total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -372,748 14,568,444 99 211,886,059 -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 0.268127 3.0 -0.024 1,414 -1.0 1 0.001738 16,000 5.756076 92,097 92,097 -2,201
10 0291.HK @CHINA288 HK 2.107072 6.0 0.066 5,063 1.0 -1 0.000000 -1,000 3.251184 -3,251 3,251 -215
39 MGR.AX @MIRVA2 AU 0.057881 5.0 -0.048 4,603 -1.0 1 0.006836 310,492 1.166444 362,172 362,172 -17,482
64 2382.HK @SUNNY10 HK 2.036131 3.0 0.032 6,212 1.0 -1 -0.000837 -5,000 8.865112 -44,326 44,326 -1,406
69 TLMM.KL @TELEK13 MY 0.147696 2.0 -0.019 5,716 -1.0 1 0.010249 364,600 1.489362 543,021 543,021 -10,447
72 9001.T @TOBUR1 JP 0.251123 4.0 -0.037 3,269 -1.0 1 0.008955 29,200 16.247979 474,441 474,441 -17,434
92 0267.HK @CITIC10 HK 1.381899 4.0 0.038 9,314 1.0 -1 -0.007096 -317,000 1.185878 -375,923 375,923 -14,434
96 2222.T @KOTOB1 JP 0.866164 3.0 -0.026 1,526 -1.0 1 0.003883 14,900 13.805556 205,703 205,703 -5,286
97 2871.T @NICHI31 JP 0.141427 2.0 -0.018 3,391 -1.0 1 0.010163 20,400 26.394651 538,451 538,451 -9,548
107 5333.T @NGKIN2 JP 0.565841 1.0 -0.005 3,979 -1.0 1 0.007126 29,600 12.753824 377,513 377,513 -1,911
112 4194.T @VISIO77 JP 0.231727 2.0 -0.013 2,016 -1.0 1 0.000671 700 50.793547 35,555 35,555 -458
113 2212.T @YAMAZ1 JP 0.353189 1.0 -0.008 3,533 -1.0 1 0.002358 6,700 18.649221 124,950 124,950 -1,002
126 9888.HK @BAIDU10 HK 1.748652 8.0 0.126 24,283 1.0 -1 -0.001176 -5,850 10.648433 -62,293 62,293 -7,833
130 ANTM.JK @ANEKA4 ID 0.636229 1.0 -0.003 790 -1.0 1 0.002060 1,161,900 0.093933 109,141 109,141 -309
135 1378.HK @CHINA1377 HK 1.542515 6.0 0.061 4,304 1.0 -1 -0.001243 -43,500 1.514215 -65,868 65,868 -4,019
141 2883.HK @CHINA258 HK 0.879578 2.0 0.022 1,642 1.0 -1 -0.000958 -56,000 0.906469 -50,762 50,762 -1,120
146 2367.HK @GIANT18 HK 1.687771 7.0 0.084 6,606 1.0 -1 -0.001019 -8,400 6.425112 -53,971 53,971 -4,537
149 0921.HK @GUANG52 HK 1.638781 4.0 0.036 1,061 1.0 -1 -0.000239 -4,000 3.161053 -12,644 12,644 -450
156 PMET.KL @PRESS18 MY 0.542142 5.0 -0.048 5,968 -1.0 1 0.002598 125,400 1.097424 137,617 137,617 -6,630
163 0780.HK @TONGC1 HK 1.636606 3.0 0.031 2,998 1.0 -1 -0.000708 -16,000 2.343428 -37,495 37,495 -1,161
166 2400.HK @XDINC1 HK 1.763594 2.0 0.017 1,590 1.0 -1 -0.001381 -22,600 3.238308 -73,186 73,186 -1,251
