total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,043,163 26,067,867 108 401,490,125 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
5 0291.HK @CHINA288 HK 1.6622 9.0000 0.149 4,761 1.0000 -1 0.0000 -1,000 3.0573 -3,057 3,057 -456
8 1301.TW @FORMO9 TW 0.9192 1.0000 0.004 6,107 1.0000 -1 -0.0068 -590,000 1.1559 -681,966 681,966 -2,603
16 1519.HK @JTGLO1 HK 1.4741 3.0000 0.027 6,205 1.0000 -1 -0.0008 -90,600 0.8420 -76,289 76,289 -2,074
23 1795.TW @LOTUS3 TW 0.8056 3.0000 0.028 1,203 1.0000 -1 -0.0026 -36,000 7.3003 -262,809 262,809 -7,475
65 0267.HK @CITIC10 HK 1.4336 5.0000 0.059 11,106 1.0000 -1 -0.0112 -793,000 1.4140 -1,121,319 1,121,319 -65,681
81 2474.TW @CATCH1 TW 0.4651 1.0000 0.006 4,552 1.0000 -1 -0.0013 -19,000 7.0130 -133,247 133,247 -743
83 1378.HK @CHINA1377 HK 1.6116 7.0000 0.084 5,334 1.0000 -1 0.0000 -1,500 2.0510 -3,076 3,076 -259
92 2376.TW @GIGAB3 TW 1.0172 1.0000 0.011 5,959 1.0000 -1 -0.0042 -44,000 9.4633 -416,385 416,385 -4,460
95 2543.TW @HWANG2 TW 1.2978 2.0000 0.015 698 1.0000 -1 0.0000 -177 2.8390 -503 503 -8
96 3481.TW @INNOL2 TW 0.9794 1.0000 0.001 3,119 1.0000 -1 -0.0007 -183,000 0.3904 -71,436 71,436 -103
99 1101.TW @TAIWA69 TW 0.4939 3.0000 0.036 6,508 1.0000 -1 -0.0033 -377,000 0.8618 -324,912 324,912 -11,576
101 2400.HK @XDINC1 HK 1.6932 7.0000 0.090 2,895 1.0000 -1 -0.0006 -10,600 5.8726 -62,250 62,250 -5,619
102 0763.HK @ZTECO2 HK 1.9305 8.0000 0.119 2,156 1.0000 -1 0.0000 -1,600 2.8535 -4,566 4,566 -542
105 4203.T @SUMIT28 JP 0.9751 1.0000 -0.006 2,267 -1.0000 1 0.0045 16,900 26.8661 454,037 454,037 -2,855
121 1109.HK @CHINA182 HK 1.5900 8.0000 0.108 9,665 1.0000 -1 -0.0007 -21,500 3.3886 -72,854 72,854 -7,895
124 6618.HK @JDHEA1 HK 2.0594 9.0000 0.163 5,327 1.0000 -1 0.0000 -150 5.0446 -757 757 -124
132 6508.T @MEIDE2 JP 1.2147 1.0000 -0.001 1,460 -1.0000 1 0.0012 3,600 34.1216 122,838 122,838 -99
141 1833.HK @PAGOO1 HK 1.9186 8.0000 0.117 1,007 1.0000 -1 0.0000 -977 0.9911 -968 968 -113
143 6979.HK @ZJLDG1 HK 1.7569 3.0000 0.025 2,659 1.0000 -1 0.0000 -1,600 0.7847 -1,256 1,256 -31
154 0189.HK @DONGY26 HK 1.5608 3.0000 0.025 2,143 1.0000 -1 -0.0004 -30,000 1.2370 -37,109 37,109 -938
155 0998.HK @CHINA536 HK 0.7600 6.0000 0.067 9,488 1.0000 -1 -0.0006 -61,000 0.9962 -60,767 60,767 -4,087
158 5871.TW @CHAIL1 TW 1.1430 5.0000 0.060 6,805 1.0000 -1 -0.0019 -46,000 4.0557 -186,562 186,562 -11,202
161 2327.TW @YAGEO2 TW 0.8826 7.0000 0.089 7,420 1.0000 -1 -0.0009 -6,000 15.3948 -92,369 92,369 -8,235
