total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -789,692 24,327,583 115 399,254,777 -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 1.6581 8.0000 0.107 5,118 1.0000 -1 0.0000 -1,000 3.2868 -3,287 3,287 -350
16 1519.HK @JTGLO1 HK 1.4946 2.0000 0.010 9,934 1.0000 -1 -0.0042 -308,600 1.3479 -415,949 415,949 -4,193
49 9001.T @TOBUR1 JP 0.2740 4.0000 -0.032 3,553 -1.0000 1 0.0054 30,500 17.6556 538,497 538,497 -17,059
64 0267.HK @CITIC10 HK 1.4321 8.0000 0.101 11,607 1.0000 -1 -0.0130 -880,000 1.4778 -1,300,465 1,300,465 -131,185
77 2474.TW @CATCH1 TW 0.4740 2.0000 0.019 4,613 1.0000 -1 -0.0014 -19,000 7.1069 -135,032 135,032 -2,502
79 1378.HK @CHINA1377 HK 1.7014 10.0000 0.177 8,369 1.0000 -1 0.0000 -1,500 2.5925 -3,889 3,889 -690
85 1415.HK @COWEL7 HK 2.2704 8.0000 0.096 879 1.0000 -1 -0.0006 -18,000 3.3951 -61,112 61,112 -5,859
86 6805.TW @FOSIT1 TW 1.3779 1.0000 0.005 1,747 1.0000 -1 -0.0022 -7,000 30.7073 -214,951 214,951 -1,004
88 2376.TW @GIGAB3 TW 1.0513 2.0000 0.013 5,847 1.0000 -1 -0.0041 -44,000 9.2860 -408,582 408,582 -5,115
91 2543.TW @HWANG2 TW 1.1046 2.0000 0.010 601 1.0000 -1 0.0000 -177 2.4472 -433 433 -4
92 3481.TW @INNOL2 TW 0.9346 2.0000 0.013 3,026 1.0000 -1 -0.0007 -183,000 0.3788 -69,323 69,323 -875
94 8069.TWO @PRIME74 TW 0.8099 2.0000 0.012 7,158 1.0000 -1 -0.0029 -41,000 7.0734 -290,010 290,010 -3,530
95 1101.TW @TAIWA69 TW 0.4752 2.0000 0.010 6,113 1.0000 -1 -0.0031 -377,000 0.8096 -305,214 305,214 -3,108
97 2400.HK @XDINC1 HK 1.6464 8.0000 0.110 3,318 1.0000 -1 -0.0007 -10,600 6.7265 -71,301 71,301 -7,816
98 0763.HK @ZTECO2 HK 1.9690 10.0000 0.193 2,344 1.0000 -1 0.0000 -1,600 3.1021 -4,963 4,963 -957
112 3661.TW @ALCHI2 TW 1.0557 2.0000 0.014 10,569 1.0000 -1 -0.0013 -1,000 130.5732 -130,573 130,573 -1,777
113 1109.HK @CHINA182 HK 1.5417 9.0000 0.153 10,393 1.0000 -1 0.0000 -1,500 3.6435 -5,465 5,465 -837
115 6618.HK @JDHEA1 HK 2.0290 9.0000 0.153 6,559 1.0000 -1 0.0000 -150 6.2106 -932 932 -142
120 8299.TWO @PHISO1 TW 0.9537 1.0000 0.004 3,272 1.0000 -1 -0.0030 -17,000 17.5997 -299,195 299,195 -1,316
129 1952.HK @EVERE39 HK 1.8804 4.0000 0.035 2,776 1.0000 -1 -0.0044 -55,000 7.9113 -435,123 435,123 -15,424
130 1833.HK @PAGOO1 HK 1.8801 6.0000 0.070 1,553 1.0000 -1 0.0000 -977 1.5288 -1,494 1,494 -104
132 6979.HK @ZJLDG1 HK 1.7497 3.0000 0.022 2,789 1.0000 -1 0.0000 -1,600 0.8230 -1,317 1,317 -29
