total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -727,050 23,348,646 109 401,775,983 -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 6.0000 0.061 5,178 1.0000 -1 0.0000 -1,000 3.3249 -3,325 3,325 -202
23 1795.TW @LOTUS3 TW 0.8114 3.0000 0.030 1,262 1.0000 -1 -0.0028 -36,000 7.6601 -275,764 275,764 -8,213
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.002 3,447 -1.0000 1 0.0115 66,900 17.1313 1,146,084 1,146,084 -2,244
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.010 1,078 1.0000 -1 -0.0020 -13,000 15.4240 -200,512 200,512 -2,037
65 0267.HK @CITIC10 HK 1.4192 10.0000 0.170 10,686 1.0000 -1 -0.0046 -340,000 1.3605 -462,582 462,582 -78,855
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.131 7,410 1.0000 -1 0.0000 -1,500 2.3465 -3,520 3,520 -460
89 6805.TW @FOSIT1 TW 1.3546 2.0000 0.013 1,556 1.0000 -1 -0.0019 -7,000 27.3551 -191,486 191,486 -2,465
91 2376.TW @GIGAB3 TW 1.0251 3.0000 0.023 5,945 1.0000 -1 -0.0042 -44,000 9.4411 -415,410 415,410 -9,630
94 2543.TW @HWANG2 TW 1.2177 6.0000 0.068 664 1.0000 -1 0.0000 -177 2.7009 -478 478 -32
98 1101.TW @TAIWA69 TW 0.4786 2.0000 0.019 6,529 1.0000 -1 -0.0033 -377,000 0.8646 -325,944 325,944 -6,169
100 2400.HK @XDINC1 HK 1.6896 9.0000 0.126 3,131 1.0000 -1 -0.0007 -10,600 6.3504 -67,315 67,315 -8,490
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.116 2,295 1.0000 -1 0.0000 -1,600 3.0383 -4,861 4,861 -564
102 4088.T @AIRWA2 JP 0.6598 1.0000 -0.004 3,452 -1.0000 1 0.0205 136,200 15.0249 2,046,392 2,046,392 -8,635
103 1963.T @JGCCO1 JP 0.8954 2.0000 0.019 2,246 1.0000 -1 -0.0060 -69,100 8.6504 -597,742 597,742 -11,455
104 4203.T @SUMIT28 JP 0.9836 1.0000 -0.003 2,441 -1.0000 1 0.0048 16,600 28.9292 480,224 480,224 -1,539
113 1997.HK @WHARF12 HK 1.1337 7.0000 0.079 9,418 1.0000 0 0.0000 0 3.1020 0 0 0
119 1109.HK @CHINA182 HK 1.5604 7.0000 0.089 10,011 1.0000 -1 0.0000 -1,500 3.5096 -5,264 5,264 -468
122 6618.HK @JDHEA1 HK 2.0488 10.0000 0.188 5,583 1.0000 -1 0.0000 -150 5.2867 -793 793 -149
128 8299.TWO @PHISO1 TW 0.9465 2.0000 0.011 3,073 1.0000 -1 -0.0028 -17,000 16.5306 -281,021 281,021 -3,098
138 1833.HK @PAGOO1 HK 1.9252 9.0000 0.142 1,161 1.0000 -1 0.0000 -977 1.1427 -1,116 1,116 -159
140 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.047 2,763 1.0000 -1 0.0000 -1,600 0.8153 -1,304 1,304 -62
151 0189.HK @DONGY26 HK 1.5519 5.0000 0.055 2,243 1.0000 -1 -0.0004 -30,000 1.2943 -38,829 38,829 -2,151