162 1803.T @SHIMI2 JP 0.3127 2.0000 0.016 6,480 1.0000 -1 -0.0004 -3,500 10.8936 -38,128 38,128 -616
165 3288.T @OPENH1 JP 0.2496 3.0000 0.031 5,231 1.0000 -1 -0.0034 -7,800 43.3417 -338,065 338,065 -10,535
166 1303.TW @NANYA7 TW 0.9088 6.0000 0.073 5,355 1.0000 -1 -0.0005 -53,000 0.9125 -48,364 48,364 -3,525
167 0019.HK @SWIRE4 HK 0.5720 7.0000 0.080 2,803 1.0000 -1 -0.0090 -108,000 8.3695 -903,904 903,904 -72,485
172 6952.T @CASIO5 JP 0.5344 2.0000 -0.014 1,770 -1.0000 1 0.0066 87,900 7.4472 654,610 654,610 -9,303
180 0836.HK @CHINA276 HK 0.5962 4.0000 0.047 4,722 1.0000 -1 -0.0179 -746,000 2.4000 -1,790,411 1,790,411 -84,443
185 4816.T @TOEIA1 JP 0.0367 2.0000 0.020 2,169 1.0000 -1 -0.0010 -4,700 21.9720 -103,268 103,268 -2,094
198 7733.T @OLYMP17 JP 0.7002 2.0000 0.015 14,604 1.0000 -1 -0.0105 -81,500 12.8204 -1,044,865 1,044,865 -15,881
214 6055.HK @CHINA2407 HK 1.4294 5.0000 0.049 765 1.0000 -1 -0.0032 -80,000 3.9491 -315,926 315,926 -15,416
218 7936.T @ASICS5 JP 0.8096 2.0000 0.020 16,606 1.0000 -1 -0.0105 -46,500 22.6086 -1,051,299 1,051,299 -21,489
238 9364.T @KAMIG2 JP 0.2549 5.0000 0.055 2,743 1.0000 0 0.0000 0 27.6738 0 0 0
243 1821.HK @ESRAA1 HK 0.3212 2.0000 0.017 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -13,905
244 6702.T @FUJIT27 JP 0.6447 5.0000 0.055 48,342 1.0000 -1 -0.0104 -44,300 23.3410 -1,034,005 1,034,005 -56,882
252 5880.TW @TWCOO1 TW 0.4077 4.0000 0.047 12,581 1.0000 -1 -0.0055 -670,000 0.8263 -553,653 553,653 -26,023
260 7013.T @ISHIK5 JP 1.1334 4.0000 0.047 16,305 1.0000 0 0.0000 0 105.4109 0 0 0
282 4912.T @LIONC3 JP 0.1713 2.0000 0.016 2,887 1.0000 -1 -0.0019 -18,500 10.3186 -190,895 190,895 -3,050
355 3037.TW @UNIMI2 TW 1.2236 2.0000 0.018 4,498 1.0000 -1 -0.0009 -26,000 3.3797 -87,873 87,873 -1,543
360 6701.T @NECCO8 JP 0.8952 1.0000 0.010 38,230 1.0000 -1 -0.0095 -33,900 28.0229 -949,975 949,975 -9,097
364 MTS.AX @METCA2 AU 0.2672 3.0000 -0.026 2,622 -1.0000 0 0.0000 0 2.3867 0 0 -0
370 1918.HK @SUNAC1 HK 3.9107 7.0000 0.095 1,979 1.0000 0 0.0000 0 0.1847 0 0 0
373 6113.T @AMADA1 JP 0.9494 4.0000 -0.037 3,551 -1.0000 1 0.0015 14,300 10.8217 154,751 154,751 -5,775
386 6141.T @MORIS3 JP 1.3067 1.0000 -0.009 2,975 -1.0000 1 0.0003 1,300 20.9042 27,175 27,175 -247
400 1878.T @DAITO2 JP 0.2020 2.0000 0.013 7,137 1.0000 -1 -0.0003 -300 109.0044 -32,701 32,701 -440
401 2884.TW @ESUNF1 TW 0.5192 4.0000 0.042 17,192 1.0000 -1 -0.0002 -22,000 1.0748 -23,645 23,645 -985