168 4088.T @AIRWA2 JP 0.492017 3.0 -0.026 2,790 -1.0 1 0.006601 28,800 12.142426 349,702 349,702 -9,265
174 4203.T @SUMIT28 JP 0.805419 3.0 -0.027 1,956 -1.0 1 0.001158 2,500 24.544618 61,362 61,362 -1,680
179 6028.T @TECHN181 JP 0.284353 1.0 -0.010 1,997 -1.0 1 0.004004 11,300 18.772768 212,132 212,132 -2,219
193 STO.AX @SANTO10 AU 0.102188 5.0 -0.052 13,497 -1.0 1 0.008134 103,697 4.155652 430,929 430,929 -22,352
196 4403.T @NOFCO2 JP 0.656077 3.0 -0.029 3,390 -1.0 1 0.007993 30,300 13.976620 423,492 423,492 -12,440
207 1109.HK @CHINA182 HK 2.143946 9.0 0.159 8,282 1.0 -1 0.000000 -1,500 2.903534 -4,355 4,355 -694
219 6618.HK @JDHEA1 HK 2.318121 1.0 0.009 3,819 1.0 -1 -0.002469 -36,150 3.618151 -130,796 130,796 -1,170
220 2801.T @KIKKO2 JP 0.445932 1.0 -0.009 10,825 -1.0 1 0.002508 11,900 11.166724 132,884 132,884 -1,202
235 3407.T @ASAHI19 JP 0.441569 3.0 -0.024 9,648 -1.0 1 0.000732 5,600 6.921785 38,762 38,762 -949
236 8593.T @DIAMO14 JP 0.407215 2.0 -0.016 7,941 -1.0 1 0.018230 146,300 6.601831 965,848 965,848 -15,477
247 2891.TW @CHINA244 TW 0.424556 4.0 0.039 23,426 1.0 -1 -0.011989 -532,000 1.193966 -635,190 635,190 -25,081
249 9022.T @CENTR72 JP 0.218831 3.0 -0.025 19,349 -1.0 1 0.014963 42,200 18.785439 792,746 792,746 -19,592
253 1605.T @INPEX3 JP 0.707304 1.0 -0.005 12,261 -1.0 1 0.002710 11,500 12.484556 143,572 143,572 -693
260 4021.T @NISSA12 JP 0.317492 5.0 -0.057 4,321 -1.0 1 0.000769 1,300 31.355528 40,762 40,762 -2,312
264 8410.T @SEVEN15 JP 0.347670 1.0 -0.003 1,444 -1.0 1 0.010433 279,900 1.974847 552,760 552,760 -1,595
271 1833.HK @PAGOO1 HK 2.295916 3.0 0.023 473 1.0 -1 -0.001326 -88,000 0.798311 -70,251 70,251 -1,635
298 2269.HK @WUXIB5 HK 2.798961 3.0 0.031 7,983 1.0 -1 0.000000 -4,000 2.261021 -9,044 9,044 -277
305 6862.HK @HAIDI1 HK 2.154921 9.0 0.161 7,760 1.0 -1 -0.000773 -20,000 2.047280 -40,946 40,946 -6,610
322 7735.T @DAINI14 JP 0.818381 1.0 -0.001 6,108 -1.0 1 0.000340 300 60.126077 18,038 18,038 -23
324 0902.HK @HUANE3 HK 0.639685 1.0 0.009 2,254 1.0 -1 -0.000666 -64,000 0.551092 -35,270 35,270 -328
327 4516.T @NIPPO92 JP 0.776529 1.0 -0.008 1,775 -1.0 1 0.000286 600 25.273227 15,164 15,164 -121
328 4528.T @ONOPH2 JP 0.431794 2.0 -0.017 5,164 -1.0 1 0.002033 10,400 10.355751 107,700 107,700 -1,787