141 0998.HK @CHINA536 HK 0.6870 9.0000 0.128 8,846 1.0000 -1 0.0000 -1,000 0.9287 -929 929 -119
143 5871.TW @CHAIL1 TW 1.1333 7.0000 0.088 6,598 1.0000 -1 -0.0016 -40,800 3.8552 -157,291 157,291 -13,780
146 2327.TW @YAGEO2 TW 0.9493 1.0000 0.002 8,709 1.0000 -1 -0.0011 -6,000 18.0691 -108,414 108,414 -219
151 0019.HK @SWIRE4 HK 0.5788 7.0000 0.081 2,991 1.0000 -1 -0.0040 -45,000 8.9305 -401,873 401,873 -32,622
163 0836.HK @CHINA276 HK 0.6182 1.0000 0.007 4,797 1.0000 -1 -0.0148 -606,000 2.4384 -1,477,653 1,477,653 -10,447
164 3697.T @SHIFT1 JP 1.0749 3.0000 0.021 2,928 1.0000 0 0.0000 0 10.9449 0 0 0
174 6755.T @FUJIT32 JP 0.2771 6.0000 0.060 270 1.0000 -1 -0.0000 -26 18.9856 -494 494 -30
195 7936.T @ASICS5 JP 0.8310 3.0000 0.024 17,767 1.0000 -1 -0.0082 -33,800 24.1900 -817,622 817,622 -19,513
196 ASX.AX @AUSTS4 AU 0.1675 1.0000 -0.002 8,789 -1.0000 1 0.0024 5,304 45.2361 239,932 239,932 -546
212 1519.TW @FORTU25 TW 1.2611 1.0000 0.009 6,261 1.0000 -1 -0.0012 -5,500 22.0248 -121,136 121,136 -1,099
222 2264.T @MORIN6 JP 0.2618 4.0000 -0.033 2,005 -1.0000 1 0.0020 8,700 22.5208 195,931 195,931 -6,405
223 1332.T @NIPPO103 JP 0.4025 2.0000 -0.014 1,892 -1.0000 1 0.0057 94,400 6.0560 571,684 571,684 -7,755
234 2897.T @NISSI10 JP 0.2988 1.0000 -0.010 4,674 -1.0000 1 0.0011 5,800 19.3927 112,478 112,478 -1,086
267 COL.AX @COLES10 AU -0.2273 6.0000 -0.057 17,853 -1.0000 1 0.0031 23,452 13.3105 312,157 312,157 -17,859
272 3349.T @COSMO23 JP -0.0760 2.0000 -0.016 2,797 -1.0000 0 0.0000 0 64.7532 0 0 -0
288 086790.KS @HANAF1 KR 0.5390 4.0000 0.041 16,870 1.0000 -1 -0.0018 -3,113 59.2500 -184,445 184,445 -7,540
290 051900.KS @LGHOU1 KR 0.5785 5.0000 -0.049 2,174 -1.0000 0 0.0000 0 210.9386 0 0 -0
295 2912.TW @PRESI14 TW 0.1224 2.0000 -0.010 8,957 -1.0000 1 0.0075 87,000 8.6155 749,547 749,547 -7,460
299 2914.T @JAPAN208 JP 0.3361 3.0000 -0.027 62,222 -1.0000 0 0.0000 0 31.1111 0 0 -0
321 6504.T @FUJIE6 JP 1.2184 3.0000 -0.028 8,765 -1.0000 1 0.0006 1,100 58.7074 64,578 64,578 -1,821
337 2884.TW @ESUNF1 TW 0.5063 5.0000 0.055 17,467 1.0000 -1 -0.0007 -66,660 1.0811 -72,068 72,068 -3,967
361 2891.TW @CHINA244 TW 0.6019 7.0000 0.088 27,305 1.0000 -1 -0.0088 -634,000 1.3895 -880,969 880,969 -77,105
363 APA.AX @AUSTP9 AU 0.0374 7.0000 -0.076 7,140 -1.0000 1 0.0034 62,530 5.4732 342,236 342,236 -26,098
