total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -91,416 1,964,908 109 20,001,800 -0.005

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 0.057 16,437 1.0000 0 0.0000 0 38.9093 0 0 0
6 TLMM.KL @TELEK13 MY 0.1543 6 0.102 7,456 1.0000 0 0.0000 0 1.9428 0 0 0
10 2002.TW @CHINA152 TW 0.4377 5 0.075 7,154 1.0000 -1 -0.0161 -142,000 0.5669 -80,503 80,503 -6,028
15 2252.HK @SHANG384 HK 1.6845 9 -0.175 1,252 -1.0000 0 0.0000 0 2.6990 0 0 -0
16 5871.TW @CHAIL1 TW 0.2084 9 0.155 5,466 1.0000 0 0.0000 0 3.1310 0 0 0
17 0853.HK @MICRO183 HK 1.1208 7 -0.115 920 -1.0000 0 0.0000 0 0.7741 0 0 -0
18 5880.TW @TWCOO1 TW -0.0113 8 0.143 13,534 1.0000 -1 -0.0146 -86,621 0.8420 -72,937 72,937 -10,461
23 2801.TW @CHANG17 TW 0.0607 9 0.158 9,326 1.0000 0 0.0000 0 0.8405 0 0 0
24 2880.TW @HUANA1 TW 0.2625 8 0.145 21,086 1.0000 0 0.0000 0 1.5001 0 0 0
30 3360.HK @FAREA51 HK 0.2047 4 0.064 2,844 1.0000 -1 -0.0057 -39,000 0.7286 -28,414 28,414 -1,805
33 2027.TW @TACHE1 TW 0.3269 4 0.064 3,634 1.0000 -1 -0.0033 -11,000 1.4804 -16,284 16,284 -1,042
34 8424.T @FUYOG1 JP 0.1141 2 0.024 1,983 1.0000 -1 -0.0162 -3,200 25.3772 -81,207 81,207 -1,917
35 2207.TW @HOTAI2 TW 0.1981 4 0.061 5,764 1.0000 -1 -0.0247 -8,000 15.4421 -123,537 123,537 -7,498
41 2548.TW @HUAKU1 TW 0.2236 7 0.126 830 1.0000 0 0.0000 0 2.8422 0 0 0
52 8130.T @SANGE1 JP 0.1239 1 0.015 1,173 1.0000 -1 -0.0123 -3,100 19.8151 -61,427 61,427 -898
53 2890.TW @SINOP13 TW 0.3536 9 0.174 18,918 1.0000 0 0.0000 0 1.2798 0 0 0
54 3076.T @AIHOL1 JP 0.3178 1 0.005 1,031 1.0000 -1 -0.0130 -3,400 19.1830 -65,222 65,222 -324
68 8544.T @KEIYO1 JP 0.9050 3 0.036 1,815 1.0000 -1 -0.0026 -900 14.3541 -12,919 12,919 -467
71 7189.T @NISHI12 JP 0.9597 1 0.006 4,096 1.0000 -1 -0.0056 -1,000 27.9813 -27,981 27,981 -180
74 8336.T @MUSAS3 JP 0.8505 2 0.029 1,551 1.0000 -1 -0.0031 -1,000 15.4791 -15,479 15,479 -442
78 1301.TW @FORMO9 TW 0.9749 6 0.095 11,227 1.0000 -1 -0.0013 -3,000 2.1248 -6,374 6,374 -603
81 167A.T @RYOYO2 JP 0.5421 1 0.009 969 1.0000 -1 -0.0093 -2,400 19.3726 -46,494 46,494 -412
84 6875.T @MEGAC3 JP 1.5320 1 0.008 827 1.0000 -1 -0.0107 -1,000 53.4090 -53,409 53,409 -409
87 2887.TW @TAISH4 TW 0.3456 9 0.172 30,118 1.0000 0 0.0000 0 1.1992 0 0 0
90 5947.T @RINNA1 JP 0.0730 1 0.004 2,720 1.0000 -1 -0.0195 -4,400 22.1537 -97,476 97,476 -359
93 5214.T @NIPPO141 JP 0.9972 1 0.006 2,703 1.0000 -1 -0.0036 -600 30.1935 -18,116 18,116 -108
110 2105.TW @CHENG13 TW 0.1413 8 0.131 2,585 1.0000 -1 -0.0103 -58,000 0.8861 -51,394 51,394 -6,726
