total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,001,195 28,295,831 112 401,367,084 -0.002

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 1.6485 8.0000 0.110 4,959 1.0000 -1 0.0000 -1,000 3.1848 -3,185 3,185 -349
16 1519.HK @JTGLO1 HK 1.4218 1.0000 0.005 6,365 1.0000 -1 -0.0008 -90,600 0.8637 -78,252 78,252 -424
23 1795.TW @LOTUS3 TW 0.8114 3.0000 0.023 1,255 1.0000 -1 -0.0027 -36,000 7.6127 -274,058 274,058 -6,323
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.006 3,464 -1.0000 1 0.0124 71,900 17.2156 1,237,804 1,237,804 -7,472
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.001 1,115 1.0000 -1 -0.0021 -13,000 15.9472 -207,314 207,314 -115
65 0267.HK @CITIC10 HK 1.4193 9.0000 0.142 10,786 1.0000 -1 -0.0109 -793,000 1.3733 -1,089,000 1,089,000 -154,705
83 1378.HK @CHINA1377 HK 1.6412 7.0000 0.091 5,957 1.0000 -1 0.0000 -1,500 2.2905 -3,436 3,436 -314
89 1415.HK @COWEL7 HK 2.2892 1.0000 0.007 898 1.0000 -1 -0.0006 -18,000 3.4714 -62,485 62,485 -423
92 2376.TW @GIGAB3 TW 1.0251 2.0000 0.018 6,125 1.0000 -1 -0.0043 -44,000 9.7264 -427,963 427,963 -7,603
95 2543.TW @HWANG2 TW 1.2177 4.0000 0.042 682 1.0000 -1 0.0000 -177 2.7770 -492 492 -21
99 1101.TW @TAIWA69 TW 0.4786 1.0000 0.011 6,618 1.0000 -1 -0.0033 -377,000 0.8764 -330,406 330,406 -3,562
101 2400.HK @XDINC1 HK 1.6896 8.0000 0.105 3,030 1.0000 -1 -0.0007 -10,600 6.1466 -65,154 65,154 -6,815
102 0763.HK @ZTECO2 HK 1.9702 8.0000 0.101 2,339 1.0000 -1 0.0000 -1,600 3.0956 -4,953 4,953 -499
103 4088.T @AIRWA2 JP 0.6598 1.0000 -0.001 3,419 -1.0000 1 0.0214 143,700 14.8827 2,138,638 2,138,638 -2,463
104 1963.T @JGCCO1 JP 0.8954 1.0000 0.004 2,242 1.0000 -1 -0.0071 -82,600 8.6372 -713,432 713,432 -2,930
105 4203.T @SUMIT28 JP 0.9836 2.0000 -0.014 2,432 -1.0000 1 0.0048 16,600 28.8183 478,384 478,384 -6,743
120 1109.HK @CHINA182 HK 1.5604 10.0000 0.225 9,665 1.0000 -1 0.0000 -1,500 3.3886 -5,083 5,083 -1,142
123 6618.HK @JDHEA1 HK 2.0488 9.0000 0.150 5,785 1.0000 -1 0.0000 -150 5.4778 -822 822 -123
129 8299.TWO @PHISO1 TW 0.9465 1.0000 0.011 3,214 1.0000 -1 -0.0029 -17,000 17.2876 -293,889 293,889 -3,167
140 1833.HK @PAGOO1 HK 1.9252 8.0000 0.106 1,135 1.0000 -1 0.0000 -977 1.1172 -1,092 1,092 -116
142 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.051 2,663 1.0000 -1 0.0000 -1,600 0.7860 -1,258 1,258 -64
153 0189.HK @DONGY26 HK 1.5519 1.0000 0.006 2,313 1.0000 -1 -0.0004 -30,000 1.3350 -40,051 40,051 -239
