total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -850,642 24,387,525 108 401,744,070 -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 7.0000 0.088 5,227 1.0000 -1 0.0000 -1,000 3.3567 -3,357 3,357 -295
23 1795.TW @LOTUS3 TW 0.8114 5.0000 0.049 1,183 1.0000 -1 -0.0026 -36,000 7.1765 -258,352 258,352 -12,533
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.008 3,476 -1.0000 1 0.0114 65,900 17.2750 1,138,424 1,138,424 -9,014
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.002 1,078 1.0000 -1 -0.0020 -13,000 15.4174 -200,426 200,426 -467
65 0267.HK @CITIC10 HK 1.4192 8.0000 0.106 10,866 1.0000 -1 -0.0047 -340,000 1.3835 -470,375 470,375 -49,950
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.148 7,201 1.0000 -1 0.0000 -1,500 2.2803 -3,420 3,420 -508
88 1415.HK @COWEL7 HK 2.2892 2.0000 0.013 928 1.0000 -1 -0.0006 -18,000 3.5860 -64,549 64,549 -843
89 6805.TW @FOSIT1 TW 1.3546 2.0000 0.021 1,530 1.0000 -1 -0.0019 -7,000 26.8860 -188,202 188,202 -3,876
91 2376.TW @GIGAB3 TW 1.0251 1.0000 0.001 6,022 1.0000 -1 -0.0042 -44,000 9.5629 -420,767 420,767 -387
94 2543.TW @HWANG2 TW 1.2177 5.0000 0.055 650 1.0000 -1 0.0000 -177 2.6440 -468 468 -26
97 8069.TWO @PRIME74 TW 0.8724 1.0000 0.003 7,644 1.0000 -1 -0.0033 -44,000 7.5542 -332,383 332,383 -1,149
98 1101.TW @TAIWA69 TW 0.4786 4.0000 0.038 6,249 1.0000 -1 -0.0031 -377,000 0.8275 -311,977 311,977 -11,726
100 2400.HK @XDINC1 HK 1.6896 8.0000 0.118 3,198 1.0000 -1 -0.0007 -10,600 6.4842 -68,732 68,732 -8,096
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.119 2,334 1.0000 -1 0.0000 -1,600 3.0892 -4,943 4,943 -587
102 4088.T @AIRWA2 JP 0.6598 1.0000 -0.002 3,447 -1.0000 1 0.0203 135,500 15.0031 2,032,916 2,032,916 -4,511
103 1963.T @JGCCO1 JP 0.8954 2.0000 0.013 2,232 1.0000 -1 -0.0047 -55,100 8.5966 -473,671 473,671 -6,075
104 4203.T @SUMIT28 JP 0.9836 1.0000 -0.007 2,411 -1.0000 1 0.0047 16,500 28.5666 471,348 471,348 -3,184
107 AGL.AX @AGLEN2 AU 0.2029 1.0000 0.001 3,887 1.0000 -1 -0.0120 -187,249 6.4194 -1,202,023 1,202,023 -753
121 6618.HK @JDHEA1 HK 2.0488 9.0000 0.137 5,872 1.0000 -1 0.0000 -150 5.5606 -834 834 -114
126 8299.TWO @PHISO1 TW 0.9465 2.0000 0.013 3,102 1.0000 -1 -0.0028 -17,000 16.6878 -283,693 283,693 -3,571
136 1833.HK @PAGOO1 HK 1.9252 8.0000 0.104 1,232 1.0000 -1 0.0000 -977 1.2128 -1,185 1,185 -123
138 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.055 2,758 1.0000 -1 0.0000 -1,600 0.8140 -1,302 1,302 -72
