total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,015,941 28,048,203 125 402,329,834 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
6 0291.HK @CHINA288 HK 1.6622 8.0000 0.104 5,160 1.0000 -1 0.0000 -1,000 3.3134 -3,313 3,313 -343
25 1795.TW @LOTUS3 TW 0.8056 1.0000 0.001 1,305 1.0000 -1 -0.0029 -36,000 7.9177 -285,037 285,037 -350
69 0267.HK @CITIC10 HK 1.4336 3.0000 0.029 10,410 1.0000 -1 -0.0006 -43,000 1.3254 -56,991 56,991 -1,648
80 4523.T @EISAI2 JP 0.4814 1.0000 0.009 7,948 1.0000 -1 -0.0044 -16,100 27.2520 -438,758 438,758 -4,056
85 2474.TW @CATCH1 TW 0.4651 1.0000 0.005 4,608 1.0000 -1 -0.0014 -19,000 7.0992 -134,885 134,885 -682
87 1378.HK @CHINA1377 HK 1.6116 8.0000 0.115 4,832 1.0000 -1 0.0000 -1,500 1.8581 -2,787 2,787 -321
93 1415.HK @COWEL7 HK 2.3201 1.0000 0.008 765 1.0000 -1 -0.0005 -18,000 2.9566 -53,218 53,218 -431
99 2543.TW @HWANG2 TW 1.2978 2.0000 0.012 716 1.0000 -1 0.0000 -177 2.9132 -516 516 -6
101 6231.TWO @INSYD1 TW 0.9542 9.0000 0.128 299 1.0000 0 -0.0000 0 7.5168 0 0 0
104 1101.TW @TAIWA69 TW 0.4939 1.0000 0.003 6,950 1.0000 -1 -0.0035 -377,000 0.9204 -346,987 346,987 -1,025
107 2400.HK @XDINC1 HK 1.6932 7.0000 0.095 2,528 1.0000 -1 -0.0005 -10,600 5.1422 -54,507 54,507 -5,152
108 0763.HK @ZTECO2 HK 1.9305 7.0000 0.094 2,291 1.0000 -1 0.0000 -1,600 3.0330 -4,853 4,853 -458
118 7211.T @MITSU97 JP 0.8707 2.0000 0.014 2,303 1.0000 -1 -0.0010 -36,400 2.8674 -104,373 104,373 -1,458
119 6417.T @SANKY14 JP 0.4557 2.0000 0.021 4,128 1.0000 -1 -0.0042 -25,400 16.7115 -424,473 424,473 -8,764
126 3661.TW @ALCHI2 TW 0.9217 3.0000 0.023 7,550 1.0000 -1 -0.0019 -2,000 93.3752 -186,750 186,750 -4,293
130 6618.HK @JDHEA1 HK 2.0594 10.0000 0.171 5,329 1.0000 -1 0.0000 -150 5.0466 -757 757 -130
135 4452.T @KAOCO2 JP 0.3062 3.0000 0.023 21,470 1.0000 -1 -0.0013 -2,900 46.0827 -133,640 133,640 -3,106
139 6508.T @MEIDE2 JP 1.2147 2.0000 -0.013 1,416 -1.0000 1 0.0015 4,600 33.0986 152,254 152,254 -1,909
149 1833.HK @PAGOO1 HK 1.9186 9.0000 0.150 886 1.0000 -1 0.0000 -977 0.8717 -852 852 -128
151 6979.HK @ZJLDG1 HK 1.7569 2.0000 0.015 2,798 1.0000 -1 -0.0000 -1,600 0.8258 -1,321 1,321 -20
152 1928.T @SEKIS8 JP 0.5224 3.0000 0.030 14,030 1.0000 -1 -0.0105 -49,400 21.1569 -1,045,151 1,045,151 -31,636
162 0189.HK @DONGY26 HK 1.5608 4.0000 0.037 2,047 1.0000 -1 -0.0004 -30,000 1.1814 -35,441 35,441 -1,294