152 0998.HK @CHINA536 HK 0.7461 8.0000 0.116 9,416 1.0000 -1 0.0000 -1,000 0.9886 -989 989 -114
155 5871.TW @CHAIL1 TW 1.1467 3.0000 0.027 7,543 1.0000 -1 -0.0021 -46,000 4.4958 -206,806 206,806 -5,539
158 2327.TW @YAGEO2 TW 0.9113 4.0000 0.039 8,134 1.0000 -1 -0.0010 -6,000 16.8765 -101,259 101,259 -3,920
161 3288.T @OPENH1 JP 0.2487 2.0000 0.015 5,490 1.0000 -1 -0.0015 -3,300 45.4898 -150,116 150,116 -2,195
163 0019.HK @SWIRE4 HK 0.5700 2.0000 0.019 3,021 1.0000 -1 -0.0095 -105,000 9.0193 -947,025 947,025 -18,190
166 6460.T @SEGAS1 JP 0.4126 3.0000 0.033 3,859 1.0000 -1 -0.0040 -17,400 22.9524 -399,372 399,372 -13,021
168 6952.T @CASIO5 JP 0.5353 2.0000 -0.012 1,801 -1.0000 1 0.0056 74,300 7.5747 562,801 562,801 -6,797
170 2158.HK @YIDUT1 HK 2.3865 1.0000 0.010 764 1.0000 -1 0.0000 -1,900 0.7185 -1,365 1,365 -14
175 0836.HK @CHINA276 HK 0.6193 2.0000 0.013 4,812 1.0000 -1 -0.0173 -706,000 2.4459 -1,726,810 1,726,810 -22,399
180 4816.T @TOEIA1 JP 0.0643 2.0000 0.014 2,209 1.0000 -1 -0.0010 -4,400 22.3783 -98,464 98,464 -1,386
192 4324.T @DENTS4 JP 0.8229 3.0000 0.022 4,948 1.0000 -1 -0.0019 -8,800 21.3960 -188,284 188,284 -4,082
206 6055.HK @CHINA2407 HK 1.4044 2.0000 0.019 785 1.0000 -1 -0.0015 -37,000 4.0510 -149,888 149,888 -2,871
216 8996.TW @KAORI1 TW 1.1731 1.0000 0.000 786 1.0000 -1 -0.0002 -2,000 8.5939 -17,188 17,188 -6
226 3046.T @JINCO1 JP 0.3304 2.0000 0.021 1,286 1.0000 -1 -0.0021 -3,800 56.4471 -214,499 214,499 -4,486
232 1519.TW @FORTU25 TW 1.1508 4.0000 0.034 5,052 1.0000 -1 -0.0010 -5,000 19.3319 -96,659 96,659 -3,319
240 5880.TW @TWCOO1 TW 0.4100 4.0000 0.042 13,136 1.0000 -1 -0.0058 -670,000 0.8628 -578,105 578,105 -24,029
242 2264.T @MORIN6 JP 0.2476 1.0000 -0.007 2,060 -1.0000 1 0.0032 13,700 23.1323 316,912 316,912 -2,247
259 1579.HK @YIHAI1 HK 1.6557 9.0000 0.155 1,713 1.0000 0 -0.0000 0 1.7580 0 0 0
265 2317.TW @HONHA4 TW 1.2322 2.0000 0.016 77,347 1.0000 -1 -0.0081 -145,000 5.5679 -807,338 807,338 -12,966
267 4912.T @LIONC3 JP 0.1650 2.0000 0.014 2,844 1.0000 -1 -0.0022 -21,600 10.1653 -219,571 219,571 -3,170
338 6701.T @NECCO8 JP 0.8724 7.0000 0.077 37,154 1.0000 0 0.0000 0 27.2344 0 0 0
356 6305.T @HITAC41 JP 0.9923 1.0000 -0.001 2,726 -1.0000 1 0.0025 8,400 29.4757 247,595 247,595 -249
369 267260.KS @HYUND472 KR 0.7625 6.0000 0.066 7,200 1.0000 0 0.0000 0 317.0595 0 0 0
373 2884.TW @ESUNF1 TW 0.5285 4.0000 0.044 18,449 1.0000 -1 -0.0008 -66,000 1.1533 -76,121 76,121 -3,327