113 1314.TW @CHINA198 TW 0.5892 2 0.028 878 1.0000 -1 -0.0051 -110,000 0.2319 -25,513 25,513 -715
125 0371.HK @SHANG47 HK 0.0475 3 0.032 836 1.0000 -1 -0.0016 -42,000 0.1848 -7,764 7,764 -250
129 2855.TW @PRESI5 TW 1.0427 6 0.084 2,434 1.0000 -1 -0.0119 -39,000 1.5199 -59,276 59,276 -4,960
131 6005.TW @CAPIT67 TW 0.9239 6 0.096 2,030 1.0000 -1 -0.0021 -12,441 0.8268 -10,287 10,287 -991
134 2889.TW @WATER39 TW 0.1968 4 0.052 1,620 1.0000 -1 -0.0050 -52,462 0.4803 -25,197 25,197 -1,302
149 2883.HK @CHINA258 HK 0.2173 6 0.102 1,620 1.0000 -1 -0.0068 -38,000 0.8943 -33,983 33,983 -3,481
161 3899.HK @ENRIC2 HK 0.9360 4 0.058 647 1.0000 -1 -0.0056 -30,000 0.9293 -27,880 27,880 -1,613
175 0165.HK @CHINA236 HK 1.5359 4 -0.051 1,057 -1.0000 0 0.0000 0 0.6272 0 0 -0
182 1999.HK @MANWA3 HK 0.9685 2 0.026 441 1.0000 -1 -0.0090 -145,200 0.3104 -45,073 45,073 -1,185
189 0008.HK @PCCWL4 HK 0.0858 2 0.025 4,155 1.0000 -1 -0.0047 -36,000 0.6540 -23,543 23,543 -582
216 042660.KS @DAEWO6 KR 2.1237 2 0.019 6,827 1.0000 -1 -0.0068 -943 35.9339 -33,886 33,886 -636
219 440110.KQ @FADUI1 KR 2.5414 6 0.099 1,198 1.0000 -1 -0.0017 -326 25.4376 -8,293 8,293 -822
220 373220.KS @LGENE1 KR 1.2053 5 0.068 12,133 1.0000 -1 -0.0044 -90 246.9053 -22,221 22,221 -1,522
221 277810.KQ @RAINB29 KR 2.1808 3 0.040 3,062 1.0000 -1 -0.0008 -17 242.7964 -4,128 4,128 -164
222 006400.KS @SAMSU45 KR 1.8482 4 0.057 22,236 1.0000 -1 -0.0091 -133 340.6621 -45,308 45,308 -2,597
223 010140.KS @SAMSU53 KR 1.5564 3 0.038 9,192 1.0000 -1 -0.0100 -4,075 12.2892 -50,079 50,079 -1,920
242 4938.TW @PEGAT1 TW 0.3797 6 0.103 6,494 1.0000 -1 -0.0070 -12,000 2.9243 -35,091 35,091 -3,608
250 9863.HK @ZHEJI434 HK 0.8064 1 0.002 3,521 1.0000 -1 -0.0026 -3,100 4.2069 -13,041 13,041 -21
252 8361.T @OGAKI1 JP 1.1172 2 0.017 1,922 1.0000 -1 -0.0007 -400 9.3102 -3,724 3,724 -63
253 003540.KS @DAISH8 KR 1.3651 4 0.050 735 1.0000 -1 -0.0034 -1,088 15.4269 -16,784 16,784 -845
255 001440.KS @TAIHA2 KR 2.9673 7 0.105 1,503 1.0000 -1 -0.0035 -1,300 13.4322 -17,462 17,462 -1,826
259 2333.HK @GREAT74 HK 0.6866 2 0.030 1,817 1.0000 -1 -0.0013 -8,500 0.7910 -6,724 6,724 -200
260 2611.HK @GUOTA36 HK 0.8347 3 0.045 4,965 1.0000 -1 -0.0012 -3,800 1.6279 -6,186 6,186 -280
266 071050.KS @DONGW19 KR 1.7784 8 0.144 5,025 1.0000 -1 -0.0010 -58 90.1709 -5,230 5,230 -755
289 0522.HK @ASMPA2 HK 3.4169 9 0.162 3,858 1.0000 -1 -0.0012 -500 12.2637 -6,132 6,132 -993
298 8714.T @SENSH4 JP 0.8556 2 0.026 1,400 1.0000 -1 -0.0042 -4,000 5.2461 -20,984 20,984 -537