416 1024.HK @KUAIS1 HK 2.1958 10.0000 0.192 20,715 1.0000 -1 -0.0007 -10,000 7.1911 -71,911 71,911 -13,841
419 4043.T @TOKUY2 JP 0.9499 1.0000 -0.004 1,487 -1.0000 1 0.0006 2,800 20.6236 57,746 57,746 -228
429 035420.KS @NHNCO1 KR 0.4737 5.0000 -0.061 31,095 -1.0000 1 0.0045 2,308 196.2598 452,968 452,968 -27,728
435 6981.T @MURAT5 JP 1.1034 2.0000 0.020 27,726 1.0000 -1 -0.0062 -43,900 14.1244 -620,060 620,060 -12,374
437 9992.HK @POPMA2 HK 1.1874 10.0000 0.194 40,990 1.0000 -1 -0.0031 -10,000 30.5225 -305,225 305,225 -59,096
440 6856.T @HORIB1 JP 1.1875 1.0000 -0.010 3,031 -1.0000 1 0.0004 600 71.7684 43,061 43,061 -444
443 2891.TW @CHINA244 TW 0.6293 2.0000 0.023 28,529 1.0000 -1 -0.0114 -785,000 1.4516 -1,139,508 1,139,508 -25,946
444 058470.KQ @LEENO1 KR 0.7851 2.0000 -0.012 2,864 -1.0000 1 0.0040 10,764 37.5770 404,479 404,479 -4,964
445 APA.AX @AUSTP9 AU 0.0956 4.0000 -0.040 7,346 -1.0000 1 0.0045 80,565 5.6313 453,690 453,690 -17,970
447 NST.AX @NTHNS3 AU -0.0868 1.0000 -0.009 18,909 -1.0000 0 0.0000 0 13.2366 0 0 -0
460 018260.KS @SAMSU530 KR 0.2233 1.0000 -0.009 5,815 -1.0000 1 0.0015 1,180 125.2567 147,803 147,803 -1,350
462 066570.KS @LGELE11 KR 0.5080 1.0000 -0.009 5,732 -1.0000 1 0.0005 860 53.8895 46,345 46,345 -407
465 VNT.AX @VENTI5 AU 0.2472 1.0000 -0.002 2,705 -1.0000 1 0.0004 13,313 3.2253 42,938 42,938 -75
469 1071.HK @HUADI2 HK 0.7286 3.0000 0.026 759 1.0000 -1 -0.0005 -88,000 0.5580 -49,101 49,101 -1,253
471 0177.HK @JIANG6 HK 0.1800 4.0000 0.044 1,784 1.0000 -1 -0.0001 -8,000 1.4599 -11,679 11,679 -510
473 6503.T @MITSU71 JP 1.0227 2.0000 0.013 43,495 1.0000 0 0.0000 0 20.5825 0 0 0
482 3939.HK @WANGU1 HK 0.6137 2.0000 0.013 3,549 1.0000 -1 -0.0008 -20,000 3.8981 -77,962 77,962 -1,047
492 4661.T @ORIEN41 JP 0.2367 3.0000 0.027 29,577 1.0000 -1 -0.0061 -27,800 21.9036 -608,919 608,919 -16,738
500 8306.T @MITSU52 JP 1.0382 6.0000 0.072 161,693 1.0000 0 0.0000 0 13.3988 0 0 0
506 9868.HK @XPENG2 HK 2.4665 3.0000 0.031 13,489 1.0000 -1 -0.0007 -8,000 9.2294 -73,835 73,835 -2,266
510 1288.HK @AGRIC28 HK 0.6282 9.0000 0.130 21,772 1.0000 -1 -0.0048 -678,000 0.7083 -480,217 480,217 -62,447
512 0939.HK @CHINA377 HK 0.7628 7.0000 0.085 236,744 1.0000 -1 -0.0197 -1,994,000 0.9847 -1,963,531 1,963,531 -166,213
518 9843.T @NITOR1 JP -0.1468 1.0000 0.011 8,762 1.0000 -1 -0.0020 -2,100 93.3639 -196,064 196,064 -2,103
522 6301.T @KOMAT8 JP 0.9868 3.0000 0.032 28,692 1.0000 -1 -0.0012 -4,100 30.1721 -123,706 123,706 -4,008