335 GMG.AX @MACQU55 AU 0.319022 5.0 -0.060 42,383 -1.0 1 0.001705 4,075 22.171768 90,350 90,350 -5,389
349 2897.T @NISSI10 JP 0.352914 4.0 -0.036 5,937 -1.0 1 0.000411 900 24.221496 21,799 21,799 -781
351 7270.T @FUJIH3 JP 0.712414 6.0 -0.068 10,351 -1.0 0 0.000000 0 17.873094 0 0 -0
357 JIOF.NS @RELIA241 IN 0.236314 4.0 0.040 13,983 1.0 0 0.000000 0 3.493506 0 0 0
375 8331.T @CHIBA1 JP 0.838901 1.0 -0.011 6,317 -1.0 0 0.000000 0 7.745430 0 0 -0
378 7186.T @CONCO332 JP 0.591424 2.0 -0.014 6,444 -1.0 1 0.001031 9,900 5.519055 54,639 54,639 -772
391 1398.HK @INDUS124 HK 0.573656 5.0 0.060 58,225 1.0 -1 -0.004736 -374,000 0.670838 -250,894 250,894 -15,104
397 3626.T @ITHOL1 JP 0.296439 1.0 -0.001 5,593 -1.0 1 0.002771 6,200 23.676623 146,795 146,795 -84
401 9024.T @SEIBU5 JP -0.119537 3.0 -0.025 5,522 -1.0 1 0.000460 1,200 20.325022 24,390 24,390 -609
403 7267.T @HONDA9 JP 0.582597 7.0 -0.093 51,350 -1.0 0 0.000000 0 9.725345 0 0 -0
413 1044.HK @HENGA2 HK 1.087544 2.0 0.012 3,359 1.0 -1 -0.001528 -28,000 2.890657 -80,938 80,938 -986
417 2233.HK @WESTC16 HK 1.550113 2.0 0.022 789 1.0 -1 -0.000376 -98,000 0.203440 -19,937 19,937 -440
418 1407.T @WESTH11 JP 0.520894 9.0 -0.169 529 -1.0 0 -0.000000 0 11.486678 0 0 -0
420 0998.HK @CHINA536 HK 0.638597 1.0 0.010 6,586 1.0 -1 -0.002806 -215,000 0.691440 -148,660 148,660 -1,549
425 4922.T @KOSEC2 JP 0.929285 4.0 -0.038 1,984 -1.0 0 0.000000 0 45.484205 0 0 -0
430 6762.T @TDKCO10 JP 0.843028 2.0 -0.020 25,524 -1.0 0 0.000000 0 13.130800 0 0 -0
432 0914.HK @ANHUI11 HK 1.587278 4.0 0.046 3,027 1.0 -1 -0.000193 -4,000 2.559745 -10,239 10,239 -476
436 3328.HK @BANKO15 HK 0.675552 1.0 0.001 28,807 1.0 -1 -0.002236 -144,000 0.822775 -118,480 118,480 -150
438 1157.HK @CHANG56 HK 1.754992 1.0 0.003 1,022 1.0 -1 0.000000 -12,000 0.733931 -8,807 8,807 -23
439 0956.HK @CHINA1317 HK 1.095337 1.0 0.002 871 1.0 0 -0.000000 0 0.473836 0 0 0
440 0390.HK @CHINA710 HK 1.336576 3.0 0.031 2,145 1.0 -1 -0.000366 -38,000 0.509889 -19,376 19,376 -594
443 1658.HK @PSBCA1 HK 0.698769 3.0 0.025 6,440 1.0 -1 -0.001291 -116,000 0.589720 -68,407 68,407 -1,696
447 2313.HK @SHENZ21 HK 1.126991 1.0 0.001 6,960 1.0 -1 -0.001808 -12,000 7.983106 -95,797 95,797 -56
450 9626.HK @BILIB6 HK 2.965030 5.0 0.059 5,292 1.0 0 0.000000 0 18.283889 0 0 0
