total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -436,525 17,668,370 113 207,685,643 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
2 3019.TW @ASIAO7 TW 0.451836 6.0 -0.075 1,390 -1.0 1 0.001769 16,000 5.658184 90,531 90,531 -6,790
10 0291.HK @CHINA288 HK 2.122818 6.0 0.066 5,152 1.0 -1 0.000000 -1,000 3.308721 -3,309 3,309 -217
11 2380.HK @CHINA318 HK 0.549769 5.0 0.056 1,754 1.0 -1 -0.004626 -601,000 0.393957 -236,768 236,768 -13,242
39 9896.HK @MINIS7 HK 1.729946 3.0 -0.024 7,860 -1.0 1 -0.000000 1,000 6.256961 6,257 6,257 -152
40 MGR.AX @MIRVA2 AU 0.043791 6.0 -0.074 4,874 -1.0 1 0.007204 298,501 1.235107 368,681 368,681 -27,141
65 2382.HK @SUNNY10 HK 2.103061 4.0 0.047 6,310 1.0 -1 -0.000880 -5,000 9.005645 -45,028 45,028 -2,118
66 0019.HK @SWIRE4 HK 0.552526 7.0 0.093 3,287 1.0 -1 -0.002289 -13,000 9.012082 -117,157 117,157 -10,876
70 TLKM.JK @TELEK12 ID -0.035423 5.0 -0.053 16,765 -1.0 1 0.003251 983,200 0.169240 166,397 166,397 -8,889
71 TLMM.KL @TELEK13 MY 0.127425 1.0 -0.005 5,748 -1.0 1 0.010669 364,600 1.497660 546,047 546,047 -2,946
74 9001.T @TOBUR1 JP 0.249918 3.0 -0.024 3,205 -1.0 1 0.008839 28,400 15.929259 452,391 452,391 -10,734
83 1171.HK @YANZH2 HK 0.996729 3.0 0.028 3,544 1.0 -1 -0.014160 -650,000 1.114923 -724,700 724,700 -20,198
94 0836.HK @CHINA276 HK 0.518969 8.0 0.138 5,291 1.0 -1 0.000000 -4,000 2.433261 -9,733 9,733 -1,340
96 0267.HK @CITIC10 HK 1.385219 3.0 0.035 9,222 1.0 -1 -0.007272 -317,000 1.174146 -372,204 372,204 -12,937
120 1114.HK @BRILL9 HK 0.468881 5.0 0.059 1,413 1.0 -1 -0.000585 -62,000 0.482790 -29,933 29,933 -1,770
133 9888.HK @BAIDU10 HK 1.766970 5.0 0.051 25,146 1.0 -1 -0.001260 -5,850 11.026926 -64,508 64,508 -3,313
142 1378.HK @CHINA1377 HK 1.564973 8.0 0.116 4,077 1.0 -1 -0.001219 -43,500 1.434209 -62,388 62,388 -7,254
148 2883.HK @CHINA258 HK 0.897448 4.0 0.037 1,586 1.0 -1 -0.000958 -56,000 0.875459 -49,026 49,026 -1,824
150 5234.TW @DAXIN2 TW 0.814744 3.0 -0.025 328 -1.0 1 0.000589 5,000 6.025202 30,126 30,126 -757
151 6805.TW @FOSIT1 TW 0.428396 1.0 0.002 1,424 1.0 -1 -0.000978 -2,000 25.018351 -50,037 50,037 -96
153 2367.HK @GIANT18 HK 1.749374 6.0 0.072 6,784 1.0 -1 -0.001083 -8,400 6.598132 -55,424 55,424 -3,990
156 0921.HK @GUANG52 HK 1.682585 4.0 0.047 1,078 1.0 -1 -0.000251 -4,000 3.212163 -12,849 12,849 -607
164 PMET.KL @PRESS18 MY 0.492073 1.0 -0.011 5,672 -1.0 1 0.002731 134,000 1.043013 139,764 139,764 -1,571
