -96 |
| 423 | 6457.T | @GLORY3 | JP | 0.3928 | 1 | 0.007 | 1,678 | 1.0000 | -1 | -0.0116 | -1,900 | 30.5650 | -58,073 | 58,073 | -419 |
| 430 | 6432.T | @TAKEU1 | JP | 0.7724 | 1 | 0.001 | 1,905 | 1.0000 | -1 | -0.0028 | -300 | 47.4164 | -14,225 | 14,225 | -14 |
| 447 | SMR.AX | @STANM1 | AU | 0.2812 | 1 | 0.008 | 625 | 1.0000 | -1 | -0.0003 | -777 | 1.6902 | -1,313 | 1,313 | -11 |
| 457 | 267250.KS | @HYUND474 | KR | 1.7429 | 10 | 0.248 | 8,118 | 1.0000 | -1 | -0.0022 | -107 | 102.7633 | -10,996 | 10,996 | -2,728 |
| 465 | 4194.T | @VISIO77 | JP | 0.0179 | 4 | 0.056 | 2,527 | 1.0000 | 0 | 0.0000 | 0 | 62.4242 | 0 | 0 | 0 |
| 468 | 4597.T | @SOLAS6 | JP | 1.1545 | 10 | -0.218 | 43 | -1.0000 | 0 | 0.0000 | 0 | 0.1578 | 0 | 0 | -0 |
| 481 | 4061.T | @DENKI3 | JP | 1.1797 | 2 | 0.027 | 1,672 | 1.0000 | -1 | -0.0004 | -100 | 18.8782 | -1,888 | 1,888 | -51 |
| 483 | 6965.T | @HAMAM4 | JP | 1.4474 | 3 | 0.032 | 4,227 | 1.0000 | -1 | -0.0016 | -600 | 13.2400 | -7,944 | 7,944 | -254 |
| 484 | 8386.T | @HYAKU2 | JP | 0.9646 | 1 | 0.008 | 1,968 | 1.0000 | -1 | -0.0003 | -100 | 17.1861 | -1,719 | 1,719 | -15 |
| 491 | 6235.T | @OPTOR2 | JP | 2.1625 | 2 | 0.017 | 514 | 1.0000 | -1 | -0.0003 | -100 | 13.4862 | -1,349 | 1,349 | -23 |
| 499 | 6622.T | @DAIHE1 | JP | 2.0755 | 3 | 0.039 | 1,685 | 1.0000 | 0 | 0.0000 | 0 | 14.3954 | 0 | 0 | 0 |
| 504 | 7261.T | @MAZDA2 | JP | 0.6100 | 1 | 0.003 | 4,123 | 1.0000 | -1 | -0.0008 | -600 | 6.8694 | -4,122 | 4,122 | -12 |
| 511 | 2317.T | @SYSTE29 | JP | 0.1318 | 3 | 0.036 | 907 | 1.0000 | 0 | 0.0000 | 0 | 2.8033 | 0 | 0 | 0 |
| 512 | 8233.T | @TAKAS8 | JP | 0.4152 | 1 | 0.001 | 4,119 | 1.0000 | -1 | -0.0032 | -1,200 | 13.4957 | -16,195 | 16,195 | -17 |
| 521 | 5832.T | @CHUGO2 | JP | 0.7490 | 1 | 0.009 | 4,075 | 1.0000 | -1 | -0.0004 | -100 | 22.0540 | -2,205 | 2,205 | -20 |
| 527 | 7012.T | @KAWAS12 | JP | 1.7637 | 2 | 0.029 | 11,492 | 1.0000 | -1 | -0.0003 | -100 | 13.1042 | -1,310 | 1,310 | -37 |
| 528 | 3315.T | @MITSU109 | JP | 0.6095 | 9 | -0.171 | 94 | -1.0000 | 0 | 0.0000 | 0 | 0.5177 | 0 | 0 | -0 |
| 531 | 4587.T | @PEPTI4 | JP | 0.5439 | 3 | -0.043 | 908 | -1.0000 | 0 | 0.0000 | 0 | 6.9830 | 0 | 0 | -0 |
| 533 | 6963.T | @ROHMC2 | JP | 1.9922 | 4 | 0.060 | 7,927 | 1.0000 | -1 | -0.0004 | -100 | 21.8141 | -2,181 | 2,181 | -132 |
| 537 | 6857.T | @ADVAN93 | JP | 2.2450 | 7 | 0.118 | 159,771 | 1.0000 | 0 | 0.0000 | 0 | 218.2670 | 0 | 0 | 0 |