451 3529.TWO @EMEMO1 TW 1.164380 7.0 0.096 7,649 1.0 0 0.000000 0 102.448998 0 0 0
460 688639.SH @ANHUI137 CN 1.931737 1.0 0.003 1,014 1.0 -1 0.000000 -78 4.412723 -344 344 -1
476 600158.SH @CHINA119 CN 1.329642 1.0 0.001 794 1.0 -1 -0.000819 -38,300 1.132978 -43,393 43,393 -49
481 601916.SH @CHINA2460 CN 0.670013 2.0 0.019 6,098 1.0 -1 -0.003802 -505,200 0.398666 -201,406 201,406 -3,899
483 600026.SH @CHINA337 CN 1.107818 3.0 0.029 2,098 1.0 -1 0.000000 -12 1.589183 -19 19 -1
485 601390.SH @CHINA696 CN 1.000451 4.0 0.041 7,730 1.0 -1 0.000000 -99 0.875420 -87 87 -4
491 002511.ZK @CSPAP1 CN 1.587588 4.0 0.045 603 1.0 -1 -0.001395 -79,200 0.932960 -73,890 73,890 -3,356
507 000690.ZK @GUANG36 CN 0.961365 3.0 0.026 1,095 1.0 -1 0.000000 -10 0.613753 -6 6 -0
512 600570.SH @HANGZ8 CN 2.119849 2.0 0.014 5,738 1.0 -1 0.000000 -80 3.834589 -307 307 -4
532 688017.SH @LEADE63 CN 2.996132 5.0 0.052 2,498 1.0 -1 0.000000 -68 14.804058 -1,007 1,007 -52
553 600848.SH @SAUTO2 CN 1.414813 1.0 0.001 1,259 1.0 -1 -0.000577 -22,100 1.383685 -30,579 30,579 -24
562 688025.SH @SHENZ288 CN 2.382031 NaN nan 532 NaN 1 -0.000000 85 6.507429 553 553 nan
597 000685.ZK @ZHONG3 CN 1.121397 5.0 0.047 951 1.0 -1 -0.001943 -81,400 1.264496 -102,930 102,930 -4,813
626 000544.ZK @WHITE34 CN 1.197246 3.0 0.028 361 1.0 -1 -0.001314 -58,200 1.195997 -69,607 69,607 -1,941
649 605499.SH @EASTR12 CN 0.906438 2.0 0.016 16,643 1.0 -1 -0.007731 -12,030 34.046869 -409,584 409,584 -6,758
700 000100.ZK @TCLCO2 CN 1.391480 4.0 0.035 12,941 1.0 -1 -0.007761 -596,710 0.689102 -411,194 411,194 -14,203
714 600662.SH @SQIAN1 CN 1.401483 1.0 0.003 460 1.0 -1 -0.001095 -83,500 0.694582 -57,998 57,998 -164
753 600248.SH @YANGL1 CN 1.042727 2.0 0.017 786 1.0 -1 0.000000 -64 0.613753 -39 39 -1
765 000538.ZK @YUNNA10 CN 0.950638 1.0 0.002 6,008 1.0 -1 -0.006046 -39,000 8.213060 -320,309 320,309 -799
774 301267.ZK @HUAXI18 CN 2.242021 3.0 0.024 1,402 1.0 -1 -0.000236 -4,800 2.608451 -12,521 12,521 -306
780 000932.ZK @HUNAN8 CN 1.293984 1.0 0.009 2,334 1.0 -1 -0.001325 -122,600 0.572654 -70,207 70,207 -663
782 300308.ZK @SHAND103 CN 1.976148 4.0 0.042 16,884 1.0 -1 -0.003181 -9,960 16.920685 -168,530 168,530 -7,151
786 603529.SH @AIMAT1 CN 0.820805 2.0 0.022 4,843 1.0 -1 -0.000796 -7,500 5.619679 -42,148 42,148 -927