386 4043.T @TOKUY2 JP 0.9448 1.0000 -0.002 1,557 -1.0000 1 0.0009 4,200 21.6035 90,735 90,735 -171
393 7735.T @DAINI14 JP 1.1751 4.0000 -0.035 8,465 -1.0000 1 0.0010 1,200 83.3218 99,986 99,986 -3,503
400 032830.KS @SAMSU501 KR 0.4442 5.0000 0.046 13,640 1.0000 -1 -0.0004 -442 90.9344 -40,193 40,193 -1,859
404 2891.TW @CHINA244 TW 0.6269 5.0000 0.057 30,241 1.0000 -1 -0.0121 -785,000 1.5389 -1,208,068 1,208,068 -69,078
406 APA.AX @AUSTP9 AU 0.0579 1.0000 -0.011 7,146 -1.0000 1 0.0046 83,067 5.4784 455,072 455,072 -4,780
409 5253.T @COVER8 JP 0.4394 2.0000 0.013 890 1.0000 -1 -0.0007 -5,000 14.2778 -71,389 71,389 -958
412 7867.T @TOMYC1 JP 0.6424 1.0000 0.004 1,936 1.0000 -1 -0.0005 -2,200 22.2399 -48,928 48,928 -195
417 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.077 261,264 -1.0000 1 0.0029 6,201 46.4580 288,086 288,086 -22,262
419 066570.KS @LGELE11 KR 0.5231 5.0000 -0.046 6,027 -1.0000 1 0.0005 860 56.6597 48,727 48,727 -2,253
420 7453.T @RYOHI2 JP 0.4456 1.0000 0.003 13,441 1.0000 -1 -0.0065 -13,500 47.8694 -646,237 646,237 -1,860
425 1071.HK @HUADI2 HK 0.7122 6.0000 0.066 736 1.0000 -1 -0.0005 -88,000 0.5414 -47,644 47,644 -3,125
433 3939.HK @WANGU1 HK 0.6421 3.0000 0.030 3,677 1.0000 -1 -0.0008 -20,000 4.0383 -80,766 80,766 -2,454
440 4661.T @ORIEN41 JP 0.2484 3.0000 0.031 29,583 1.0000 0 0.0000 0 21.9079 0 0 0
447 1385.HK @SHANG12 HK 2.2071 3.0000 0.026 1,018 1.0000 -1 -0.0003 -8,000 3.5797 -28,637 28,637 -745
448 9868.HK @XPENG2 HK 2.3558 8.0000 0.116 12,890 1.0000 -1 -0.0016 -18,000 8.8027 -158,449 158,449 -18,347
450 1288.HK @AGRIC28 HK 0.6463 9.0000 0.158 22,281 1.0000 -1 0.0000 -1,000 0.7249 -725 725 -114
452 0939.HK @CHINA377 HK 0.7917 7.0000 0.077 251,448 1.0000 -1 -0.0209 -1,994,000 1.0459 -2,085,485 2,085,485 -161,110
460 003490.KS @KOREA192 KR 0.3894 2.0000 -0.017 4,710 -1.0000 1 0.0002 1,396 17.2841 24,129 24,129 -401
471 1398.HK @INDUS124 HK 0.7460 9.0000 0.160 67,778 1.0000 -1 0.0000 -1,000 0.7809 -781 781 -125
478 6869.T @SYSME2 JP 0.5162 1.0000 0.003 8,839 1.0000 -1 -0.0011 -6,600 16.9169 -111,651 111,651 -384
483 CMLT.SI @CAPIT88 SG NaN NaN nan 12,631 NaN -1 -0.0000 -16 1.7262 -28 28 nan
484 2502.T @ASAHI16 JP 0.3244 2.0000 0.011 20,296 1.0000 -1 -0.0048 -35,600 13.3439 -475,044 475,044 -5,232
495 6273.T @SMCCO2 JP 0.9886 4.0000 -0.038 20,510 -1.0000 1 0.0018 500 360.8190 180,410 180,410 -6,837