370 005930.KS @SAMSU48 KR 0.5937 6.0000 -0.064 278,950 -1.0000 1 0.0030 6,080 49.6030 301,586 301,586 -19,219
372 066570.KS @LGELE11 KR 0.5350 3.0000 -0.021 5,743 -1.0000 1 0.0005 860 53.9945 46,435 46,435 -989
375 VNT.AX @VENTI5 AU 0.2307 3.0000 -0.027 2,838 -1.0000 1 0.0012 34,571 3.3940 117,334 117,334 -3,213
377 1071.HK @HUADI2 HK 0.6699 5.0000 0.054 727 1.0000 -1 -0.0005 -88,000 0.5351 -47,086 47,086 -2,527
380 3939.HK @WANGU1 HK 0.5671 4.0000 0.042 3,346 1.0000 -1 -0.0007 -20,000 3.6754 -73,508 73,508 -3,078
390 1385.HK @SHANG12 HK 2.1698 4.0000 0.037 1,132 1.0000 -1 -0.0003 -8,000 3.9811 -31,849 31,849 -1,163
391 9868.HK @XPENG2 HK 2.3037 6.0000 0.062 13,301 1.0000 -1 -0.0016 -18,000 9.0834 -163,501 163,501 -10,134
392 QAN.AX @QANTA2 AU 0.3860 3.0000 -0.025 10,683 -1.0000 1 0.0028 39,403 7.0600 278,187 278,187 -6,956
397 9866.HK @NIOIN7 HK 2.1098 1.0000 0.008 7,281 1.0000 -1 -0.0032 -66,000 4.8156 -317,829 317,829 -2,596
401 003490.KS @KOREA192 KR 0.3731 5.0000 -0.053 4,561 -1.0000 1 0.0003 1,551 16.7383 25,961 25,961 -1,379
416 CMLT.SI @CAPIT88 SG NaN NaN nan 12,435 NaN -1 -0.0000 -16 1.6994 -27 27 nan
421 5334.T @NGKSP2 JP 0.7637 3.0000 0.026 6,640 1.0000 -1 -0.0005 -1,500 33.3232 -49,985 49,985 -1,298
424 7270.T @FUJIH3 JP 0.9198 2.0000 0.014 11,058 1.0000 -1 -0.0037 -19,300 19.0941 -368,517 368,517 -4,978
429 7261.T @MAZDA2 JP 0.9440 1.0000 0.007 3,756 1.0000 -1 -0.0001 -2,100 6.2582 -13,142 13,142 -89
435 1898.HK @CHINA484 HK 0.7131 6.0000 0.072 5,033 1.0000 -1 -0.0008 -62,000 1.2256 -75,984 75,984 -5,484
438 0136.HK @MASCO2 HK 0.7613 1.0000 0.006 5,363 1.0000 -1 -0.0041 -1,028,000 0.3988 -409,917 409,917 -2,305
440 9923.HK @YEAHK1 HK 2.1524 8.0000 0.107 336 1.0000 -1 -0.0001 -8,000 1.6562 -13,249 13,249 -1,420
443 BXB.AX @BRAMB2 AU -0.0091 2.0000 -0.017 20,984 -1.0000 1 0.0070 45,628 15.3507 700,423 700,423 -12,122
445 SOL.AX @SOULP2 AU 0.1886 3.0000 -0.021 7,109 -1.0000 1 0.0058 22,215 26.1157 580,160 580,160 -11,960
447 7532.T @DONQU3 JP 0.3373 2.0000 0.011 15,042 1.0000 -1 -0.0011 -3,100 34.8159 -107,929 107,929 -1,177
448 4676.T @FUJIT13 JP 0.1259 2.0000 -0.013 5,247 -1.0000 0 0.0000 0 24.3528 0 0 -0
451 5233.T @TAIHE5 JP 0.8065 1.0000 -0.009 3,003 -1.0000 0 0.0000 0 25.4114 0 0 -0
454 6503.T @MITSU71 JP 1.0178 1.0000 -0.004 50,129 -1.0000 1 0.0036 15,200 23.7218 360,571 360,571 -1,349
