total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -507,308 28,432,715 118 400,355,415 -0.001

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
0 6187.TWO @ALLRI1 TW 1.2313 1.0000 0.010 1,121 1.0000 -1 -0.0017 -13,000 12.7192 -165,350 165,350 -1,610
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.113 5,396 1.0000 -1 0.0000 -1,000 3.4652 -3,465 3,465 -393
16 1519.HK @JTGLO1 HK 1.4218 5.0000 0.046 9,540 1.0000 -1 -0.0040 -308,600 1.2943 -399,434 399,434 -18,337
49 9001.T @TOBUR1 JP 0.2629 4.0000 -0.036 3,448 -1.0000 1 0.0091 52,900 17.1362 906,504 906,504 -32,248
52 6285.TW @WISTR2 TW 1.0423 1.0000 0.001 1,550 1.0000 -1 -0.0022 -55,000 4.0023 -220,127 220,127 -155
65 2871.T @NICHI31 JP 0.0503 1.0000 -0.002 3,147 -1.0000 1 0.0074 60,000 12.2469 734,814 734,814 -1,425
67 2212.T @YAMAZ1 JP 0.3373 1.0000 -0.006 4,155 -1.0000 1 0.0052 23,500 21.9340 515,450 515,450 -2,907
77 2474.TW @CATCH1 TW 0.4729 2.0000 0.010 4,734 1.0000 -1 -0.0014 -19,000 7.2923 -138,554 138,554 -1,412
79 1378.HK @CHINA1377 HK 1.6412 9.0000 0.144 8,670 1.0000 -1 0.0000 -1,500 2.7454 -4,118 4,118 -594
85 1415.HK @COWEL7 HK 2.2892 6.0000 0.064 952 1.0000 -1 -0.0007 -18,000 3.6754 -66,157 66,157 -4,219
86 6805.TW @FOSIT1 TW 1.3546 3.0000 0.024 1,652 1.0000 -1 -0.0020 -7,000 29.0337 -203,236 203,236 -4,906
88 2376.TW @GIGAB3 TW 1.0251 2.0000 0.018 6,140 1.0000 -1 -0.0043 -44,000 9.7514 -429,061 429,061 -7,932
91 2543.TW @HWANG2 TW 1.2177 3.0000 0.029 620 1.0000 -1 0.0000 -177 2.5235 -447 447 -13
97 2400.HK @XDINC1 HK 1.6896 9.0000 0.131 3,258 1.0000 -1 -0.0007 -10,600 6.6055 -70,018 70,018 -9,207
98 0763.HK @ZTECO2 HK 1.9702 10.0000 0.166 2,546 1.0000 -1 0.0000 -1,600 3.3696 -5,391 5,391 -894
99 4088.T @AIRWA2 JP 0.6598 1.0000 -0.008 3,478 -1.0000 1 0.0205 135,600 15.1385 2,052,778 2,052,778 -16,332
100 4203.T @SUMIT28 JP 0.9836 1.0000 -0.003 2,514 -1.0000 1 0.0049 16,500 29.7962 491,637 491,637 -1,272
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.133 10,883 1.0000 -1 0.0000 -1,500 3.8155 -5,723 5,723 -762
115 6618.HK @JDHEA1 HK 2.0488 10.0000 0.181 6,478 1.0000 -1 0.0000 -150 6.1341 -920 920 -167
116 2801.T @KIKKO2 JP 0.3918 1.0000 -0.002 8,725 -1.0000 1 0.0102 113,300 8.9998 1,019,677 1,019,677 -1,968
120 8299.TWO @PHISO1 TW 0.9465 1.0000 0.008 3,285 1.0000 -1 -0.0030 -17,000 17.6712 -300,410 300,410 -2,278
125 1801.HK @INNOV87 HK 1.2399 1.0000 0.001 19,415 1.0000 -1 -0.0144 -126,500 11.3573 -1,436,703 1,436,703 -1,239
129 1952.HK @EVERE39 HK 1.8549 4.0000 0.034 2,922 1.0000 -1 -0.0049 -55,000 8.9177 -490,474 490,474 -16,484