142 4612.T @NIPPO90 JP 1.3324 2.0000 -0.018 8,657 -1.0000 1 0.0003 3,300 8.1156 26,781 26,781 -475
149 0189.HK @DONGY26 HK 1.5519 5.0000 0.056 2,234 1.0000 -1 -0.0004 -30,000 1.2892 -38,676 38,676 -2,183
150 0998.HK @CHINA536 HK 0.7461 9.0000 0.129 9,367 1.0000 -1 0.0000 -1,000 0.9835 -983 983 -127
153 5871.TW @CHAIL1 TW 1.1467 4.0000 0.039 7,403 1.0000 -1 -0.0020 -46,000 4.4123 -202,967 202,967 -7,840
156 2327.TW @YAGEO2 TW 0.9113 3.0000 0.024 8,117 1.0000 -1 -0.0010 -6,000 16.8424 -101,054 101,054 -2,403
160 1303.TW @NANYA7 TW 0.9500 3.0000 0.030 5,532 1.0000 -1 -0.0005 -53,000 0.9426 -49,955 49,955 -1,499
161 0019.HK @SWIRE4 HK 0.5700 6.0000 0.065 2,944 1.0000 -1 -0.0092 -105,000 8.7899 -922,942 922,942 -59,603
164 6460.T @SEGAS1 JP 0.4126 3.0000 0.026 3,671 1.0000 -1 -0.0031 -14,000 21.8326 -305,656 305,656 -8,018
166 6952.T @CASIO5 JP 0.5353 4.0000 -0.034 1,878 -1.0000 1 0.0052 66,100 7.9007 522,234 522,234 -18,004
171 6724.T @SEIKO5 JP 0.7452 1.0000 -0.004 4,834 -1.0000 1 0.0022 16,700 12.9392 216,085 216,085 -915
173 0836.HK @CHINA276 HK 0.6193 4.0000 0.045 4,807 1.0000 -1 -0.0153 -628,000 2.4433 -1,534,419 1,534,419 -68,871
178 4816.T @TOEIA1 JP 0.0643 1.0000 0.004 2,212 1.0000 -1 -0.0010 -4,400 22.4125 -98,615 98,615 -409
181 1605.TW @WALSI4 TW 1.2529 1.0000 0.009 2,236 1.0000 -1 -0.0002 -31,145 0.6764 -21,068 21,068 -186
190 4324.T @DENTS4 JP 0.8229 3.0000 0.030 4,817 1.0000 -1 -0.0010 -4,800 20.8296 -99,982 99,982 -2,968
204 6055.HK @CHINA2407 HK 1.4044 5.0000 0.052 756 1.0000 -1 -0.0012 -30,000 3.9045 -117,135 117,135 -6,058
213 9688.HK @ZAILA3 HK 1.7800 3.0000 0.030 3,849 1.0000 -1 -0.0044 -126,000 3.4650 -436,591 436,591 -13,135
215 0853.HK @MICRO183 HK 2.7963 1.0000 0.008 1,450 1.0000 -1 -0.0036 -331,800 1.0739 -356,320 356,320 -2,885
238 5880.TW @TWCOO1 TW 0.4100 1.0000 0.001 13,173 1.0000 -1 -0.0058 -670,000 0.8653 -579,748 579,748 -316
240 2264.T @MORIN6 JP 0.2476 1.0000 -0.007 2,018 -1.0000 1 0.0030 13,300 22.6581 301,353 301,353 -2,110
262 2317.TW @HONHA4 TW 1.2322 4.0000 0.036 76,797 1.0000 -1 -0.0080 -145,000 5.5283 -801,600 801,600 -29,172
264 4912.T @LIONC3 JP 0.1650 2.0000 0.011 2,792 1.0000 -1 -0.0023 -22,700 9.9782 -226,504 226,504 -2,567
325 2454.TW @MEDIA42 TW 0.8716 4.0000 -0.038 74,520 -1.0000 1 0.0084 18,000 46.5268 837,482 837,482 -31,661
343 6113.T @AMADA1 JP 0.9221 1.0000 -0.009 3,586 -1.0000 1 0.0003 3,000 10.9265 32,780 32,780 -282