163 0998.HK @CHINA536 HK 0.7600 6.0000 0.071 8,752 1.0000 -1 -0.0006 -61,000 0.9188 -56,049 56,049 -3,989
166 2380.HK @CHINA318 HK 0.6025 5.0000 0.049 1,804 1.0000 -1 -0.0006 -152,000 0.4167 -63,342 63,342 -3,135
167 0002.HK @CLPHO3 HK 0.1801 7.0000 0.094 15,335 1.0000 -1 -0.0056 -66,000 8.4301 -556,385 556,385 -52,460
168 5871.TW @CHAIL1 TW 1.1430 8.0000 0.102 6,783 1.0000 -1 -0.0024 -60,000 4.0424 -242,542 242,542 -24,737
171 2327.TW @YAGEO2 TW 0.8826 4.0000 0.037 8,032 1.0000 -1 -0.0013 -8,000 16.4868 -131,895 131,895 -4,904
175 3288.T @OPENH1 JP 0.2496 4.0000 0.035 5,215 1.0000 -1 -0.0038 -8,900 43.2112 -384,579 384,579 -13,634
177 0019.HK @SWIRE4 HK 0.5720 5.0000 0.047 2,877 1.0000 -1 -0.0111 -129,000 8.5894 -1,108,030 1,108,030 -51,878
179 3291.T @IIDAG1 JP 0.3903 1.0000 0.001 3,124 1.0000 -1 -0.0046 -33,300 13.7572 -458,113 458,113 -391
180 6460.T @SEGAS1 JP 0.4545 2.0000 0.011 3,348 1.0000 -1 -0.0048 -24,300 19.9110 -483,836 483,836 -5,402
196 4816.T @TOEIA1 JP 0.0367 3.0000 0.023 2,177 1.0000 -1 -0.0011 -5,200 22.0543 -114,682 114,682 -2,650
198 7731.T @NIKON3 JP 0.8253 1.0000 -0.001 2,978 -1.0000 1 0.0002 1,900 9.8088 18,637 18,637 -20
211 4324.T @DENTS4 JP 0.8384 5.0000 0.046 4,916 1.0000 -1 -0.0025 -11,600 21.2604 -246,621 246,621 -11,306
213 4536.T @SANTE4 JP 0.1973 2.0000 0.016 3,811 1.0000 -1 -0.0020 -18,100 11.1410 -201,653 201,653 -3,181
231 6055.HK @CHINA2407 HK 1.4294 2.0000 0.020 864 1.0000 -1 -0.0065 -145,000 4.4604 -646,752 646,752 -12,860
239 3163.TWO @BROWA1 TW 1.2787 5.0000 -0.047 449 -1.0000 0 0.0000 0 5.5791 0 0 -0
261 1821.HK @ESRAA1 HK 0.3212 3.0000 0.022 5,769 1.0000 -1 -0.0082 -498,400 1.6363 -815,539 815,539 -18,070
262 6702.T @FUJIT27 JP 0.6447 2.0000 0.013 48,279 1.0000 -1 -0.0172 -73,900 23.3106 -1,722,650 1,722,650 -21,993
266 6753.T @SHARP18 JP 0.8190 1.0000 -0.005 1,139 -1.0000 1 0.0004 8,700 4.7311 41,161 41,161 -201
273 5880.TW @TWCOO1 TW 0.4077 2.0000 0.011 12,385 1.0000 -1 -0.0055 -670,000 0.8135 -545,034 545,034 -5,844
279 8358.T @SURUG3 JP 0.7891 5.0000 0.047 1,485 1.0000 0 -0.0000 0 9.1875 0 0 0
305 2317.TW @HONHA4 TW 1.2306 8.0000 0.110 71,006 1.0000 -1 -0.0035 -68,000 5.1114 -347,576 347,576 -38,257
307 4912.T @LIONC3 JP 0.1713 3.0000 0.029 2,987 1.0000 -1 -0.0019 -17,400 10.6751 -185,747 185,747 -5,401
338 065350.KQ @SHINS33 KR 0.5146 9.0000 -0.145 913 -1.0000 0 -0.0000 0 44.8531 0 0 -0