130 1833.HK @PAGOO1 HK 1.9252 8.0000 0.114 1,305 1.0000 -1 0.0000 -977 1.2841 -1,255 1,255 -143
131 2013.HK @WEIMO2 HK 3.0065 3.0000 0.025 940 1.0000 -1 -0.0012 -458,000 0.2599 -119,028 119,028 -3,005
132 6979.HK @ZJLDG1 HK 1.7149 4.0000 0.032 2,940 1.0000 -1 0.0000 -1,600 0.8676 -1,388 1,388 -44
141 0189.HK @DONGY26 HK 1.5519 8.0000 0.114 2,393 1.0000 -1 -0.0004 -28,000 1.3810 -38,667 38,667 -4,392
142 0998.HK @CHINA536 HK 0.7461 10.0000 0.169 9,100 1.0000 -1 0.0000 -1,000 0.9555 -955 955 -161
144 5871.TW @CHAIL1 TW 1.1467 4.0000 0.032 7,370 1.0000 -1 -0.0018 -40,000 4.3924 -175,694 175,694 -5,671
152 0019.HK @SWIRE4 HK 0.5700 7.0000 0.072 3,062 1.0000 -1 -0.0067 -73,000 9.1407 -667,268 667,268 -48,059
157 6952.T @CASIO5 JP 0.5353 1.0000 -0.009 1,923 -1.0000 1 0.0045 55,300 8.0890 447,321 447,321 -4,128
164 0836.HK @CHINA276 HK 0.6193 2.0000 0.020 4,952 1.0000 -1 -0.0153 -606,000 2.5173 -1,525,509 1,525,509 -30,314
169 4816.T @TOEIA1 JP 0.0643 2.0000 -0.010 2,179 -1.0000 0 -0.0000 0 22.0763 0 0 -0
176 6755.T @FUJIT32 JP 0.3045 2.0000 0.018 269 1.0000 -1 -0.0000 -26 18.9409 -492 492 -9
193 6055.HK @CHINA2407 HK 1.4044 5.0000 0.047 806 1.0000 -1 -0.0007 -18,000 4.1595 -74,871 74,871 -3,522
202 9688.HK @ZAILA3 HK 1.7800 2.0000 0.012 4,132 1.0000 -1 -0.0047 -126,000 3.7200 -468,715 468,715 -5,525
218 2269.T @MEIJI9 JP -0.0841 1.0000 -0.003 5,909 -1.0000 1 0.0077 36,600 20.9386 766,352 766,352 -2,150
225 2264.T @MORIN6 JP 0.2476 4.0000 -0.033 1,973 -1.0000 1 0.0025 11,300 22.1575 250,380 250,380 -8,218
226 1332.T @NIPPO103 JP 0.3932 2.0000 -0.015 1,861 -1.0000 1 0.0067 112,300 5.9552 668,766 668,766 -10,256
227 2875.T @TOYOS3 JP 0.4322 3.0000 -0.020 7,588 -1.0000 1 0.0005 800 68.4296 54,744 54,744 -1,113
237 2897.T @NISSI10 JP 0.3040 2.0000 -0.012 4,728 -1.0000 1 0.0017 8,600 19.6147 168,686 168,686 -2,055
264 CMDG.SI @COMFO3 SG 0.2373 2.0000 -0.020 2,774 -1.0000 1 0.0161 1,254,200 1.2799 1,605,251 1,605,251 -31,953
270 COL.AX @COLES10 AU -0.1816 3.0000 -0.022 17,810 -1.0000 1 0.0109 82,294 13.2777 1,092,678 1,092,678 -23,857
275 3349.T @COSMO23 JP -0.0686 1.0000 -0.007 2,739 -1.0000 1 0.0008 1,300 63.4117 82,435 82,435 -606
307 5388.TW @SERCO6 TW 1.0341 1.0000 0.003 991 1.0000 -1 -0.0002 -7,000 3.3036 -23,125 23,125 -59
325 6504.T @FUJIE6 JP 1.1737 1.0000 -0.003 7,361 -1.0000 1 0.0073 14,800 49.3059 729,727 729,727 -2,532
340 STEG.SI @SINGA31 SG 0.3543 2.0000 -0.019 21,615 -1.0000 1 0.0033 47,800 6.9224 330,890 330,890 -6,220
341 2884.TW @ESUNF1 TW 0.5285 7.0000 0.072 17,837 1.0000 -1 -0.0007 -66,660 1.1040 -73,594 73,594 -5,275
351 4043.T @TOKUY2 JP 0.9448 2.0000 -0.013 1,616 -1.0000 1 0.0002 800 22.4148 17,932 17,932 -238