| 539 | 6146.T | @DISCO14 | JP | 2.1398 | 9 | 0.168 | 32,458 | 1.0000 | 0 | 0.0000 | 0 | 299.0832 | 0 | 0 | 0 |
| 542 | 6920.T | @LASER19 | JP | 2.2064 | 7 | 0.119 | 23,294 | 1.0000 | 0 | 0.0000 | 0 | 247.0578 | 0 | 0 | 0 |
| 544 | 4186.T | @TOKYO42 | JP | 1.8357 | 7 | 0.113 | 6,145 | 1.0000 | 0 | 0.0000 | 0 | 48.0857 | 0 | 0 | 0 |
| 561 | 688510.SH | @WUXIH9 | CN | 1.9251 | 1 | -0.015 | 757 | -1.0000 | 1 | 0.0077 | 13,300 | 2.9109 | 38,715 | 38,715 | -568 |
| 562 | 300034.ZK | @BEIJI79 | CN | 1.4483 | 2 | -0.023 | 963 | -1.0000 | 1 | 0.0034 | 8,200 | 2.0835 | 17,085 | 17,085 | -390 |
| 563 | 605117.SH | @NINGB89 | CN | 0.9472 | 2 | -0.019 | 9,715 | -1.0000 | 1 | 0.0068 | 2,900 | 11.7380 | 34,040 | 34,040 | -655 |
| 577 | 600801.SH | @HUAXI1 | CN | 0.5658 | 4 | -0.052 | 2,044 | -1.0000 | 0 | 0.0000 | 0 | 3.8012 | 0 | 0 | -0 |
| 578 | 600055.SH | @BEIJI8 | CN | 0.6912 | 10 | -0.274 | 608 | -1.0000 | 0 | 0.0000 | 0 | 1.5724 | 0 | 0 | -0 |
| 583 | 300696.ZK | @CHENG70 | CN | 2.0179 | 2 | -0.017 | 555 | -1.0000 | 1 | 0.0026 | 5,300 | 2.4807 | 13,148 | 13,148 | -221 |
| 599 | 688758.SH | @SUZHO131 | CN | 1.7557 | 2 | -0.026 | 1,385 | -1.0000 | 1 | 0.0006 | 900 | 3.5764 | 3,219 | 3,219 | -84 |
| 603 | 603097.SH | @HUACH3 | CN | 1.4298 | 10 | -0.192 | 603 | -1.0000 | 0 | 0.0000 | 0 | 2.6246 | 0 | 0 | -0 |
| 605 | 601808.SH | @CHINA638 | CN | 0.0508 | 2 | -0.027 | 5,871 | -1.0000 | 0 | 0.0000 | 0 | 1.9831 | 0 | 0 | -0 |
| 636 | 301187.ZK | @ALTON5 | CN | 1.3567 | 10 | -0.298 | 189 | -1.0000 | 0 | 0.0000 | 0 | 2.3218 | 0 | 0 | -0 |
| 639 | 688708.SH | @CHENG120 | CN | 1.1182 | 3 | -0.038 | 1,739 | -1.0000 | 1 | 0.0012 | 1,100 | 5.2957 | 5,825 | 5,825 | -221 |
| 648 | 603131.SH | @SHANG205 | CN | 1.6119 | 9 | -0.182 | 836 | -1.0000 | 0 | 0.0000 | 0 | 2.4822 | 0 | 0 | -0 |
| 660 | 605333.SH | @KUNSH5 | CN | 0.9113 | 10 | -0.218 | 1,362 | -1.0000 | 0 | 0.0000 | 0 | 2.9349 | 0 | 0 | -0 |
| 662 | 603026.SH | @SHAND118 | CN | 1.4475 | 10 | -0.261 | 1,119 | -1.0000 | 0 | 0.0000 | 0 | 7.0719 | 0 | 0 | -0 |
| 666 | 600575.SH | @WUHUP1 | CN | 0.2248 | 10 | -0.203 | 817 | -1.0000 | 0 | 0.0000 | 0 | 0.4752 | 0 | 0 | -0 |
| 667 | 603381.SH | @YONZT1 | CN | 1.1669 | 10 | -0.311 | 549 | -1.0000 | 0 | 0.0000 | 0 | 2.5691 | 0 | 0 | -0 |
| 676 | GULF_n.BK | @GULFD3 | TH | 0.3705 | 8 | 0.143 | 22,221 | 1.0000 | 0 | 0.0000 | 0 | 1.8139 | 0 | 0 | 0 |
| 685 | TCAP_n.BK | @NATIO69 | TH | 0.3933 | 10 | 0.255 | 1,801 | 1.0000 | 0 | 0.0000 | 0 | 2.2896 | 0 | 0 | 0 |