358 2377.TW @MICRO63 TW 0.7855 1.0000 -0.009 3,980 -1.0000 1 0.0004 9,000 4.7105 42,395 42,395 -391
371 0027.HK @KWAHC2 HK 1.4954 8.0000 0.106 14,655 1.0000 -1 -0.0016 -38,000 4.2947 -163,198 163,198 -17,350
381 9735.T @SECOM5 JP 0.1359 5.0000 0.046 16,980 1.0000 0 0.0000 0 36.3912 0 0 0
391 SGP.AX @STOCK40 AU 0.2032 1.0000 0.000 8,523 1.0000 -1 -0.0007 -20,783 3.5514 -73,808 73,808 -23
392 3037.TW @UNIMI2 TW 1.2236 1.0000 0.008 4,579 1.0000 -1 -0.0010 -28,000 3.4410 -96,349 96,349 -731
393 2345.TW @ACCTO2 TW 0.9219 9.0000 0.153 12,469 1.0000 0 0.0000 0 24.1539 0 0 0
398 6701.T @NECCO8 JP 0.8952 2.0000 0.018 36,256 1.0000 -1 -0.0056 -20,900 26.5756 -555,429 555,429 -9,778
432 4204.T @SEKIS5 JP 0.5755 1.0000 0.003 7,568 1.0000 -1 -0.0003 -1,700 17.1809 -29,208 29,208 -102
438 4503.T @YAMAN6 JP 0.3694 3.0000 0.030 17,438 1.0000 0 0.0000 0 9.6362 0 0 0
448 1878.T @DAITO2 JP 0.2020 5.0000 0.059 7,032 1.0000 -1 -0.0004 -400 107.4066 -42,963 42,963 -2,533
457 6586.T @MAKIT6 JP 1.2852 3.0000 0.023 8,269 1.0000 -1 -0.0005 -1,800 29.5299 -53,154 53,154 -1,197
460 8136.T @SANRI4 JP 0.8493 4.0000 0.034 10,489 1.0000 -1 -0.0034 -7,700 44.6400 -343,728 343,728 -11,590
465 1024.HK @KUAIS1 HK 2.1958 3.0000 0.026 21,724 1.0000 -1 -0.0023 -30,000 7.5316 -225,949 225,949 -5,889
481 0220.HK @UNIPR8 HK 0.6252 5.0000 0.046 5,813 1.0000 -1 -0.0001 -8,000 1.3458 -10,766 10,766 -495
484 7735.T @DAINI14 JP 1.1421 1.0000 -0.009 7,587 -1.0000 1 0.0035 4,700 74.6877 351,032 351,032 -3,224
485 8309.T @MITSU54 JP 0.8607 4.0000 0.039 18,966 1.0000 -1 -0.0078 -29,300 26.5894 -779,068 779,068 -30,166
492 6981.T @MURAT5 JP 1.1034 2.0000 0.014 28,205 1.0000 -1 -0.0080 -55,700 14.3681 -800,301 800,301 -11,478
494 9992.HK @POPMA2 HK 1.1874 3.0000 0.024 41,896 1.0000 -1 -0.0044 -14,000 31.1970 -436,758 436,758 -10,473
500 2891.TW @CHINA244 TW 0.6293 8.0000 0.100 27,281 1.0000 -1 -0.0109 -785,000 1.3881 -1,089,659 1,089,659 -109,336
502 058470.KQ @LEENO1 KR 0.7851 6.0000 -0.063 2,651 -1.0000 1 0.0034 9,833 34.7833 342,024 342,024 -21,395
503 CMLT.SI @CAPIT88 SG NaN NaN nan 11,973 NaN -1 -0.0000 -16 1.6364 -26 26 nan
504 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.007 7,072 -1.0000 1 0.0047 85,957 5.4212 465,990 465,990 -3,247
506 9009.T @KEISE2 JP 0.4348 3.0000 -0.031 5,091 -1.0000 1 0.0010 10,100 9.8433 99,417 99,417 -3,129