350 6305.T @HITAC41 JP 0.9923 1.0000 -0.002 2,741 -1.0000 1 0.0025 8,300 29.6309 245,936 245,936 -520
367 8031.T @MITSU82 JP 0.9629 1.0000 -0.009 60,744 -1.0000 1 0.0004 2,000 20.9047 41,809 41,809 -362
371 6586.T @MAKIT6 JP 1.2569 1.0000 0.004 8,492 1.0000 -1 -0.0012 -4,100 30.3268 -124,340 124,340 -507
379 4043.T @TOKUY2 JP 0.9448 2.0000 -0.017 1,546 -1.0000 1 0.0007 3,100 21.4505 66,497 66,497 -1,129
386 7735.T @DAINI14 JP 1.1751 3.0000 -0.028 8,428 -1.0000 1 0.0004 500 82.9638 41,482 41,482 -1,148
389 1605.T @INPEX3 JP 0.8514 2.0000 -0.020 14,075 -1.0000 1 0.0077 53,800 14.3310 771,010 771,010 -15,090
397 2891.TW @CHINA244 TW 0.6269 7.0000 0.084 29,621 1.0000 -1 -0.0118 -785,000 1.5074 -1,183,308 1,183,308 -99,614
399 APA.AX @AUSTP9 AU 0.0579 2.0000 -0.014 7,105 -1.0000 1 0.0044 80,967 5.4464 440,975 440,975 -6,386
407 028050.KS @SAMSU34 KR 0.4204 1.0000 -0.006 2,897 -1.0000 1 0.0012 6,594 18.2462 120,315 120,315 -779
410 066570.KS @LGELE11 KR 0.5231 1.0000 -0.004 5,722 -1.0000 1 0.0005 860 53.7897 46,259 46,259 -195
416 1071.HK @HUADI2 HK 0.7122 6.0000 0.071 743 1.0000 -1 -0.0005 -88,000 0.5465 -48,092 48,092 -3,417
424 3939.HK @WANGU1 HK 0.6421 4.0000 0.035 3,508 1.0000 -1 -0.0008 -20,000 3.8536 -77,071 77,071 -2,665
437 1385.HK @SHANG12 HK 2.2071 3.0000 0.030 992 1.0000 -1 -0.0003 -8,000 3.4905 -27,924 27,924 -832
438 9868.HK @XPENG2 HK 2.3558 8.0000 0.118 12,965 1.0000 -1 -0.0016 -18,000 8.8536 -159,365 159,365 -18,757
442 0939.HK @CHINA377 HK 0.7917 8.0000 0.109 251,752 1.0000 -1 -0.0209 -1,994,000 1.0471 -2,088,011 2,088,011 -228,167
461 1398.HK @INDUS124 HK 0.7460 10.0000 0.176 67,446 1.0000 -1 0.0000 -1,000 0.7771 -777 777 -136
468 6869.T @SYSME2 JP 0.5162 1.0000 -0.004 8,774 -1.0000 0 0.0000 0 16.7940 0 0 -0
472 CMLT.SI @CAPIT88 SG NaN NaN nan 12,413 NaN -1 -0.0000 -16 1.6964 -27 27 nan
473 2502.T @ASAHI16 JP 0.3244 6.0000 0.063 19,541 1.0000 0 0.0000 0 12.8471 0 0 0
483 9024.T @SEIBU5 JP 0.1951 5.0000 0.048 8,592 1.0000 0 0.0000 0 31.6231 0 0 0
504 7911.T @TOPPA4 JP 0.7605 2.0000 0.021 7,848 1.0000 0 0.0000 0 26.6289 0 0 0
505 1898.HK @CHINA484 HK 0.6600 5.0000 0.050 4,881 1.0000 -1 -0.0014 -114,000 1.1886 -135,495 135,495 -6,756
508 259960.KS @KRAFT40 KR -0.1033 1.0000 -0.009 10,708 -1.0000 1 0.0002 58 262.7450 15,239 15,239 -135
514 9901.HK @NEWOR8 HK 1.2482 8.0000 0.122 8,142 1.0000 -1 -0.0009 -16,000 5.3313 -85,300 85,300 -10,414