366 2891.TW @CHINA244 TW 0.6269 2.0000 0.019 28,326 1.0000 -1 -0.0091 -634,000 1.4415 -913,916 913,916 -17,725
368 APA.AX @AUSTP9 AU 0.0579 5.0000 -0.055 7,153 -1.0000 1 0.0042 76,146 5.4831 417,519 417,519 -23,119
375 005930.KS @SAMSU48 KR 0.5642 3.0000 -0.027 267,843 -1.0000 1 0.0029 6,080 47.6280 289,578 289,578 -7,871
377 066570.KS @LGELE11 KR 0.5231 3.0000 -0.022 5,927 -1.0000 1 0.0005 860 55.7226 47,921 47,921 -1,050
382 1071.HK @HUADI2 HK 0.7122 7.0000 0.081 729 1.0000 -1 -0.0005 -88,000 0.5363 -47,198 47,198 -3,836
386 3939.HK @WANGU1 HK 0.6421 7.0000 0.078 3,184 1.0000 -1 -0.0007 -20,000 3.4970 -69,940 69,940 -5,440
392 4901.T @FUJIP6 JP 0.4457 1.0000 -0.004 26,727 -1.0000 1 0.0142 66,000 21.4871 1,418,149 1,418,149 -6,318
397 1385.HK @SHANG12 HK 2.2071 5.0000 0.045 1,043 1.0000 -1 -0.0003 -8,000 3.6690 -29,352 29,352 -1,333
398 9868.HK @XPENG2 HK 2.3558 7.0000 0.072 14,047 1.0000 -1 -0.0017 -18,000 9.5929 -172,672 172,672 -12,388
399 QAN.AX @QANTA2 AU 0.3991 1.0000 -0.000 10,771 -1.0000 1 0.0031 43,139 7.1182 307,073 307,073 -133
404 9866.HK @NIOIN7 HK 2.0023 3.0000 0.020 7,349 1.0000 -1 -0.0032 -66,000 4.8602 -320,770 320,770 -6,513
408 003490.KS @KOREA192 KR 0.3894 4.0000 -0.036 4,795 -1.0000 1 0.0003 1,551 17.5985 27,295 27,295 -971
423 CMLT.SI @CAPIT88 SG NaN NaN nan 12,620 NaN -1 -0.0000 -16 1.7247 -28 28 nan
433 7269.T @SUZUK8 JP 0.7971 2.0000 0.018 22,025 1.0000 -1 -0.0033 -29,300 11.2108 -328,477 328,477 -5,983
438 7202.T @ISUZU2 JP 0.5980 1.0000 0.000 7,281 1.0000 -1 -0.0089 -68,100 13.0832 -890,968 890,968 -96
448 1898.HK @CHINA484 HK 0.6600 6.0000 0.059 5,399 1.0000 -1 -0.0008 -62,000 1.3147 -81,513 81,513 -4,827
451 0136.HK @MASCO2 HK 0.7248 1.0000 0.000 5,705 1.0000 -1 -0.0044 -1,028,000 0.4242 -436,107 436,107 -8
454 9923.HK @YEAHK1 HK 2.1542 7.0000 0.073 392 1.0000 -1 -0.0002 -8,000 1.9288 -15,430 15,430 -1,131
463 7532.T @DONQU3 JP 0.3513 1.0000 0.008 14,623 1.0000 -1 -0.0011 -3,100 33.8457 -104,922 104,922 -859
475 4519.T @CHUGA4 JP 0.5294 1.0000 0.007 33,388 1.0000 0 0.0000 0 49.7122 0 0 0
483 009540.KS @HYUND30 KR 0.4146 6.0000 -0.066 11,770 -1.0000 1 0.0049 1,911 255.8469 488,923 488,923 -32,385
485 7832.T @NAMCO5 JP 0.4625 2.0000 -0.013 21,348 -1.0000 1 0.0006 1,800 32.8435 59,118 59,118 -794
488 5411.T @JFEHO1 JP 0.7936 1.0000 -0.001 7,621 -1.0000 0 0.0000 0 11.9185 0 0 -0
495 5406.T @KOBES3 JP 0.8063 4.0000 -0.033 4,474 -1.0000 0 0.0000 0 11.2887 0 0 -0
509 1658.HK @PSBCA1 HK 0.7880 9.0000 0.154 7,745 1.0000 -1 -0.0020 -276,000 0.7223 -199,364 199,364 -30,641