171 0780.HK @TONGC1 HK 1.693760 3.0 0.027 3,199 1.0 -1 -0.000489 -10,000 2.500209 -25,002 25,002 -687
174 2400.HK @XDINC1 HK 1.898854 1.0 0.006 1,599 1.0 -1 -0.001311 -20,600 3.257225 -67,099 67,099 -423
176 4088.T @AIRWA2 JP 0.490636 2.0 -0.014 2,746 -1.0 1 0.006913 29,600 11.953306 353,818 353,818 -4,935
181 8227.T @SHIMA7 JP 0.181073 1.0 -0.002 2,883 -1.0 1 0.004091 3,700 56.592127 209,391 209,391 -437
182 4203.T @SUMIT28 JP 0.821738 1.0 -0.010 1,917 -1.0 1 0.001551 3,300 24.052926 79,375 79,375 -830
187 6028.T @TECHN181 JP 0.271993 1.0 -0.002 1,993 -1.0 1 0.004062 11,100 18.728330 207,884 207,884 -420
202 STO.AX @SANTO10 AU 0.100953 3.0 -0.025 13,229 -1.0 1 0.011377 142,947 4.073358 582,274 582,274 -14,679
205 4403.T @NOFCO2 JP 0.658263 1.0 -0.008 3,389 -1.0 1 0.008300 30,400 13.973090 424,782 424,782 -3,302
217 1109.HK @CHINA182 HK 2.142348 7.0 0.098 8,446 1.0 -1 0.000000 -1,500 2.961113 -4,442 4,442 -437
227 6055.HK @CHINA2407 HK 1.182371 5.0 0.061 587 1.0 -1 -0.001422 -24,000 3.031923 -72,766 72,766 -4,468
233 7974.T @NINTE2 JP 0.433132 2.0 0.013 76,007 1.0 0 0.000000 0 58.526031 0 0 0
251 3407.T @ASAHI19 JP 0.443274 1.0 -0.005 9,479 -1.0 1 0.003681 27,700 6.800470 188,373 188,373 -915
252 8593.T @DIAMO14 JP 0.399621 1.0 -0.008 7,836 -1.0 1 0.020225 158,900 6.514202 1,035,107 1,035,107 -8,363
263 2891.TW @CHINA244 TW 0.413924 5.0 0.053 23,554 1.0 -1 -0.014589 -622,000 1.200453 -746,682 746,682 -39,429
273 1801.HK @INNOV87 HK 1.181908 2.0 0.016 7,550 1.0 -1 -0.001081 -12,000 4.609037 -55,308 55,308 -895
278 4021.T @NISSA12 JP 0.320940 4.0 -0.037 4,254 -1.0 1 0.001387 2,300 30.872481 71,007 71,007 -2,630
283 2282.T @NIPPO99 JP -0.167684 2.0 -0.019 3,274 -1.0 1 0.000311 500 31.794902 15,897 15,897 -305
293 6979.HK @ZJLDG1 HK 2.804878 1.0 0.003 2,988 1.0 -1 -0.001413 -82,000 0.881897 -72,316 72,316 -218
314 1071.HK @HUADI2 HK 0.565809 1.0 0.009 697 1.0 -1 -0.000320 -32,000 0.512401 -16,397 16,397 -141
315 1347.HK @HUAHO1 HK 2.421678 2.0 0.022 2,106 1.0 -1 0.000000 -2,000 2.722936 -5,446 5,446 -118
318 2269.HK @WUXIB5 HK 2.728915 6.0 0.064 7,937 1.0 -1 0.000000 -4,000 2.247872 -8,991 8,991 -579
321 1303.TW @NANYA7 TW 0.692936 2.0 -0.020 5,555 -1.0 1 0.000888 48,000 0.946599 45,437 45,437 -925
326 7532.T @DONQU3 JP 0.396654 3.0 0.026 11,042 1.0 0 0.000000 0 25.566969 0 0 0
327 6862.HK @HAIDI1 HK 2.159184 6.0 0.069 8,296 1.0 -1 -0.000855 -20,000 2.188649 -43,773 43,773 -3,011
333 4063.T @SHINE6 JP 0.785711 1.0 -0.010 66,114 -1.0 1 0.000000 300 33.029038 9,909 9,909 -95