154 0998.HK @CHINA536 HK 0.7461 9.0000 0.132 9,076 1.0000 -1 -0.0006 -61,000 0.9529 -58,126 58,126 -7,674
157 5871.TW @CHAIL1 TW 1.1467 2.0000 0.018 7,295 1.0000 -1 -0.0020 -46,000 4.3477 -199,993 199,993 -3,621
160 2327.TW @YAGEO2 TW 0.9113 2.0000 0.022 8,034 1.0000 -1 -0.0010 -6,000 16.6690 -100,014 100,014 -2,178
161 1803.T @SHIMI2 JP 0.2973 1.0000 0.002 6,624 1.0000 -1 -0.0001 -1,100 11.1361 -12,250 12,250 -22
164 3288.T @OPENH1 JP 0.2487 2.0000 0.016 5,437 1.0000 -1 -0.0019 -4,200 45.0489 -189,205 189,205 -3,087
165 1303.TW @NANYA7 TW 0.9500 5.0000 0.047 5,507 1.0000 -1 -0.0005 -53,000 0.9383 -49,729 49,729 -2,332
166 0019.HK @SWIRE4 HK 0.5700 5.0000 0.055 2,870 1.0000 -1 -0.0093 -108,000 8.5670 -925,235 925,235 -51,081
169 6460.T @SEGAS1 JP 0.4126 2.0000 0.016 4,016 1.0000 -1 -0.0049 -20,700 23.8828 -494,373 494,373 -8,086
171 6952.T @CASIO5 JP 0.5353 3.0000 -0.023 1,808 -1.0000 1 0.0061 80,300 7.6038 610,583 610,583 -14,185
173 2158.HK @YIDUT1 HK 2.3865 1.0000 0.009 787 1.0000 -1 0.0000 -1,900 0.7401 -1,406 1,406 -13
176 6724.T @SEIKO5 JP 0.7452 1.0000 -0.007 4,940 -1.0000 1 0.0025 18,600 13.2237 245,960 245,960 -1,656
178 0836.HK @CHINA276 HK 0.6193 3.0000 0.028 4,747 1.0000 -1 -0.0180 -746,000 2.4128 -1,799,926 1,799,926 -51,015
183 4816.T @TOEIA1 JP 0.0643 1.0000 0.001 2,241 1.0000 -1 -0.0010 -4,400 22.7076 -99,914 99,914 -136
196 7733.T @OLYMP17 JP 0.6230 4.0000 0.041 13,504 1.0000 -1 -0.0015 -12,900 11.8550 -152,929 152,929 -6,211
200 6988.T @NITTO9 JP 0.8900 5.0000 -0.047 13,638 -1.0000 1 0.0013 6,800 19.2963 131,215 131,215 -6,154
211 6055.HK @CHINA2407 HK 1.4044 6.0000 0.059 759 1.0000 -1 -0.0021 -53,000 3.9172 -207,614 207,614 -12,322
220 9688.HK @ZAILA3 HK 1.7800 1.0000 0.001 3,884 1.0000 -1 -0.0044 -126,000 3.4969 -440,604 440,604 -609
227 CAST.NS @CASTR8 IN 0.3698 1.0000 -0.007 1,258 -1.0000 1 0.0017 64,682 2.5947 167,830 167,830 -1,249
234 REA.AX @REALE5 AU 0.2270 2.0000 -0.014 8,092 -1.0000 1 0.0051 3,237 157.0496 508,370 508,370 -6,884
239 1821.HK @ESRAA1 HK 0.3002 5.0000 0.049 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -39,026
248 2264.T @MORIN6 JP 0.2476 1.0000 -0.005 1,992 -1.0000 1 0.0033 14,700 22.3758 328,925 328,925 -1,740
272 2317.TW @HONHA4 TW 1.2322 5.0000 0.048 76,868 1.0000 -1 -0.0070 -126,000 5.5334 -697,209 697,209 -33,577
274 4912.T @LIONC3 JP 0.1650 1.0000 0.011 2,882 1.0000 -1 -0.0019 -18,700 10.2997 -192,604 192,604 -2,031
325 051900.KS @LGHOU1 KR 0.6030 1.0000 0.009 2,413 1.0000 -1 -0.0001 -47 234.1380 -11,004 11,004 -103