496 7269.T @SUZUK8 JP 0.7971 3.0000 0.027 22,519 1.0000 -1 -0.0029 -25,000 11.4624 -286,559 286,559 -7,820
499 6902.T @DENSO3 JP 0.7964 1.0000 0.001 28,547 1.0000 -1 -0.0022 -16,600 13.4339 -223,002 223,002 -237
516 7911.T @TOPPA4 JP 0.7605 4.0000 0.034 7,865 1.0000 -1 -0.0002 -800 26.6879 -21,350 21,350 -727
517 4704.T @TREND5 JP 0.3412 4.0000 0.033 9,433 1.0000 0 0.0000 0 66.9480 0 0 0
518 1898.HK @CHINA484 HK 0.6600 4.0000 0.038 4,850 1.0000 -1 -0.0013 -114,000 1.1809 -134,624 134,624 -5,147
521 259960.KS @KRAFT40 KR -0.1033 1.0000 -0.005 10,753 -1.0000 1 0.0002 58 263.8493 15,303 15,303 -74
522 2331.HK @LININ1 HK 1.8321 8.0000 0.117 5,545 1.0000 -1 -0.0004 -18,000 2.1453 -38,615 38,615 -4,529
526 6762.T @TDKCO10 JP 1.1831 5.0000 0.049 21,770 1.0000 0 0.0000 0 11.1995 0 0 0
528 9923.HK @YEAHK1 HK 2.1542 6.0000 0.061 320 1.0000 -1 -0.0001 -8,000 1.5746 -12,596 12,596 -765
529 9901.HK @NEWOR8 HK 1.2482 9.0000 0.144 7,860 1.0000 -1 -0.0009 -18,000 5.1466 -92,639 92,639 -13,346
534 4503.T @YAMAN6 JP 0.3919 1.0000 0.004 17,551 1.0000 -1 -0.0027 -28,000 9.6984 -271,555 271,555 -989
541 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.006 7,601 -1.0000 1 0.0018 6,304 27.9227 176,025 176,025 -1,115
551 7532.T @DONQU3 JP 0.3513 1.0000 0.009 14,768 1.0000 -1 -0.0001 -400 34.1865 -13,675 13,675 -124
561 9603.T @HISCO10 JP 0.5142 6.0000 -0.068 744 -1.0000 0 -0.0000 0 9.3179 0 0 -0
567 9843.T @NITOR1 JP -0.1333 1.0000 0.001 8,783 1.0000 -1 -0.0007 -800 93.5944 -74,875 74,875 -44
571 9602.T @TOHOC3 JP 0.1010 3.0000 0.033 7,167 1.0000 -1 -0.0006 -1,000 55.7831 -55,783 55,783 -1,848
598 0027.HK @KWAHC2 HK 1.5021 1.0000 0.002 16,150 1.0000 -1 -0.0002 -5,000 4.7326 -23,663 23,663 -56
616 3064.T @MONOT5 JP 0.3701 3.0000 0.024 4,867 1.0000 -1 0.0000 -500 19.4141 -9,707 9,707 -235
628 601390.SH @CHINA696 CN 0.7582 2.0000 0.021 7,162 1.0000 -1 0.0000 -99 0.7927 -78 78 -2
637 601333.SH @GUANG102 CN 0.6873 1.0000 -0.007 1,217 -1.0000 1 0.0000 78 0.4061 32 32 -0
643 600570.SH @HANGZ8 CN 1.9514 2.0000 0.018 6,831 1.0000 -1 0.0000 -80 4.5707 -366 366 -7
659 688025.SH @SHENZ288 CN 2.4618 NaN nan 863 NaN 1 -0.0000 85 10.5523 897 897 nan
680 300379.ZK @BEIJI135 CN 1.5191 NaN nan 445 NaN -1 -0.0000 -89 0.7983 -71 71 nan
688 688256.SH @CAMBR63 CN 1.5218 1.0000 0.005 24,613 1.0000 -1 0.0000 -6 76.4063 -458 458 -3
694 605499.SH @EASTR12 CN 0.4139 5.0000 0.051 21,328 1.0000 -1 0.0000 -30 43.1737 -1,295 1,295 -66