337 2308.TW @DELTA40 TW 0.497923 1.0 0.001 27,188 1.0 -1 -0.003030 -12,000 12.922070 -155,065 155,065 -204
338 1326.TW @FORMO13 TW 0.685192 1.0 -0.004 3,872 -1.0 1 0.000258 15,000 0.880842 13,213 13,213 -55
345 1988.HK @CHINA1157 HK 0.902704 1.0 0.003 3,003 1.0 -1 -0.001181 -144,000 0.419706 -60,438 60,438 -200
348 0902.HK @HUANE3 HK 0.642225 1.0 0.008 2,274 1.0 -1 -0.000522 -48,000 0.556174 -26,696 26,696 -208
361 GMG.AX @MACQU55 AU 0.337262 5.0 -0.059 43,560 -1.0 1 0.001613 3,622 22.787101 82,535 82,535 -4,865
369 2175.T @SMSCO1 JP 0.432004 4.0 0.036 702 1.0 0 -0.000000 0 9.774483 0 0 0
373 2303.TW @UTDMI8 TW 0.307996 1.0 -0.001 16,878 -1.0 1 0.000000 5,000 1.347260 6,736 6,736 -6
377 2897.T @NISSI10 JP 0.303491 1.0 -0.004 5,856 -1.0 1 0.000560 1,200 23.893888 28,673 28,673 -116
424 4324.T @DENTS4 JP 0.567941 5.0 -0.055 5,684 -1.0 0 0.000000 0 24.580933 0 0 -0
425 1398.HK @INDUS124 HK 0.573271 2.0 0.017 57,547 1.0 -1 -0.004845 -374,000 0.663032 -247,974 247,974 -4,334
428 1060.HK @SALLI3 HK 2.114846 1.0 0.007 853 1.0 -1 0.000000 -100,000 0.062441 -6,244 6,244 -43
432 4568.T @DAIIC31 JP 0.392660 1.0 0.011 53,706 1.0 0 0.000000 0 27.583573 0 0 0
435 9503.T @KANSA18 JP 0.589721 3.0 -0.031 11,067 -1.0 0 0.000000 0 10.830496 0 0 -0
442 1407.T @WESTH11 JP 0.537680 9.0 -0.171 519 -1.0 0 -0.000000 0 11.272622 0 0 -0
451 6273.T @SMCCO2 JP 0.966353 4.0 -0.048 23,767 -1.0 0 0.000000 0 396.386628 0 0 -0
454 688012.SH @ADVAN315 CN 1.781842 3.0 0.031 12,039 1.0 -1 0.000000 -99 26.866614 -2,660 2,660 -83
457 688639.SH @ANHUI137 CN 1.927888 1.0 0.000 1,031 1.0 -1 0.000000 -78 4.537169 -354 354 -0
470 688166.SH @BRIGH82 CN 2.138617 1.0 0.003 1,641 1.0 -1 0.000000 -27 4.131427 -112 112 -0
478 601916.SH @CHINA2460 CN 0.653001 1.0 0.007 6,227 1.0 -1 -0.004019 -505,200 0.407111 -205,673 205,673 -1,384
480 600026.SH @CHINA337 CN 1.102658 3.0 0.024 2,177 1.0 -1 0.000000 -12 1.649007 -20 20 -0
482 601390.SH @CHINA696 CN 0.990593 4.0 0.039 7,904 1.0 -1 0.000000 -99 0.895097 -89 89 -3
487 300919.ZK @CNGRA1 CN 2.108468 1.0 0.001 2,339 1.0 -1 -0.001049 -10,544 5.093691 -53,708 53,708 -60
488 002511.ZK @CSPAP1 CN 1.565575 3.0 0.034 625 1.0 -1 -0.001495 -79,200 0.966376 -76,537 76,537 -2,602
504 000690.ZK @GUANG36 CN 0.969246 2.0 0.021 1,142 1.0 -1 0.000000 -10 0.640138 -6 6 -0
505 002060.ZK @GUANG93 CN 1.408914 2.0 0.020 576 1.0 -1 -0.000885 -88,600 0.511288 -45,300 45,300 -922
510 600570.SH @HANGZ8 CN 2.108860 2.0 0.016 5,973 1.0 -1 0.000000 -80 3.991611 -319 319 -5