537 2881.TW @FUBON8 TW 0.6529 9.0000 0.133 32,939 1.0000 -1 -0.0003 -12,000 2.8694 -34,433 34,433 -4,591
539 1398.HK @INDUS124 HK 0.7340 6.0000 0.064 68,551 1.0000 -1 -0.0031 -388,000 0.7898 -306,448 306,448 -19,749
545 1088.HK @CHINA352 HK 0.5407 7.0000 0.092 14,779 1.0000 -1 -0.0024 -54,000 4.3758 -236,295 236,295 -21,652
557 4091.T @NIPPO91 JP 0.7211 4.0000 -0.046 8,338 -1.0000 0 0.0000 0 39.2895 0 0 -0
560 CMLT.SI @CAPIT88 SG NaN NaN nan 12,333 NaN -1 -0.0000 -16 1.6854 -27 27 nan
561 8267.T @AEONC8 JP 0.0485 4.0000 0.038 26,905 1.0000 0 0.0000 0 30.8566 0 0 0
596 1802.T @OBAYA2 JP 0.5103 1.0000 0.003 10,969 1.0000 -1 -0.0004 -2,900 15.2024 -44,087 44,087 -148
601 BBNI.JK @BANKB3 ID 0.0002 10.0000 0.193 9,262 1.0000 0 0.0000 0 0.2508 0 0 0
610 1898.HK @CHINA484 HK 0.6800 1.0000 0.001 4,708 1.0000 -1 -0.0008 -68,000 1.1465 -77,962 77,962 -61
616 2331.HK @LININ1 HK 1.8227 4.0000 0.045 4,607 1.0000 -1 0.0000 -4,000 2.0026 -8,010 8,010 -362
629 601390.SH @CHINA696 CN 0.7623 3.0000 0.034 6,820 1.0000 -1 0.0000 -99 0.7549 -75 75 -3
638 601333.SH @GUANG102 CN 0.7023 4.0000 -0.043 1,210 -1.0000 1 0.0000 78 0.4039 32 32 -1
644 600570.SH @HANGZ8 CN 1.9233 4.0000 0.042 5,830 1.0000 -1 0.0000 -80 3.9012 -312 312 -13
647 688252.SH @JADAR3 CN 1.9010 3.0000 -0.030 423 -1.0000 1 0.0000 44 3.2341 142 142 -4
662 688025.SH @SHENZ288 CN 2.4085 NaN nan 744 NaN 1 -0.0000 85 9.1033 774 774 nan
678 688772.SH @ZHUHA19 CN 2.0745 3.0000 -0.033 1,669 -1.0000 1 0.0000 68 1.9151 130 130 -4
683 300379.ZK @BEIJI135 CN 1.4755 NaN nan 392 NaN -1 -0.0000 -89 0.7020 -62 62 nan
697 002017.ZK @ZHUHA5 CN 1.5018 4.0000 -0.047 708 -1.0000 1 0.0039 179,100 2.1783 390,137 390,137 -18,310
698 605499.SH @EASTR12 CN 0.4046 2.0000 0.020 22,097 1.0000 -1 -0.0043 -9,630 44.7293 -430,744 430,744 -8,653
702 688169.SH @BEIJI316 CN 1.4858 1.0000 0.005 5,369 1.0000 -1 0.0000 -99 29.0452 -2,875 2,875 -13
723 688041.SH @HYGON1 CN 1.1792 1.0000 0.003 18,152 1.0000 -1 0.0000 -61 18.5937 -1,134 1,134 -4
724 688599.SH @TRINA7 CN 1.7805 5.0000 -0.051 2,970 -1.0000 1 0.0000 89 1.9193 171 171 -9
725 603355.SH @KINGC7 CN 1.5056 4.0000 0.044 640 1.0000 -1 0.0000 -13 3.0140 -39 39 -2
728 688106.SH @SUZHO69 CN 1.5346 3.0000 -0.024 1,163 -1.0000 1 0.0000 48 2.4123 116 116 -3
733 000538.ZK @YUNNA10 CN 0.6209 3.0000 0.029 5,607 1.0000 -1 0.0000 -80 7.6645 -613 613 -18
742 601229.SH @BANKO594 CN 0.3237 6.0000 -0.075 15,425 -1.0000 1 0.0000 16 1.5293 24 24 -2