711 000100.ZK @TCLCO2 CN 1.2732 3.0000 0.024 11,637 1.0000 -1 0.0000 -20 0.6197 -12 12 -0
713 688222.SH @HITGE1 CN 2.1357 3.0000 -0.025 687 -1.0000 1 0.0000 36 2.3153 83 83 -2
719 688041.SH @HYGON1 CN 1.1841 1.0000 0.006 18,469 1.0000 -1 0.0000 -61 18.9191 -1,154 1,154 -7
720 688599.SH @TRINA7 CN 1.7913 5.0000 -0.046 3,196 -1.0000 1 0.0000 89 2.0655 184 184 -9
721 603355.SH @KINGC7 CN 1.5089 5.0000 0.050 666 1.0000 -1 0.0000 -13 3.1402 -41 41 -2
724 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.003 1,157 -1.0000 1 0.0000 48 2.4005 115 115 -0
725 600248.SH @YANGL1 CN 0.8378 5.0000 0.045 663 1.0000 -1 0.0000 -64 0.5373 -34 34 -2
729 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.038 5,696 1.0000 -1 0.0000 -80 7.7862 -623 623 -24
738 601229.SH @BANKO594 CN 0.2811 7.0000 -0.090 16,093 -1.0000 1 0.0000 16 1.5952 26 26 -2
743 002291.ZK @FOSHA5 CN 1.8080 1.0000 0.006 720 1.0000 -1 0.0000 -3 0.8765 -3 3 -0
769 000065.ZK @NORIN1 CN 1.4194 7.0000 0.082 794 1.0000 -1 0.0000 -70 1.5436 -108 108 -9
783 002609.ZK @SHENZ94 CN 1.9057 2.0000 -0.018 878 -1.0000 1 0.0002 14,200 1.5645 22,216 22,216 -410
784 002241.ZK @GOERT1 CN 1.8469 5.0000 0.051 9,584 1.0000 -1 0.0000 -80 3.2295 -258 258 -13
785 601579.SH @KUAIJ1 CN 0.5923 2.0000 -0.012 533 -1.0000 1 0.0000 95 2.7131 258 258 -3
787 300979.ZK @HUALI15 CN 0.9469 6.0000 0.061 1,299 1.0000 0 0.0000 0 7.4233 0 0 0
796 002595.ZK @SHAND94 CN 0.6573 1.0000 0.006 6,599 1.0000 -1 0.0000 -95 8.2481 -784 784 -5
798 301389.ZK @LONGY5 CN 2.4289 1.0000 -0.004 392 -1.0000 1 0.0014 32,100 4.4548 143,000 143,000 -548
855 601988.SH @BANKO22 CN 0.1636 2.0000 0.018 189,800 1.0000 -1 0.0000 -40 0.7955 -32 32 -1
903 002916.ZK @SHENN1 CN 1.8258 8.0000 -0.106 10,785 -1.0000 1 0.0000 30 16.1753 485 485 -52
941 603986.SH @GIGAD1 CN 1.6477 3.0000 0.030 11,015 1.0000 -1 0.0000 -77 16.5870 -1,277 1,277 -38
992 600188.SH @YANZH3 CN 0.7921 7.0000 -0.088 2,659 -1.0000 0 0.0000 0 1.7152 0 0 -0
1021 000544.ZK @WHITE34 CN 1.0603 7.0000 -0.085 347 -1.0000 0 -0.0000 0 1.1472 0 0 -0
1058 BBL_n.BK @BANGK27 TH 0.2242 5.0000 0.054 8,376 1.0000 -1 -0.0181 -412,700 4.3881 -1,810,983 1,810,983 -97,287
1059 KTB_n.BK @KRUNG9 TH 0.3728 6.0000 0.073 4,217 1.0000 -1 -0.0005 -70,100 0.6706 -47,008 47,008 -3,429
1065 GULF_n.BK @GULFD3 TH NaN NaN nan 14,386 NaN -1 -0.0000 -13 1.2670 -16 16 nan
1069 CPN_n.BK @CENTP7 TH 0.3964 5.0000 0.048 5,029 1.0000 -1 -0.0002 -12,200 1.5142 -18,473 18,473 -879