515 6871.T @MICRO72 JP 1.5704 1.0000 -0.003 1,461 -1.0000 1 0.0004 1,200 36.5003 43,800 43,800 -145
520 RIO.AX @RIOTI17 AU 0.6215 5.0000 -0.049 28,974 -1.0000 0 0.0000 0 78.0510 0 0 -0
534 6098.T @RECRU27 JP 0.7300 4.0000 -0.043 93,434 -1.0000 0 0.0000 0 59.7413 0 0 -0
535 STO.AX @SANTO10 AU 0.5098 4.0000 -0.033 16,592 -1.0000 1 0.0022 42,768 5.1088 218,495 218,495 -7,159
539 TCS.NS @TATAC6 IN 0.3652 7.0000 0.075 36,725 1.0000 0 0.0000 0 36.2510 0 0 0
550 NAB.AX @NATLA14 AU 0.2153 1.0000 -0.002 75,447 -1.0000 1 0.0176 71,195 24.6314 1,753,636 1,753,636 -2,806
551 6103.T @OKUMA2 JP 1.3035 1.0000 -0.007 1,810 -1.0000 1 0.0005 1,700 26.8166 45,588 45,588 -331
563 2858.HK @YIXIN1 HK 2.0650 1.0000 0.006 1,131 1.0000 -1 -0.0002 -64,000 0.3478 -22,259 22,259 -140
569 8630.T @NKSJH1 JP 0.6612 5.0000 0.046 27,969 1.0000 0 0.0000 0 29.9384 0 0 0
570 9633.HK @NONGF1 HK 1.2316 5.0000 0.048 22,070 1.0000 -1 -0.0002 -4,000 5.9239 -23,696 23,696 -1,128
574 2628.HK @CHINA280 HK 1.9724 8.0000 0.114 21,566 1.0000 -1 -0.0001 -4,000 2.8983 -11,593 11,593 -1,323
581 6268.T @NABTE1 JP 1.0044 1.0000 -0.004 2,287 -1.0000 1 0.0002 1,000 18.8935 18,893 18,893 -70
584 4502.T @TAKED3 JP 0.3077 4.0000 0.033 46,618 1.0000 0 0.0000 0 29.3018 0 0 0
585 4689.T @YAHOO6 JP 0.4278 1.0000 -0.004 10,040 -1.0000 0 0.0000 0 3.8051 0 0 -0
587 014680.KS @HANSO43 KR 1.4375 1.0000 -0.006 1,362 -1.0000 1 0.0005 367 127.8512 46,921 46,921 -258
588 7013.T @ISHIK5 JP 1.1048 1.0000 -0.002 16,880 -1.0000 1 0.0016 1,500 109.1285 163,693 163,693 -330
590 5805.T @SHOWA14 JP 0.8453 1.0000 -0.001 1,843 -1.0000 1 0.0001 200 59.7955 11,959 11,959 -8
603 1088.HK @CHINA352 HK 0.5075 4.0000 0.035 15,124 1.0000 -1 -0.0003 -6,000 4.4780 -26,868 26,868 -935
611 6963.T @ROHMC2 JP 1.5927 2.0000 -0.017 4,735 -1.0000 1 0.0001 900 13.0291 11,726 11,726 -201
612 9984.T @SOFTB17 JP 1.3051 2.0000 -0.011 121,496 -1.0000 1 0.0000 100 82.6505 8,265 8,265 -90
623 601390.SH @CHINA696 CN 0.7582 4.0000 0.036 7,348 1.0000 -1 0.0000 -99 0.8133 -81 81 -3
632 601333.SH @GUANG102 CN 0.6873 3.0000 -0.029 1,275 -1.0000 1 0.0000 78 0.4255 33 33 -1
638 600570.SH @HANGZ8 CN 1.9514 6.0000 0.071 6,991 1.0000 -1 0.0000 -80 4.6776 -374 374 -26
652 688025.SH @SHENZ288 CN 2.4618 NaN nan 982 NaN 1 -0.0000 85 12.0183 1,022 1,022 nan
672 300379.ZK @BEIJI135 CN 1.5191 NaN nan 441 NaN -1 -0.0000 -89 0.7896 -70 70 nan
685 002017.ZK @ZHUHA5 CN 1.4956 2.0000 -0.015 1,124 -1.0000 1 0.0009 25,200 3.4569 87,114 87,114 -1,305
703 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.064 12,711 1.0000 -1 0.0000 -20 0.6431 -13 13 -1