314 8926.TW @TAIWA44 TW 0.5913 3 0.038 982 1.0000 -1 -0.0013 -4,000 1.6202 -6,481 6,481 -249
316 039490.KS @KIWOO1 KR 1.8685 8 0.148 3,619 1.0000 -1 -0.0007 -26 137.9831 -3,588 3,588 -530
317 1347.HK @HUAHO1 HK 2.8238 2 0.022 12,096 1.0000 -1 -0.0019 -1,000 9.5038 -9,504 9,504 -206
324 2689.HK @NINED1 HK 1.5693 3 0.031 986 1.0000 -1 -0.0007 -6,000 0.5839 -3,503 3,503 -108
329 0659.HK @NWSHO2 HK 0.3181 2 0.016 1,552 1.0000 -1 -0.0154 -68,000 1.1333 -77,065 77,065 -1,250
362 066970.KS @LFCOK1 KR 2.4053 1 0.004 2,057 1.0000 -1 -0.0026 -221 58.1217 -12,845 12,845 -46
365 1988.HK @CHINA1157 HK 0.1963 3 0.038 3,031 1.0000 -1 -0.0021 -26,500 0.4003 -10,608 10,608 -401
366 0148.HK @KINGB2 HK 2.3708 8 0.143 3,927 1.0000 -1 -0.0010 -1,000 5.1477 -5,148 5,148 -738
367 0363.HK @SHANG43 HK 0.2458 2 0.018 697 1.0000 0 0.0000 0 1.7338 0 0 0
374 2915.TW @RUENT3 TW 0.3189 1 0.014 1,536 1.0000 -1 -0.0061 -19,000 1.6172 -30,726 30,726 -435
378 6526.T @SOCIO2 JP 1.5977 1 0.012 1,893 1.0000 -1 -0.0038 -1,800 10.5143 -18,926 18,926 -233
384 3105.T @NISSH18 JP 1.4067 4 0.064 2,057 1.0000 -1 -0.0007 -300 12.1482 -3,644 3,644 -233
388 348340.KQ @NEURO69 KR 2.4652 8 -0.135 243 -1.0000 0 0.0000 0 10.3767 0 0 -0
395 222800.KQ @SIMMT2 KR 2.7602 2 0.024 2,084 1.0000 -1 -0.0005 -29 79.6372 -2,309 2,309 -54
397 323280.KQ @SHINY463 KR 1.9625 1 0.005 1,031 1.0000 -1 -0.0004 -66 33.7674 -2,229 2,229 -12
401 0288.HK @WHGRO1 HK 0.3293 1 0.001 8,036 1.0000 -1 -0.0009 -5,000 0.8580 -4,290 4,290 -4
402 GNP.AX @GENUS14 AU 0.8759 5 0.078 1,235 1.0000 0 0.0000 0 6.0637 0 0 0
414 7966.T @LINTE2 JP 1.1308 3 0.032 2,456 1.0000 0 0.0000 0 33.8784 0 0 0
427 086520.KQ @ECOPR3 KR 1.9246 3 0.040 6,776 1.0000 -1 -0.0023 -230 49.9040 -11,478 11,478 -464
429 9887.T @MATSU39 JP -0.1358 8 -0.131 581 -1.0000 0 0.0000 0 36.6594 0 0 -0
440 267250.KS @HYUND474 KR 1.7429 10 0.247 7,477 1.0000 -1 -0.0020 -107 94.6533 -10,128 10,128 -2,503
444 247540.KQ @ECOPR7 KR 1.9230 1 0.007 3,917 1.0000 -1 -0.0005 -39 61.6329 -2,404 2,404 -18
460 4061.T @DENKI3 JP 1.1797 1 0.014 1,653 1.0000 -1 -0.0004 -100 18.6647 -1,866 1,866 -25
462 6965.T @HAMAM4 JP 1.4474 3 0.031 4,149 1.0000 -1 -0.0016 -600 12.9951 -7,797 7,797 -241
463 8386.T @HYAKU2 JP 0.9646 1 0.010 1,954 1.0000 -1 -0.0007 -200 17.0656 -3,413 3,413 -33
464 064290.KQ @INTEK8 KR 1.9290 1 0.011 408 1.0000 -1 -0.0002 -30 31.4515 -944 944 -10
469 6235.T @OPTOR2 JP 2.1625 1 0.013 486 1.0000 0 0.0000 0 12.7360 0 0 0
494 5832.T @CHUGO2 JP 0.7490 1 0.013 4,067 1.0000 -1 -0.0004 -100 22.0083 -2,201 2,201 -29