530 688017.SH @LEADE63 CN 2.978505 2.0 0.020 2,716 1.0 -1 0.000000 -68 16.092554 -1,094 1,094 -22
540 002896.ZK @NINGB66 CN 2.048958 1.0 -0.006 464 -1.0 1 0.004620 42,400 5.576192 236,431 236,431 -1,430
551 688289.SH @SANSU8 CN 1.663618 1.0 0.007 1,647 1.0 -1 -0.004630 -78,753 3.008786 -236,951 236,951 -1,553
552 600848.SH @SAUTO2 CN 1.422446 1.0 0.004 1,271 1.0 -1 -0.000603 -22,100 1.396790 -30,869 30,869 -137
561 688025.SH @SHENZ288 CN 2.420866 NaN nan 550 NaN 1 -0.000000 85 6.730362 572 572 nan
569 600820.SH @STUNN1 CN 0.827144 2.0 0.013 1,881 1.0 -1 -0.020320 -1,077,700 0.965005 -1,039,986 1,039,986 -13,802
598 000685.ZK @ZHONG3 CN 1.103266 4.0 0.048 962 1.0 -1 -0.002034 -81,400 1.278906 -104,103 104,103 -5,041
627 000544.ZK @WHITE34 CN 1.189534 3.0 0.028 361 1.0 -1 -0.001358 -58,200 1.193919 -69,486 69,486 -1,967
650 605499.SH @EASTR12 CN 0.891358 4.0 0.045 16,342 1.0 -1 -0.009949 -15,230 33.432486 -509,177 509,177 -23,083
651 300014.ZK @EVEEN1 CN 2.313936 6.0 0.073 8,546 1.0 -1 -0.005130 -42,734 6.143683 -262,544 262,544 -19,172
652 300762.ZK @JUSHR1 CN 2.670265 2.0 0.015 1,570 1.0 -1 -0.000709 -11,900 3.048539 -36,278 36,278 -534
653 688063.SH @PYLON10 CN 2.496935 1.0 0.003 914 1.0 -1 0.000000 -79 5.818815 -460 460 -2
660 688169.SH @BEIJI316 CN 1.063781 3.0 0.025 5,385 1.0 -1 0.000000 -99 29.150278 -2,886 2,886 -72
670 300677.ZK @SHAND161 CN 1.696087 1.0 0.000 2,269 1.0 -1 -0.003198 -46,600 3.511850 -163,652 163,652 -16
679 600111.SH @IMONG2 CN 1.646536 1.0 0.010 6,728 1.0 -1 -0.005789 -100,300 2.953957 -296,282 296,282 -2,945
701 000100.ZK @TCLCO2 CN 1.420349 1.0 0.008 13,180 1.0 -1 -0.018244 -1,330,410 0.701822 -933,711 933,711 -7,472
719 600491.SH @LONGY1 CN 1.665599 2.0 0.018 714 1.0 -1 -0.000495 -50,000 0.507176 -25,359 25,359 -458
724 300274.ZK @SUNGR5 CN 1.516154 8.0 -0.124 22,138 -1.0 1 -0.000000 40 10.678108 427 427 -53
728 600010.SH @IMONG9 CN 1.403021 2.0 0.020 5,293 1.0 -1 -0.005763 -1,138,400 0.259071 -294,926 294,926 -5,796
730 002489.ZK @YOTRI1 CN 1.440196 1.0 0.005 608 1.0 -1 -0.001434 -162,200 0.452346 -73,371 73,371 -331
756 688303.SH @XINJI67 CN 1.436198 3.0 -0.031 2,247 -1.0 1 0.000628 8,900 3.611916 32,146 32,146 -986
757 600248.SH @YANGL1 CN 1.014385 3.0 0.024 787 1.0 -1 0.000000 -64 0.614094 -39 39 -1
778 300750.ZK @CONTE31 CN 1.556407 5.0 0.052 124,546 1.0 -1 0.000000 -78 36.731868 -2,865 2,865 -148
779 301267.ZK @HUAXI18 CN 2.245641 2.0 0.016 1,494 1.0 -1 -0.000261 -4,800 2.778502 -13,337 13,337 -212