512 5253.T @COVER8 JP 0.4939 1.0000 0.002 850 1.0000 -1 -0.0005 -3,300 13.6260 -44,966 44,966 -85
521 1662.T @JAPAN231 JP 0.9169 1.0000 -0.004 1,093 -1.0000 1 0.0004 5,900 6.8613 40,482 40,482 -169
522 9766.T @KONAM10 JP 0.3342 4.0000 0.039 17,207 1.0000 -1 -0.0012 -900 136.2601 -122,634 122,634 -4,741
524 7974.T @NINTE2 JP 0.6017 2.0000 0.017 106,723 1.0000 -1 -0.0021 -2,500 82.1771 -205,443 205,443 -3,408
526 028050.KS @SAMSU34 KR 0.4186 1.0000 -0.000 2,612 -1.0000 1 0.0006 3,543 16.4511 58,286 58,286 -27
527 005930.KS @SAMSU48 KR 0.5383 5.0000 -0.047 245,186 -1.0000 1 0.0024 5,424 43.5990 236,481 236,481 -11,109
529 8473.T @SOFTB11 JP 1.0306 1.0000 0.005 9,380 1.0000 -1 -0.0033 -10,800 30.9519 -334,280 334,280 -1,777
530 EVN.AX @WESTO5 AU 0.6121 1.0000 0.002 11,557 1.0000 -1 -0.0012 -21,546 5.7718 -124,359 124,359 -210
531 0386.HK @CHINA212 HK 0.7367 8.0000 0.103 12,225 1.0000 -1 -0.0002 -30,000 0.5416 -16,248 16,248 -1,671
533 066570.KS @LGELE11 KR 0.5080 3.0000 -0.025 5,681 -1.0000 1 0.0004 691 53.4106 36,907 36,907 -932
538 9831.T @YAMAD5 JP 0.1787 2.0000 0.011 2,701 1.0000 -1 -0.0004 -14,300 3.0034 -42,948 42,948 -462
544 1071.HK @HUADI2 HK 0.7286 1.0000 0.010 790 1.0000 -1 -0.0004 -64,000 0.5811 -37,192 37,192 -384
546 0177.HK @JIANG6 HK 0.1800 3.0000 0.024 1,660 1.0000 -1 -0.0001 -8,000 1.3585 -10,868 10,868 -261
560 2020.HK @ANTAS1 HK 1.5405 7.0000 0.080 16,285 1.0000 -1 -0.0035 -28,000 12.3425 -345,589 345,589 -27,523
563 6383.T @DAIFU1 JP 0.9714 1.0000 0.008 9,945 1.0000 -1 -0.0006 -2,200 26.1821 -57,601 57,601 -473
564 6367.T @DAIKI4 JP 0.8103 1.0000 0.007 32,939 1.0000 -1 -0.0063 -5,600 112.3766 -629,309 629,309 -4,133
565 9983.T @FASTR4 JP 0.5103 4.0000 0.034 101,876 1.0000 -1 -0.0034 -1,000 336.9918 -336,992 336,992 -11,441
570 5802.T @SUMIT35 JP 1.2175 2.0000 0.012 16,290 1.0000 -1 -0.0002 -1,100 20.5184 -22,570 22,570 -260
574 2432.T @DENAC1 JP 0.8269 2.0000 0.021 1,950 1.0000 -1 -0.0004 -2,000 18.1404 -36,281 36,281 -749
589 6920.T @LASER19 JP 1.3639 1.0000 -0.009 9,453 -1.0000 1 0.0011 1,100 100.2623 110,289 110,289 -1,011
591 3690.HK @MEITU5 HK 1.7758 7.0000 0.098 99,868 1.0000 -1 -0.0029 -16,000 18.0581 -288,929 288,929 -28,251
602 9868.HK @XPENG2 HK 2.4665 5.0000 0.052 14,510 1.0000 -1 -0.0004 -4,000 9.9275 -39,710 39,710 -2,050
610 1288.HK @AGRIC28 HK 0.6282 3.0000 0.025 20,840 1.0000 -1 -0.0020 -288,000 0.6780 -195,257 195,257 -4,801