340 5388.TW @SERCO6 TW 1.0341 1.0000 0.006 980 1.0000 -1 -0.0002 -7,000 3.2651 -22,855 22,855 -146
357 6113.T @AMADA1 JP 0.9221 1.0000 -0.010 3,574 -1.0000 1 0.0005 4,300 10.8907 46,830 46,830 -449
390 8136.T @SANRI4 JP 0.8250 2.0000 0.023 11,318 1.0000 -1 -0.0014 -3,000 48.1665 -144,499 144,499 -3,261
406 7735.T @DAINI14 JP 1.1751 2.0000 -0.018 8,258 -1.0000 1 0.0005 600 81.2913 48,775 48,775 -879
417 6856.T @HORIB1 JP 1.1848 3.0000 -0.026 3,286 -1.0000 1 0.0002 300 77.8004 23,340 23,340 -598
420 2891.TW @CHINA244 TW 0.6269 2.0000 0.011 29,518 1.0000 -1 -0.0118 -785,000 1.5019 -1,179,011 1,179,011 -12,889
436 066570.KS @LGELE11 KR 0.5231 1.0000 -0.002 5,753 -1.0000 1 0.0005 860 54.0826 46,511 46,511 -92
439 VNT.AX @VENTI5 AU 0.2548 2.0000 -0.018 2,837 -1.0000 1 0.0005 13,972 3.3827 47,264 47,264 -867
442 1071.HK @HUADI2 HK 0.7122 5.0000 0.058 720 1.0000 -1 -0.0005 -88,000 0.5299 -46,635 46,635 -2,727
450 3939.HK @WANGU1 HK 0.6421 1.0000 0.007 3,636 1.0000 -1 -0.0008 -20,000 3.9937 -79,874 79,874 -559
468 9868.HK @XPENG2 HK 2.3558 9.0000 0.140 13,167 1.0000 -1 -0.0018 -20,000 8.9937 -179,875 179,875 -25,238
470 QAN.AX @QANTA2 AU 0.3991 2.0000 -0.011 10,613 -1.0000 1 0.0045 64,094 7.0137 449,533 449,533 -5,125
471 1288.HK @AGRIC28 HK 0.6463 9.0000 0.143 21,929 1.0000 -1 -0.0048 -678,000 0.7134 -483,675 483,675 -69,303
473 0939.HK @CHINA377 HK 0.7917 7.0000 0.092 242,564 1.0000 -1 -0.0201 -1,994,000 1.0089 -2,011,806 2,011,806 -185,030
481 003490.KS @KOREA192 KR 0.3894 1.0000 -0.004 4,573 -1.0000 1 0.0002 1,396 16.7817 23,427 23,427 -84
490 9926.HK @AKESO1 HK 1.1506 2.0000 0.012 10,514 1.0000 -1 -0.0012 -10,000 11.7135 -117,135 117,135 -1,353
494 1398.HK @INDUS124 HK 0.7460 9.0000 0.149 68,773 1.0000 -1 -0.0029 -370,000 0.7924 -293,176 293,176 -43,547
500 105560.KS @KBFIN1 KR 0.5500 5.0000 -0.055 31,002 -1.0000 1 0.0009 1,148 81.2704 93,298 93,298 -5,150
502 055550.KS @SHINH4 KR 0.4776 6.0000 -0.067 21,195 -1.0000 1 0.0008 1,848 44.9955 83,152 83,152 -5,609
509 CMLT.SI @CAPIT88 SG NaN NaN nan 12,444 NaN -1 -0.0000 -16 1.7007 -27 27 nan
510 2502.T @ASAHI16 JP 0.3244 2.0000 0.012 20,266 1.0000 -1 -0.0061 -46,100 13.3239 -614,231 614,231 -7,144
514 7267.T @HONDA9 JP 0.6060 2.0000 0.011 50,897 1.0000 -1 -0.0006 -6,600 9.6395 -63,621 63,621 -725
520 8591.T @ORIXC4 JP 0.7693 3.0000 -0.033 26,207 -1.0000 0 0.0000 0 22.5348 0 0 -0