748 002291.ZK @FOSHA5 CN 1.7996 2.0000 0.014 714 1.0000 -1 0.0000 -3 0.8691 -3 3 -0
756 601669.SH @SINOH12 CN 0.8039 2.0000 0.016 5,356 1.0000 -1 0.0000 -38 0.6616 -25 25 -0
766 601319.SH @THEPE2 CN 1.0057 5.0000 0.053 42,124 1.0000 -1 0.0000 -93 1.1867 -110 110 -6
774 000065.ZK @NORIN1 CN 1.3584 4.0000 0.040 707 1.0000 -1 0.0000 -70 1.3747 -96 96 -4
778 002821.ZK @ASYMC1 CN 1.7144 1.0000 0.004 2,496 1.0000 -1 0.0000 -63 11.5323 -727 727 -3
785 601919.SH @CHINA565 CN 0.9213 3.0000 -0.031 11,759 -1.0000 1 0.0000 95 2.2744 216 216 -7
788 002609.ZK @SHENZ94 CN 1.8832 1.0000 -0.009 795 -1.0000 1 0.0005 34,100 1.4151 48,254 48,254 -445
796 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.114 4,079 -1.0000 1 0.0000 74 2.3858 177 177 -20
803 301389.ZK @LONGY5 CN 2.4941 3.0000 -0.033 305 -1.0000 1 0.0013 38,200 3.4680 132,479 132,479 -4,404
814 002053.ZK @YUNNA17 CN 0.9786 1.0000 -0.000 386 -1.0000 1 0.0061 394,700 1.5544 613,502 613,502 -49
817 600104.SH @SAUTO1 CN 0.8324 4.0000 0.046 7,762 1.0000 -1 0.0000 -99 2.1630 -214 214 -10
918 002916.ZK @SHENN1 CN 1.7985 1.0000 -0.008 9,215 -1.0000 1 0.0000 30 13.8206 415 415 -3
945 300660.ZK @JIANG266 CN 2.3460 1.0000 -0.002 1,325 -1.0000 1 0.0000 80 5.3887 431 431 -1
956 002230.ZK @ANHUI43 CN 1.3887 4.0000 0.046 13,283 1.0000 0 0.0000 0 6.3845 0 0 0
979 002326.ZK @ZHEJI92 CN 1.7583 5.0000 -0.057 1,589 -1.0000 0 0.0000 0 1.7173 0 0 -0
1013 600276.SH @JIANG24 CN 0.8351 5.0000 0.048 28,052 1.0000 0 0.0000 0 7.2091 0 0 0
1026 601127.SH @CHONG70 CN 1.1441 8.0000 -0.117 16,425 -1.0000 0 0.0000 0 18.2831 0 0 -0
1027 001201.ZK @DONGR4 CN 1.0229 9.0000 -0.146 455 -1.0000 0 0.0000 0 2.1031 0 0 -0
1037 SCGP_n.BK @SCGPA1 TH 0.6930 7.0000 0.091 575 1.0000 -1 -0.0010 -215,200 0.4784 -102,960 102,960 -9,388
1044 PTTGC_n.BK @PTTGL1 TH 0.8977 1.0000 0.004 1,443 1.0000 -1 -0.0025 -433,200 0.5821 -252,145 252,145 -1,058
1046 BBL_n.BK @BANGK27 TH 0.2201 2.0000 0.021 7,969 1.0000 -1 -0.0099 -237,700 4.1749 -992,378 992,378 -21,318
1047 KTB_n.BK @KRUNG9 TH 0.3737 6.0000 0.071 4,063 1.0000 -1 -0.0005 -77,300 0.6460 -49,939 49,939 -3,543
1052 DELTA_n.BK @DELTA60 TH 0.6781 1.0000 0.004 13,783 1.0000 -1 -0.0011 -37,500 2.9864 -111,991 111,991 -444
1053 SCB_n.BK @SCBXP1 TH 0.2133 3.0000 0.029 11,954 1.0000 -1 -0.0034 -94,900 3.5502 -336,914 336,914 -9,841
1055 GULF_n.BK @GULFD3 TH NaN NaN nan 13,408 NaN -1 -0.0000 -13 1.1809 -15 15 nan
1059 KBANK_n.BK @KASIK3 TH 0.1837 4.0000 0.037 9,613 1.0000 -1 -0.0019 -41,100 4.6168 -189,750 189,750 -7,096