611 2502.T @ASAHI16 JP 0.3455 1.0000 0.006 19,891 1.0000 -1 -0.0005 -4,100 13.0772 -53,617 53,617 -324
613 0939.HK @CHINA377 HK 0.7628 6.0000 0.064 223,048 1.0000 -1 -0.0145 -1,566,000 0.9278 -1,452,864 1,452,864 -92,399
619 9843.T @NITOR1 JP -0.1468 2.0000 0.016 9,286 1.0000 -1 -0.0010 -1,000 98.9508 -98,951 98,951 -1,621
626 1088.HK @CHINA352 HK 0.5407 2.0000 0.013 14,548 1.0000 -1 0.0000 -2,000 4.3074 -8,615 8,615 -112
630 003490.KS @KOREA192 KR 0.3235 1.0000 -0.004 4,583 -1.0000 1 0.0002 1,396 16.8199 23,481 23,481 -84
651 601390.SH @CHINA696 CN 0.7623 3.0000 0.024 7,050 1.0000 -1 0.0000 -99 0.7803 -77 77 -2
661 601333.SH @GUANG102 CN 0.7023 1.0000 -0.010 1,242 -1.0000 1 0.0000 78 0.4145 32 32 -0
668 600570.SH @HANGZ8 CN 1.9233 2.0000 0.021 5,588 1.0000 -1 0.0000 -80 3.7388 -299 299 -6
671 688252.SH @JADAR3 CN 1.9010 1.0000 -0.009 428 -1.0000 1 0.0000 44 3.2700 144 144 -1
687 688025.SH @SHENZ288 CN 2.4085 NaN nan 603 NaN 1 -0.0000 85 7.3815 627 627 nan
704 603568.SH @ZHEJI195 CN 1.1095 1.0000 -0.000 2,381 -1.0000 1 0.0032 117,500 2.6858 315,586 315,586 -149
705 688772.SH @ZHUHA19 CN 2.0745 1.0000 -0.006 1,620 -1.0000 1 0.0000 68 1.8583 126 126 -1
710 300379.ZK @BEIJI135 CN 1.4755 NaN nan 421 NaN -1 -0.0000 -89 0.7539 -67 67 nan
715 300866.ZK @ANKER10 CN 1.7410 1.0000 -0.001 7,794 -1.0000 1 0.0000 9 14.6629 132 132 -0
729 688169.SH @BEIJI316 CN 1.4858 4.0000 0.037 5,726 1.0000 -1 0.0000 -99 30.9755 -3,067 3,067 -112
743 000100.ZK @TCLCO2 CN 1.3174 5.0000 0.046 11,258 1.0000 -1 0.0000 -20 0.5995 -12 12 -1
752 688599.SH @TRINA7 CN 1.7805 6.0000 -0.072 3,041 -1.0000 1 0.0000 89 1.9654 175 175 -13
753 603355.SH @KINGC7 CN 1.5056 5.0000 0.045 650 1.0000 -1 0.0000 -13 3.0614 -40 40 -2
756 688106.SH @SUZHO69 CN 1.5346 3.0000 -0.022 1,240 -1.0000 1 0.0000 48 2.5718 123 123 -3
759 603013.SH @YAPPA1 CN 1.4740 3.0000 0.023 271 1.0000 0 0.0000 0 2.5134 0 0 0
763 000538.ZK @YUNNA10 CN 0.6209 3.0000 0.032 5,759 1.0000 -1 0.0000 -80 7.8725 -630 630 -20
785 601169.SH @BANKO53 CN 0.4497 3.0000 0.028 15,457 1.0000 -1 0.0000 -34 0.8916 -30 30 -1
794 688087.SH @SHAND206 CN 1.7123 1.0000 0.007 365 1.0000 -1 0.0000 -42 3.3646 -141 141 -1
798 601319.SH @THEPE2 CN 1.0057 9.0000 0.148 40,931 1.0000 -1 0.0000 -93 1.1531 -107 107 -16
805 002130.ZK @SHENZ40 CN 1.7523 3.0000 0.024 3,733 1.0000 0 0.0000 0 2.9626 0 0 0