500 7012.T @KAWAS12 JP 1.7637 3 0.041 10,881 1.0000 -1 -0.0007 -300 12.4073 -3,722 3,722 -154
504 6963.T @ROHMC2 JP 1.9922 5 0.070 6,973 1.0000 -1 -0.0015 -400 19.1893 -7,676 7,676 -534
520 4187.T @OSAKA11 JP 1.4569 4 0.058 602 1.0000 0 0.0000 0 26.8625 0 0 0
530 7389.T @AICHI9 JP 0.6428 1 0.007 2,449 1.0000 -1 -0.0004 -200 10.7197 -2,144 2,144 -15
534 8522.T @BKOFN6 JP 0.9595 2 0.019 1,750 1.0000 -1 -0.0007 -100 35.4585 -3,546 3,546 -66
535 1211.HK @BYDCO1 HK 0.8000 1 0.014 33,785 1.0000 -1 -0.0018 -1,000 9.1723 -9,172 9,172 -130
539 3908.HK @CHNIN1 HK 1.6223 3 0.036 4,164 1.0000 -1 -0.0015 -3,200 2.3023 -7,367 7,367 -262
540 7735.T @DAINI14 JP 2.0245 8 0.136 10,173 1.0000 -1 -0.0021 -200 53.3268 -10,665 10,665 -1,454
542 6890.T @FERRO28 JP 2.4343 5 0.071 2,335 1.0000 -1 -0.0009 -100 43.1823 -4,318 4,318 -306
545 5801.T @FURUK6 JP 3.0160 7 0.110 9,813 1.0000 -1 -0.0003 -100 13.8863 -1,389 1,389 -153
546 7381.T @HOKKO2 JP 1.1016 1 0.015 1,607 1.0000 -1 -0.0001 -100 7.0159 -702 702 -10
547 4062.T @IBIDE3 JP 3.1922 9 0.162 23,011 1.0000 -1 -0.0008 -100 40.5656 -4,057 4,057 -658
551 8345.T @IWATE1 JP 1.1423 2 0.023 950 1.0000 -1 -0.0005 -200 12.8434 -2,569 2,569 -58
552 7380.T @JUROK2 JP 1.0193 3 0.039 2,668 1.0000 -1 -0.0006 -200 14.0696 -2,814 2,814 -109
554 6525.T @KOKUS12 JP 3.0539 6 0.093 8,372 1.0000 -1 -0.0014 -200 35.2436 -7,049 7,049 -656
556 3132.T @MACNI8 JP 1.1236 6 0.088 2,988 1.0000 -1 -0.0004 -100 19.8656 -1,987 1,987 -174
558 6787.T @MEIKO2 JP 2.0772 7 0.109 1,294 1.0000 -1 -0.0010 -100 48.2893 -4,829 4,829 -526
560 0300.HK @MIDEA13 HK 0.2573 2 0.029 7,825 1.0000 -1 -0.0010 -400 12.7992 -5,120 5,120 -148
562 6269.T @MODEC1 JP 0.8072 5 0.065 3,072 1.0000 -1 -0.0021 -200 52.8718 -10,574 10,574 -692
565 8367.T @NANTO2 JP 0.9657 1 0.010 1,815 1.0000 -1 -0.0007 -300 10.9915 -3,297 3,297 -31
571 8392.T @OITAB2 JP 1.0743 2 0.015 1,323 1.0000 -1 -0.0007 -200 16.8570 -3,371 3,371 -50
575 8381.T @SANIN1 JP 0.9539 1 0.011 2,120 1.0000 -1 -0.0003 -100 13.5071 -1,351 1,351 -14
579 6590.T @SHIBA2 JP 2.4543 4 0.049 1,158 1.0000 -1 -0.0004 -100 17.6345 -1,763 1,763 -87
581 3436.T @SUMCO2 JP 3.2121 6 0.092 4,230 1.0000 -1 -0.0005 -200 12.0787 -2,416 2,416 -222
583 SLC.AX @SUPER169 AU 0.1971 2 -0.019 880 -1.0000 0 0.0000 0 1.7078 0 0 -0
589 ALD.AX @CALTE1 AU -0.2283 2 0.019 6,055 1.0000 -1 -0.0033 -651 25.4097 -16,542 16,542 -312
591 8088.T @IWATA3 JP 0.6605 3 0.039 2,640 1.0000 -1 -0.0005 -200 12.1166 -2,423 2,423 -96
597 VEA.AX @VIVAE2 AU -0.3278 2 0.026 2,201 1.0000 -1 -0.0009 -2,278 1.8737 -4,268 4,268 -113