528 7270.T @FUJIH3 JP 0.8359 1.0000 0.001 10,070 1.0000 -1 -0.0029 -16,900 17.3884 -293,865 293,865 -186
547 1898.HK @CHINA484 HK 0.6600 2.0000 0.019 4,750 1.0000 -1 -0.0013 -114,000 1.1567 -131,864 131,864 -2,519
550 259960.KS @KRAFT40 KR -0.1033 3.0000 -0.031 10,842 -1.0000 1 0.0002 58 266.0159 15,429 15,429 -484
552 2331.HK @LININ1 HK 1.8321 5.0000 0.046 5,571 1.0000 -1 -0.0004 -18,000 2.1554 -38,798 38,798 -1,802
557 CBA.AX @CMNWL6 AU 0.1721 1.0000 0.007 201,902 1.0000 0 0.0000 0 120.6492 0 0 0
559 3896.HK @KINGS113 HK 2.8475 4.0000 0.040 1,880 1.0000 -1 -0.0001 -12,000 0.8459 -10,150 10,150 -404
560 4543.T @TERUM2 JP 0.4106 3.0000 0.030 27,121 1.0000 -1 -0.0027 -14,700 18.3182 -269,277 269,277 -8,149
561 9923.HK @YEAHK1 HK 2.1542 1.0000 0.009 341 1.0000 -1 -0.0001 -8,000 1.6765 -13,412 13,412 -119
563 9901.HK @NEWOR8 HK 1.2482 1.0000 0.005 8,201 1.0000 -1 -0.0013 -24,000 5.3695 -128,868 128,868 -642
573 5803.T @FUJIK9 JP 1.7932 1.0000 0.008 15,484 1.0000 0 0.0000 0 52.3347 0 0 0
578 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.005 7,468 -1.0000 1 0.0017 6,197 27.4342 170,010 170,010 -906
581 4689.T @YAHOO6 JP 0.4278 3.0000 0.033 9,970 1.0000 0 0.0000 0 3.6664 0 0 0
585 IAG.AX @INSUR1 AU 0.1403 2.0000 0.012 13,948 1.0000 0 0.0000 0 5.8970 0 0 0
592 QBE.AX @QBEIN2 AU 0.4109 3.0000 0.032 23,065 1.0000 0 0.0000 0 15.2746 0 0 0
600 6367.T @DAIKI4 JP 0.8065 4.0000 -0.038 34,495 -1.0000 0 0.0000 0 117.6857 0 0 -0
601 7532.T @DONQU3 JP 0.3513 1.0000 0.008 14,808 1.0000 -1 -0.0001 -400 34.2792 -13,712 13,712 -110
637 601390.SH @CHINA696 CN 0.7582 1.0000 0.003 7,067 1.0000 -1 0.0000 -99 0.7821 -77 77 -0
652 600570.SH @HANGZ8 CN 1.9514 1.0000 0.010 6,989 1.0000 -1 0.0000 -80 4.6762 -374 374 -4
655 688252.SH @JADAR3 CN 1.8582 1.0000 -0.004 445 -1.0000 1 -0.0000 44 3.3991 150 150 -1
669 688025.SH @SHENZ288 CN 2.4618 NaN nan 815 NaN 1 -0.0000 85 9.9686 847 847 nan
677 002925.ZK @XIAME55 CN 1.6566 2.0000 -0.011 877 -1.0000 1 0.0033 131,000 2.5068 328,388 328,388 -3,593
690 300379.ZK @BEIJI135 CN 1.5191 NaN nan 436 NaN -1 0.0000 -89 0.7821 -70 70 nan
694 300866.ZK @ANKER10 CN 1.7544 2.0000 -0.014 8,419 -1.0000 1 0.0011 6,709 15.8382 106,258 106,258 -1,516
703 002017.ZK @ZHUHA5 CN 1.4956 2.0000 -0.020 835 -1.0000 1 0.0039 152,700 2.5695 392,365 392,365 -7,662
704 605499.SH @EASTR12 CN 0.4139 4.0000 0.041 21,630 1.0000 -1 0.0000 -30 43.7850 -1,314 1,314 -54
712 603799.SH @ZHEJI183 CN 1.7124 1.0000 0.005 7,201 1.0000 -1 -0.0104 -201,761 5.1613 -1,041,358 1,041,358 -5,131