807 000065.ZK @NORIN1 CN 1.3584 5.0000 0.049 742 1.0000 -1 0.0000 -70 1.4438 -101 101 -5
813 688696.SH @CHENG93 CN 1.9301 3.0000 -0.032 1,207 -1.0000 1 0.0005 2,900 17.2445 50,009 50,009 -1,576
837 601211.SH @GUOTA24 CN 0.4740 5.0000 -0.058 31,619 -1.0000 1 0.0000 62 2.5732 160 160 -9
854 603063.SH @SHENZ257 CN 1.6703 4.0000 -0.043 1,580 -1.0000 1 0.0003 6,700 4.3021 28,824 28,824 -1,233
858 600104.SH @SAUTO1 CN 0.8324 8.0000 0.121 7,651 1.0000 -1 0.0000 -99 2.1323 -211 211 -26
868 300772.ZK @WINDE12 CN 1.6436 3.0000 -0.029 746 -1.0000 1 0.0003 21,400 1.4813 31,700 31,700 -928
911 601988.SH @BANKO22 CN 0.1873 7.0000 0.079 159,770 1.0000 -1 0.0000 -40 0.7580 -30 30 -2
947 600000.SH @SPUDO1 CN 0.7240 6.0000 0.070 30,179 1.0000 -1 0.0000 -39 1.7136 -67 67 -5
973 002916.ZK @SHENN1 CN 1.7985 6.0000 -0.066 8,521 -1.0000 1 0.0000 30 12.7797 383 383 -25
979 603567.SH @HEILO13 CN 1.2213 7.0000 -0.089 412 -1.0000 0 0.0000 0 1.5648 0 0 -0
985 603863.SH @SONGY1 CN 1.2725 8.0000 -0.119 385 -1.0000 0 0.0000 0 1.9779 0 0 -0
1013 600926.SH @BANKO586 CN 0.5384 4.0000 0.033 9,955 1.0000 -1 -0.0151 -658,887 2.2964 -1,513,060 1,513,060 -49,846
1042 600576.SH @WUXIQ1 CN 1.0052 8.0000 -0.113 630 -1.0000 0 0.0000 0 1.4229 0 0 -0
1045 603260.SH @HOSHI7 CN 0.9611 9.0000 -0.161 4,209 -1.0000 0 0.0000 0 6.5929 0 0 -0
1049 000815.ZK @NINGX2 CN 1.8394 9.0000 -0.129 894 -1.0000 0 0.0000 0 1.8902 0 0 -0
1079 SCGP_n.BK @SCGPA1 TH 0.6930 4.0000 0.038 594 1.0000 -1 -0.0034 -682,000 0.4943 -337,098 337,098 -12,733
1081 VGI_n.BK @VGIGL2 TH 0.4063 5.0000 0.049 503 1.0000 -1 -0.0013 -2,137,800 0.0629 -134,367 134,367 -6,647
1083 TOP_n.BK @THAIO13 TH 0.6923 1.0000 0.008 1,031 1.0000 -1 -0.0022 -264,200 0.8391 -221,678 221,678 -1,765
1088 GULF_n.BK @GULFE1 TH 0.1011 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1090 PTTGC_n.BK @PTTGL1 TH 0.8977 1.0000 0.009 1,498 1.0000 -1 -0.0030 -494,300 0.6041 -298,616 298,616 -2,733
1092 BBL_n.BK @BANGK27 TH 0.2201 7.0000 0.078 8,183 1.0000 -1 -0.0161 -376,000 4.2868 -1,611,839 1,611,839 -125,500
1093 KTB_n.BK @KRUNG9 TH 0.3737 4.0000 0.034 4,298 1.0000 -1 -0.0060 -878,200 0.6834 -600,204 600,204 -20,592
1094 TTB_n.BK @THAIM13 TH 0.1265 3.0000 0.030 4,389 1.0000 -1 -0.0005 -817,100 0.0592 -48,365 48,365 -1,471
1100 TIDLOR_n.BK @NGERN1 TH -0.2933 4.0000 -0.040 704 -1.0000 0 -0.0000 0 0.2875 0 0 -0