782 300401.ZK @ZHEJI153 CN 1.425883 1.0 0.004 809 1.0 -1 -0.000900 -22,600 2.038299 -46,066 46,066 -180
785 000932.ZK @HUNAN8 CN 1.264583 1.0 0.000 2,397 1.0 -1 -0.001409 -122,600 0.588050 -72,095 72,095 -7
790 000697.ZK @XIANY1 CN 1.559408 2.0 0.016 603 1.0 -1 -0.000878 -41,000 1.096596 -44,960 44,960 -720
792 603529.SH @AIMAT1 CN 0.801336 2.0 0.023 4,771 1.0 -1 -0.000811 -7,500 5.536442 -41,523 41,523 -936
801 300618.ZK @NANJI52 CN 2.726190 1.0 0.006 1,468 1.0 -1 -0.000214 -2,300 4.761971 -10,953 10,953 -70
804 600547.SH @SHAND33 CN 0.595297 4.0 0.046 5,486 1.0 -1 -0.002342 -37,900 3.162311 -119,852 119,852 -5,571
816 002006.ZK @ZHEJI40 CN 1.894942 1.0 0.011 763 1.0 -1 -0.000795 -17,000 2.393323 -40,686 40,686 -443
820 300294.ZK @JIANG137 CN 1.142226 1.0 0.003 1,500 1.0 -1 -0.000772 -9,300 4.249311 -39,519 39,519 -119
821 300888.ZK @WINNE10 CN 1.522501 1.0 0.007 1,005 1.0 -1 0.000000 -1,100 5.750277 -6,325 6,325 -44
822 300418.ZK @BEIJI167 CN 2.295657 3.0 0.035 5,785 1.0 -1 -0.000821 -7,600 5.526847 -42,004 42,004 -1,460
838 601229.SH @BANKO594 CN 0.502997 3.0 0.027 11,367 1.0 -1 -0.009926 -412,704 1.230930 -508,010 508,010 -13,489
843 300229.ZK @BEIJI107 CN 2.444392 1.0 0.008 1,599 1.0 -1 -0.000220 -4,300 2.615383 -11,246 11,246 -95
848 002291.ZK @FOSHA5 CN 1.937069 1.0 0.007 764 1.0 -1 0.000000 -3 0.943073 -3 3 -0
869 600461.SH @JIANG69 CN 0.542131 1.0 0.010 942 1.0 -1 -0.002065 -77,100 1.370746 -105,684 105,684 -1,091
875 600477.SH @ZHEJI24 CN 1.720647 2.0 0.023 851 1.0 -1 -0.000947 -134,900 0.359135 -48,447 48,447 -1,109
883 002819.ZK @BEIJI198 CN 1.348269 2.0 0.019 590 1.0 -1 0.000000 -91 4.019027 -366 366 -7
894 600226.SH @ZHEJI11 CN 1.015688 1.0 0.002 684 1.0 -1 -0.000578 -86,000 0.344057 -29,589 29,589 -73
896 002241.ZK @GOERT1 CN 1.613163 4.0 0.040 10,971 1.0 -1 -0.014431 -198,900 3.713349 -738,585 738,585 -29,201
908 600309.SH @YANTA4 CN 1.214640 2.0 0.021 16,722 1.0 -1 -0.033968 -173,000 10.048936 -1,738,466 1,738,466 -36,563
912 000681.ZK @FAREA26 CN 1.784076 3.0 0.025 2,193 1.0 -1 -0.001456 -23,800 3.130783 -74,513 74,513 -1,832
914 600155.SH @HEBEI2 CN 1.851513 6.0 0.065 1,962 1.0 -1 -0.001489 -72,600 1.049991 -76,229 76,229 -4,991
927 600438.SH @TONGW1 CN 1.333030 1.0 -0.004 8,058 -1.0 1 0.001755 27,600 3.254151 89,815 89,815 -390
943 601328.SH @BANKO37 CN 0.295031 3.0 0.027 41,643 1.0 -1 -0.007755 -374,100 1.060957 -396,904 396,904 -10,738
948 001328.ZK @DENCA1 CN 1.353926 1.0 0.002 291 1.0 -1 -0.000635 -7,700 4.220525 -32,498 32,498 -66