795 300618.ZK @NANJI52 CN 2.690302 1.0 0.008 1,426 1.0 -1 -0.000201 -2,300 4.626440 -10,641 10,641 -84
812 300294.ZK @JIANG137 CN 1.129709 2.0 0.017 1,464 1.0 -1 -0.000728 -9,300 4.148315 -38,579 38,579 -644
813 300888.ZK @WINNE10 CN 1.531769 1.0 0.010 1,007 1.0 -1 0.000000 -1,100 5.764897 -6,341 6,341 -62
839 002291.ZK @FOSHA5 CN 1.756180 4.0 0.036 700 1.0 -1 0.000000 -3 0.864461 -3 3 -0
857 600461.SH @JIANG69 CN 0.523335 2.0 0.017 937 1.0 -1 -0.001984 -77,100 1.363135 -105,098 105,098 -1,791
859 601857.SH @PETRO164 CN 0.707082 3.0 0.032 13,882 1.0 -1 -0.003045 -131,700 1.224767 -161,302 161,302 -5,208
863 600477.SH @ZHEJI24 CN 1.741210 1.0 0.009 834 1.0 -1 -0.000896 -134,900 0.352086 -47,496 47,496 -426
869 002819.ZK @BEIJI198 CN 1.355692 2.0 0.015 546 1.0 -1 0.000000 -91 3.723618 -339 339 -5
870 601985.SH @CHINA1906 CN 0.368825 4.0 0.038 11,063 1.0 -1 -0.002001 -74,200 1.428895 -106,024 106,024 -4,047
892 600309.SH @YANTA4 CN 1.194684 6.0 0.066 16,266 1.0 -1 -0.003635 -19,700 9.774844 -192,564 192,564 -12,651
896 000681.ZK @FAREA26 CN 1.675248 4.0 0.041 1,998 1.0 -1 -0.000490 -9,100 2.852310 -25,956 25,956 -1,057
898 600155.SH @HEBEI2 CN 1.858666 5.0 0.055 1,894 1.0 -1 -0.001389 -72,600 1.013789 -73,601 73,601 -4,038
915 601398.SH @INDUS125 CN 0.173160 4.0 0.046 255,600 1.0 -1 -0.006487 -362,500 0.948030 -343,661 343,661 -15,974
919 000977.ZK @LANGC1 CN 1.910236 1.0 0.011 7,115 1.0 -1 -0.001690 -12,600 7.107483 -89,554 89,554 -941
925 601328.SH @BANKO37 CN 0.279097 2.0 0.017 41,782 1.0 -1 -0.003400 -169,200 1.064478 -180,110 180,110 -2,994
935 601166.SH @INDUS132 CN 0.704012 1.0 0.002 40,898 1.0 -1 -0.015458 -312,000 2.624892 -818,966 818,966 -1,321
940 002617.ZK @ROSHO1 CN 1.863132 1.0 0.007 1,653 1.0 -1 -0.000498 -25,200 1.048039 -26,411 26,411 -190
946 000001.ZK @SHNDE1 CN 1.052733 2.0 0.017 15,553 1.0 -1 -0.000384 -12,700 1.602882 -20,357 20,357 -348
954 300913.ZK @ZHEJI377 CN 2.325166 3.0 0.026 1,145 1.0 0 0.000000 0 7.878783 0 0 0
963 601288.SH @AGRIC27 CN 0.087013 6.0 0.069 233,550 1.0 -1 -0.002891 -209,400 0.731572 -153,191 153,191 -10,512
1004 SAWAD_n.BK @SRISA3 TH 0.340770 9.0 -0.197 1,850 -1.0 0 -0.000000 0 1.225059 0 0 -0
1005 STA_n.BK @SRITR3 TH 0.810901 9.0 -0.182 636 -1.0 0 -0.000000 0 0.531103 0 0 -0
1018 CBG_n.BK @CARAB3 TH 0.342826 9.0 -0.132 1,728 -1.0 0 -0.000000 0 2.303404 0 0 -0