721 000100.ZK @TCLCO2 CN 1.2732 7.0000 0.081 11,337 1.0000 -1 0.0000 -20 0.6037 -12 12 -1
730 688599.SH @TRINA7 CN 1.7913 5.0000 -0.048 3,135 -1.0000 1 -0.0000 89 2.0258 180 180 -9
731 603355.SH @KINGC7 CN 1.5089 5.0000 0.057 663 1.0000 -1 0.0000 -13 3.1258 -41 41 -2
734 688106.SH @SUZHO69 CN 1.5166 2.0000 -0.016 1,202 -1.0000 1 -0.0000 48 2.4942 120 120 -2
735 600248.SH @YANGL1 CN 0.8378 2.0000 0.015 656 1.0000 -1 0.0000 -64 0.5312 -34 34 -1
739 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.032 5,690 1.0000 -1 0.0000 -80 7.7783 -622 622 -20
750 601877.SH @ZHEJI93 CN 1.2174 2.0000 0.015 3,396 1.0000 -1 -0.0027 -84,800 3.1607 -268,024 268,024 -4,039
754 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.023 748 1.0000 -1 0.0000 -3 0.9104 -3 3 -0
759 601169.SH @BANKO53 CN 0.4357 5.0000 0.050 16,509 1.0000 -1 -0.0121 -1,273,834 0.9522 -1,212,998 1,212,998 -61,130
772 601319.SH @THEPE2 CN 0.9899 10.0000 0.179 43,107 1.0000 -1 0.0000 -93 1.2144 -113 113 -20
777 688100.SH @WILLF1 CN 1.2400 2.0000 -0.011 1,016 -1.0000 1 -0.0000 65 5.1655 336 336 -4
780 000065.ZK @NORIN1 CN 1.4194 1.0000 0.010 846 1.0000 -1 0.0000 -70 1.6452 -115 115 -1
794 002609.ZK @SHENZ94 CN 1.9057 2.0000 -0.016 914 -1.0000 1 0.0004 21,900 1.6284 35,663 35,663 -565
795 002241.ZK @GOERT1 CN 1.8469 6.0000 0.060 9,649 1.0000 -1 0.0000 -80 3.2513 -260 260 -15
807 002595.ZK @SHAND94 CN 0.6573 2.0000 0.011 6,605 1.0000 -1 0.0000 -95 8.2565 -784 784 -9
823 600104.SH @SAUTO1 CN 0.8237 2.0000 0.022 8,030 1.0000 -1 0.0000 -99 2.2377 -222 222 -5
908 601166.SH @INDUS132 CN 0.6463 8.0000 0.106 51,649 1.0000 -1 -0.0020 -62,400 3.2541 -203,054 203,054 -21,439
918 002916.ZK @SHENN1 CN 1.8258 3.0000 -0.027 10,022 -1.0000 1 -0.0000 30 15.0309 451 451 -12
941 600926.SH @BANKO586 CN 0.5131 6.0000 0.062 11,348 1.0000 -1 0.0000 -87 2.3451 -204 204 -13
1018 601318.SH @PINGA4 CN 1.0797 5.0000 0.055 75,757 1.0000 -1 -0.0002 -2,600 7.7350 -20,111 20,111 -1,109
1081 BBL_n.BK @BANGK27 TH 0.2242 3.0000 0.027 8,150 1.0000 -1 -0.0151 -353,400 4.2697 -1,508,911 1,508,911 -40,966
1082 KTB_n.BK @KRUNG9 TH 0.3728 6.0000 0.067 4,115 1.0000 -1 -0.0005 -75,800 0.6543 -49,594 49,594 -3,331
1088 GULF_n.BK @GULFD3 TH NaN NaN nan 13,515 NaN -1 -0.0000 -13 1.1903 -15 15 nan
1091 KBANK_n.BK @KASIK3 TH 0.1932 6.0000 0.062 9,817 1.0000 -1 -0.0006 -13,100 4.7151 -61,768 61,768 -3,842
1093 PTT_n.BK @PTTPU1 TH 0.2437 6.0000 0.063 26,321 1.0000 0 0.0000 0 0.9215 0 0 0