456 9602.T @TOHOC3 JP 0.1666 2.0000 0.012 8,455 1.0000 -1 -0.0018 -2,800 65.8117 -184,273 184,273 -2,246
460 MTS.AX @METCA2 AU 0.2809 3.0000 -0.030 2,768 -1.0000 1 0.0110 436,939 2.5196 1,100,909 1,100,909 -33,001
484 1658.HK @PSBCA1 HK 0.7390 9.0000 0.124 7,486 1.0000 -1 -0.0019 -276,000 0.6981 -192,685 192,685 -23,962
486 3382.T @SEVEN12 JP 0.4889 1.0000 0.006 32,795 1.0000 0 0.0000 0 13.6862 0 0 0
504 8411.T @MIZUH6 JP 1.1222 2.0000 0.013 75,937 1.0000 -1 -0.0127 -41,900 30.2087 -1,265,742 1,265,742 -16,783
505 3064.T @MONOT5 JP 0.3263 1.0000 0.002 4,563 1.0000 -1 -0.0002 -1,200 18.2019 -21,842 21,842 -47
506 7014.T @NAMUR1 JP 1.4642 3.0000 0.029 1,368 1.0000 0 0.0000 0 21.1705 0 0 0
507 STO.AX @SANTO10 AU 0.5031 6.0000 -0.068 16,492 -1.0000 1 0.0004 7,273 5.0781 36,933 36,933 -2,500
508 7701.T @SHIMA9 JP 0.5295 3.0000 -0.024 6,774 -1.0000 0 0.0000 0 22.8804 0 0 -0
512 035720.KS @DAUMC2 KR 0.3593 5.0000 -0.056 14,835 -1.0000 1 0.0008 2,005 39.9559 80,112 80,112 -4,456
522 000660.KS @HYNIX1 KR 1.1186 4.0000 -0.041 108,176 -1.0000 1 0.0023 1,233 185.7411 229,019 229,019 -9,301
523 6988.T @NITTO9 JP 0.9485 1.0000 -0.002 15,394 -1.0000 1 0.0024 10,800 21.7812 235,237 235,237 -472
528 0027.HK @KWAHC2 HK 1.4680 8.0000 0.105 16,476 1.0000 0 0.0000 0 4.8283 0 0 0
531 2858.HK @YIXIN1 HK 2.0617 4.0000 0.036 1,057 1.0000 -1 -0.0002 -68,000 0.3249 -22,091 22,091 -789
537 9633.HK @NONGF1 HK 1.2797 7.0000 0.082 21,335 1.0000 -1 -0.0002 -4,000 5.7265 -22,906 22,906 -1,871
538 4661.T @ORIEN41 JP 0.2600 2.0000 -0.020 29,091 -1.0000 0 0.0000 0 21.5437 0 0 -0
540 2628.HK @CHINA280 HK 1.9991 9.0000 0.154 20,998 1.0000 -1 -0.0001 -4,000 2.8218 -11,287 11,287 -1,740
543 8306.T @MITSU52 JP 1.0154 2.0000 0.020 174,168 1.0000 -1 -0.0035 -24,300 14.4326 -350,711 350,711 -7,001
544 8309.T @MITSU54 JP 0.8450 3.0000 0.029 19,389 1.0000 -1 -0.0030 -10,900 27.1824 -296,288 296,288 -8,648
546 8308.T @RESON3 JP 1.1006 2.0000 0.011 21,932 1.0000 -1 -0.0022 -23,300 9.5064 -221,498 221,498 -2,413
547 8316.T @SUMIT21 JP 1.0626 7.0000 0.077 100,778 1.0000 0 0.0000 0 25.9406 0 0 0
555 CPU.AX @COMPU62 AU 0.3583 3.0000 -0.027 15,592 -1.0000 1 0.0011 4,126 26.9577 111,228 111,228 -2,953
561 1088.HK @CHINA352 HK 0.5525 7.0000 0.085 14,414 1.0000 -1 -0.0003 -6,000 4.2678 -25,607 25,607 -2,175
569 6963.T @ROHMC2 JP 1.5865 1.0000 -0.004 4,735 -1.0000 1 0.0008 6,100 13.0314 79,491 79,491 -294