599 9983.T @FASTR4 JP 0.6612 3 0.040 155,862 1.0000 0 0.0000 0 515.5708 0 0 0
604 010950.KS @SOILC1 KR 0.2859 9 0.193 3,296 1.0000 -1 -0.0004 -27 79.1143 -2,136 2,136 -412
607 300770.ZK @GUANG336 CN 0.6053 2 -0.015 769 -1.0000 1 0.0064 5,097 6.2522 31,867 31,867 -477
620 688510.SH @WUXIH9 CN 1.9251 3 -0.035 774 -1.0000 1 0.0079 13,300 2.9781 39,609 39,609 -1,399
622 605117.SH @NINGB89 CN 0.9472 1 -0.011 9,640 -1.0000 1 0.0075 3,200 11.6483 37,274 37,274 -412
635 603596.SH @BETHE2 CN 1.5483 5 -0.068 2,238 -1.0000 0 0.0000 0 2.9331 0 0 -0
638 300696.ZK @CHENG70 CN 2.0179 2 -0.020 561 -1.0000 1 0.0027 5,300 2.5066 13,285 13,285 -265
643 002884.ZK @GUANG300 CN 0.5366 2 -0.016 856 -1.0000 1 0.0018 3,700 2.3924 8,852 8,852 -142
649 688173.SH @HALOM1 CN 2.2986 10 -0.254 605 -1.0000 0 0.0000 0 1.5334 0 0 -0
652 688758.SH @SUZHO131 CN 1.7557 3 -0.042 1,390 -1.0000 1 0.0006 900 3.5894 3,230 3,230 -137
655 002773.ZK @CHENG50 CN 0.8186 1 -0.013 2,135 -1.0000 1 0.0017 2,500 3.4077 8,519 8,519 -109
656 300133.ZK @ZHEJI114 CN 1.2915 10 -0.244 2,638 -1.0000 0 0.0000 0 1.6956 0 0 -0
669 002708.ZK @CHANG82 CN 1.7421 10 -0.286 1,530 -1.0000 0 0.0000 0 3.6299 0 0 -0
670 600968.SH @CNOOC12 CN -0.0344 5 -0.076 6,229 -1.0000 0 0.0000 0 0.6128 0 0 -0
680 688708.SH @CHENG120 CN 1.1182 2 -0.027 1,743 -1.0000 1 0.0012 1,100 5.3075 5,838 5,838 -160
683 002625.ZK @ZHEJI134 CN 1.3592 2 -0.022 4,555 -1.0000 1 0.0014 2,300 2.9361 6,753 6,753 -146
709 002833.ZK @GUANG268 CN 1.1274 2 -0.025 1,077 -1.0000 1 0.0008 1,600 2.5111 4,018 4,018 -100
710 601218.SH @JIANG122 CN 0.9658 5 -0.074 665 -1.0000 1 0.0011 7,800 0.6863 5,353 5,353 -395
712 688726.SH @LAPLA3 CN 1.7922 2 -0.020 1,845 -1.0000 1 0.0024 2,000 5.9112 11,822 11,822 -234
714 300990.ZK @SANHE1 CN 2.3649 1 -0.008 1,872 -1.0000 1 0.0002 100 10.9364 1,094 1,094 -9
715 603063.SH @SHENZ257 CN 2.0735 3 -0.037 1,243 -1.0000 1 0.0018 2,800 3.2665 9,146 9,146 -339
717 002079.ZK @SUZHO2 CN 1.7548 5 -0.072 874 -1.0000 1 0.0003 1,100 1.2330 1,356 1,356 -98
718 688608.SH @BESTE6 CN 1.2159 9 -0.174 4,448 -1.0000 0 0.0000 0 20.4115 0 0 -0
725 688621.SH @BEIJI357 CN 1.4995 3 -0.036 898 -1.0000 1 0.0002 100 8.0168 802 802 -29
727 002487.ZK @DAJIN2 CN 1.5079 4 -0.059 1,934 -1.0000 1 0.0004 400 4.9726 1,989 1,989 -117
729 603127.SH @JOINN2 CN 1.5812 1 -0.012 4,372 -1.0000 1 0.0006 400 6.9355 2,774 2,774 -34
735 GULF_n.BK @GULFD3 TH 0.3705 8 0.137 23,171 1.0000 0 0.0000 0 1.8914 0 0 0
739 PTT_n.BK @PTTPU1 TH 0.1381 10 0.219 32,458 1.0000 0 0.0000 0 1.1364 0 0 0