518 4503.T @YAMAN6 JP 0.3919 1.0000 0.006 17,113 1.0000 -1 -0.0016 -16,400 9.4562 -155,082 155,082 -906
519 3407.T @ASAHI19 JP 0.6010 1.0000 0.008 9,514 1.0000 0 0.0000 0 6.9660 0 0 0
529 4063.T @SHINE6 JP 0.9573 2.0000 0.016 63,977 1.0000 -1 -0.0074 -23,100 32.2303 -744,521 744,521 -11,995
531 APX.AX @APPEN3 AU 1.7567 4.0000 -0.044 195 -1.0000 0 0.0000 0 0.7347 0 0 -0
534 4676.T @FUJIT13 JP 0.0945 1.0000 0.001 5,039 1.0000 -1 -0.0008 -3,400 23.3881 -79,520 79,520 -66
540 6702.T @FUJIT27 JP 0.6359 7.0000 0.089 46,447 1.0000 0 0.0000 0 22.4261 0 0 0
547 9602.T @TOHOC3 JP 0.1010 2.0000 0.016 7,212 1.0000 -1 -0.0006 -1,000 56.1370 -56,137 56,137 -884
566 6988.T @NITTO9 JP 0.8900 1.0000 -0.008 13,333 -1.0000 1 0.0021 11,200 18.8647 211,285 211,285 -1,770
567 9904.TW @POUCH1 TW 0.8572 4.0000 0.039 2,526 1.0000 -1 -0.0002 -25,000 0.9855 -24,637 24,637 -959
569 9802.TW @FULGE1 TW 0.8676 5.0000 -0.050 580 -1.0000 0 -0.0000 0 3.7943 0 0 -0
572 0027.HK @KWAHC2 HK 1.5021 8.0000 0.101 16,801 1.0000 0 0.0000 0 4.9236 0 0 0
575 QBE.AX @QBEIN2 AU 0.4109 2.0000 0.021 22,365 1.0000 0 0.0000 0 14.8109 0 0 0
604 1658.HK @PSBCA1 HK 0.7880 3.0000 0.025 7,868 1.0000 -1 -0.0021 -290,000 0.7338 -212,793 212,793 -5,381
616 6871.T @MICRO72 JP 1.5704 1.0000 -0.010 1,415 -1.0000 1 0.0002 500 35.3415 17,671 17,671 -182
634 601390.SH @CHINA696 CN 0.7582 4.0000 0.039 7,267 1.0000 -1 0.0000 -99 0.8043 -80 80 -3
643 601333.SH @GUANG102 CN 0.6873 2.0000 -0.013 1,232 -1.0000 1 0.0000 78 0.4112 32 32 -0
649 600570.SH @HANGZ8 CN 1.9514 2.0000 0.020 7,037 1.0000 -1 0.0000 -80 4.7086 -377 377 -8
665 688025.SH @SHENZ288 CN 2.4618 NaN nan 924 NaN 1 -0.0000 85 11.2991 960 960 nan
686 300379.ZK @BEIJI135 CN 1.5191 NaN nan 445 NaN -1 -0.0000 -89 0.7973 -71 71 nan
690 300866.ZK @ANKER10 CN 1.7544 2.0000 -0.018 8,856 -1.0000 1 0.0000 9 16.6614 150 150 -3
694 688256.SH @CAMBR63 CN 1.5218 1.0000 0.006 24,023 1.0000 -1 0.0000 -6 74.5743 -447 447 -3
699 002017.ZK @ZHUHA5 CN 1.4956 1.0000 -0.004 802 -1.0000 1 0.0036 145,900 2.4672 359,968 359,968 -1,466
700 605499.SH @EASTR12 CN 0.4139 6.0000 0.071 21,048 1.0000 -1 0.0000 -30 42.6063 -1,278 1,278 -91
704 688169.SH @BEIJI316 CN 1.4621 3.0000 0.027 5,410 1.0000 -1 0.0000 -38 20.9087 -795 795 -22
717 000100.ZK @TCLCO2 CN 1.2732 7.0000 0.087 11,439 1.0000 -1 0.0000 -20 0.6091 -12 12 -1
719 688222.SH @HITGE1 CN 2.1357 3.0000 -0.032 700 -1.0000 1 0.0000 36 2.3599 85 85 -3