705 688222.SH @HITGE1 CN 2.1357 4.0000 -0.035 945 -1.0000 1 0.0000 36 3.1877 115 115 -4
711 688599.SH @TRINA7 CN 1.7913 4.0000 -0.036 3,471 -1.0000 1 0.0000 89 2.2432 200 200 -7
712 603355.SH @KINGC7 CN 1.5089 4.0000 0.041 712 1.0000 -1 0.0000 -13 3.3551 -44 44 -2
715 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.009 1,216 -1.0000 1 0.0000 48 2.5236 121 121 -1
716 600248.SH @YANGL1 CN 0.8378 4.0000 0.035 689 1.0000 -1 0.0000 -64 0.5580 -36 36 -1
720 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.038 5,769 1.0000 -1 0.0000 -80 7.8862 -631 631 -24
721 300750.ZK @CONTE31 CN 1.4933 8.0000 0.101 133,766 1.0000 -1 0.0000 -78 39.4518 -3,077 3,077 -310
724 600406.SH @NARIT1 CN 0.1947 6.0000 0.066 10,706 1.0000 -1 0.0000 -38 3.0998 -118 118 -8
739 601169.SH @BANKO53 CN 0.4357 8.0000 0.114 15,866 1.0000 -1 0.0000 -34 0.9151 -31 31 -4
740 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.009 605 1.0000 -1 0.0000 -91 4.0400 -368 368 -3
748 688087.SH @SHAND206 CN 1.7398 1.0000 0.003 443 1.0000 -1 0.0000 -42 3.7973 -159 159 -1
752 600547.SH @SHAND33 CN 0.4661 1.0000 0.006 7,418 1.0000 -1 0.0000 -41 4.2758 -175 175 -1
758 000065.ZK @NORIN1 CN 1.4194 6.0000 0.059 811 1.0000 -1 0.0000 -70 1.5778 -110 110 -7
772 002241.ZK @GOERT1 CN 1.8469 4.0000 0.036 9,849 1.0000 -1 0.0000 -80 3.3188 -266 266 -10
773 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.026 520 -1.0000 1 0.0000 95 2.6436 251 251 -7
783 002595.ZK @SHAND94 CN 0.6573 4.0000 0.031 6,348 1.0000 -1 0.0000 -95 7.9350 -754 754 -24
791 688776.SH @GUOGU3 CN 2.4997 3.0000 0.028 557 1.0000 -1 0.0000 -38 12.5317 -476 476 -13
796 600104.SH @SAUTO1 CN 0.8237 6.0000 0.065 8,745 1.0000 -1 0.0000 -99 2.4371 -241 241 -16
802 002320.ZK @HAINA25 CN 1.0821 1.0000 -0.004 687 -1.0000 1 0.0017 146,800 1.1411 167,520 167,520 -673
824 300308.ZK @SHAND103 CN 2.3105 5.0000 0.046 25,552 1.0000 -1 0.0000 -63 25.8389 -1,628 1,628 -75
825 300310.ZK @GUANG156 CN 2.4991 1.0000 0.001 802 1.0000 -1 0.0000 -34 0.9096 -31 31 -0
828 300502.ZK @EOPTO1 CN 2.4237 7.0000 0.083 23,978 1.0000 -1 0.0000 -80 24.1300 -1,930 1,930 -161
837 601988.SH @BANKO22 CN 0.1636 6.0000 0.066 184,062 1.0000 -1 0.0000 -40 0.7715 -31 31 -2
895 600926.SH @BANKO586 CN 0.5131 4.0000 0.041 11,423 1.0000 -1 0.0000 -87 2.2837 -199 199 -8
913 000636.ZK @FENGH2 CN 1.6242 4.0000 -0.033 1,725 -1.0000 0 0.0000 0 1.9614 0 0 -0
962 600016.SH @CHINA214 CN 0.5842 10.0000 0.158 15,739 1.0000 -1 0.0000 -20 0.7045 -14 14 -2
1035 GULF_n.BK @GULFD3 TH NaN NaN nan 16,311 NaN -1 0.0000 -13 1.4365 -19 19 nan
1045 KCE_n.BK @KCEEL3 TH 0.7375 1.0000 -0.000 822 -1.0000 1 0.0005 65,700 0.6951 45,667 45,667 -3