726 688599.SH @TRINA7 CN 1.7913 4.0000 -0.040 3,367 -1.0000 1 0.0000 89 2.1759 194 194 -8
727 603355.SH @KINGC7 CN 1.5089 4.0000 0.035 671 1.0000 -1 0.0000 -13 3.1600 -41 41 -1
730 688106.SH @SUZHO69 CN 1.5166 2.0000 -0.020 1,186 -1.0000 1 0.0000 48 2.4603 118 118 -2
731 600248.SH @YANGL1 CN 0.8378 4.0000 0.045 671 1.0000 -1 0.0000 -64 0.5436 -35 35 -2
735 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.027 5,714 1.0000 -1 0.0000 -80 7.8115 -625 625 -17
755 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.007 586 1.0000 -1 0.0000 -91 3.9113 -356 356 -2
768 600547.SH @SHAND33 CN 0.4661 3.0000 0.026 7,594 1.0000 -1 0.0000 -41 4.3769 -179 179 -5
774 000065.ZK @NORIN1 CN 1.4194 6.0000 0.070 799 1.0000 -1 0.0000 -70 1.5542 -109 109 -8
778 002821.ZK @ASYMC1 CN 1.7177 1.0000 0.008 2,664 1.0000 -1 0.0000 -63 12.3041 -775 775 -6
788 002241.ZK @GOERT1 CN 1.8469 7.0000 0.084 9,345 1.0000 -1 0.0000 -80 3.1488 -252 252 -21
789 601579.SH @KUAIJ1 CN 0.5923 2.0000 -0.012 535 -1.0000 1 0.0000 95 2.7237 259 259 -3
796 603698.SH @CHANG97 CN 1.0442 1.0000 0.007 498 1.0000 -1 0.0000 -56 2.3209 -130 130 -1
799 002595.ZK @SHAND94 CN 0.6573 1.0000 0.007 6,516 1.0000 -1 0.0000 -95 8.1446 -774 774 -5
801 301389.ZK @LONGY5 CN 2.4289 3.0000 -0.025 466 -1.0000 1 0.0015 29,000 5.2983 153,650 153,650 -3,784
814 301333.ZK @RGPHA1 CN 1.7182 1.0000 -0.009 282 -1.0000 1 0.0002 2,700 7.3111 19,740 19,740 -186
887 600000.SH @SPUDO1 CN 0.7129 4.0000 0.042 36,464 1.0000 -1 -0.0051 -255,939 1.9752 -505,524 505,524 -21,473
905 002916.ZK @SHENN1 CN 1.8258 8.0000 -0.110 10,975 -1.0000 1 0.0000 30 16.4607 494 494 -54
926 600926.SH @BANKO586 CN 0.5131 3.0000 0.030 12,062 1.0000 -1 0.0000 -87 2.4115 -210 210 -6
940 603986.SH @GIGAD1 CN 1.6477 1.0000 0.001 11,059 1.0000 -1 0.0000 -77 16.6531 -1,282 1,282 -2
997 603227.SH @XINJI46 CN 0.6252 7.0000 -0.086 730 -1.0000 0 0.0000 0 1.1737 0 0 -0
1007 600809.SH @SHANX16 CN 1.0791 4.0000 0.045 10,005 1.0000 0 0.0000 0 24.8507 0 0 0
1057 PTTGC_n.BK @PTTGL1 TH 0.9011 5.0000 0.047 1,515 1.0000 -1 -0.0024 -398,900 0.6110 -243,724 243,724 -11,565
1060 KTB_n.BK @KRUNG9 TH 0.3728 6.0000 0.065 4,171 1.0000 -1 -0.0005 -70,100 0.6632 -46,489 46,489 -3,031
1065 GULF_n.BK @GULFD3 TH NaN NaN nan 13,857 NaN -1 0.0000 -13 1.2204 -16 16 nan
1068 DELTA_n.BK @DELTA60 TH 0.6457 9.0000 0.161 15,021 1.0000 -1 -0.0006 -19,400 3.2545 -63,138 63,138 -10,158