570 TLS.AX @TELST3 AU -0.0557 1.0000 -0.009 36,355 -1.0000 1 0.0012 38,627 3.1932 123,344 123,344 -1,159
574 8252.T @MARUI3 JP 0.1631 3.0000 -0.028 3,923 -1.0000 0 0.0000 0 21.3605 0 0 -0
576 6098.T @RECRU27 JP 0.7559 1.0000 0.006 96,465 1.0000 -1 -0.0015 -2,500 61.6794 -154,198 154,198 -879
580 0863.HK @BRAND82 HK 0.6216 5.0000 0.048 1,179 1.0000 -1 -0.0002 -8,000 1.8804 -15,043 15,043 -726
590 SHL.AX @SONIC9 AU 0.2542 3.0000 -0.025 8,752 -1.0000 1 0.0035 19,969 17.7084 353,619 353,619 -8,826
612 4568.T @DAIIC31 JP 0.4292 1.0000 0.008 47,277 1.0000 0 0.0000 0 24.9567 0 0 0
615 FMG.AX @FORTE6 AU 0.9300 3.0000 -0.028 33,347 -1.0000 0 0.0000 0 11.6458 0 0 -0
620 3399.T @MARUC1 JP 0.1516 7.0000 -0.085 394 -1.0000 0 0.0000 0 44.9873 0 0 -0
623 4592.T @SANBI3 JP 1.2433 9.0000 -0.138 1,153 -1.0000 0 0.0000 0 16.0136 0 0 -0
661 601390.SH @CHINA696 CN 0.7824 2.0000 0.018 7,103 1.0000 -1 0.0000 -99 0.7862 -78 78 -1
670 601333.SH @GUANG102 CN 0.6983 4.0000 -0.043 1,238 -1.0000 1 0.0000 78 0.4132 32 32 -1
676 600570.SH @HANGZ8 CN 1.9118 3.0000 0.025 7,363 1.0000 -1 0.0000 -80 4.9267 -394 394 -10
690 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,143 NaN 1 -0.0000 85 13.9772 1,188 1,188 nan
710 300379.ZK @BEIJI135 CN 1.5177 NaN nan 434 NaN -1 -0.0000 -89 0.7779 -69 69 nan
739 000100.ZK @TCLCO2 CN 1.2775 8.0000 0.113 12,141 1.0000 -1 0.0000 -20 0.6143 -12 12 -1
741 688222.SH @HITGE1 CN 2.2914 5.0000 -0.048 980 -1.0000 1 0.0000 36 3.3043 119 119 -6
747 688599.SH @TRINA7 CN 1.8131 2.0000 -0.016 3,351 -1.0000 1 0.0000 89 2.1659 193 193 -3
748 603355.SH @KINGC7 CN 1.5063 5.0000 0.054 681 1.0000 -1 0.0000 -13 3.2100 -42 42 -2
751 688106.SH @SUZHO69 CN 1.5124 2.0000 -0.013 1,180 -1.0000 1 0.0000 48 2.4474 117 117 -2
752 600248.SH @YANGL1 CN 0.8630 2.0000 0.018 666 1.0000 -1 0.0000 -64 0.5394 -35 35 -1
756 000538.ZK @YUNNA10 CN 0.6099 1.0000 0.008 5,710 1.0000 -1 0.0000 -80 7.8053 -624 624 -5
759 600406.SH @NARIT1 CN 0.1920 6.0000 0.062 10,440 1.0000 -1 0.0000 -38 3.0228 -115 115 -7
774 601169.SH @BANKO53 CN 0.3866 4.0000 0.038 15,578 1.0000 -1 0.0000 -34 0.8985 -31 31 -1
777 601669.SH @SINOH12 CN 1.0326 5.0000 0.051 7,320 1.0000 -1 -0.0029 -325,809 0.9041 -294,557 294,557 -14,907
793 000065.ZK @NORIN1 CN 1.4268 4.0000 0.037 787 1.0000 -1 0.0000 -70 1.5294 -107 107 -4
796 688036.SH @SHENZ287 CN 1.0547 2.0000 -0.014 5,628 -1.0000 1 0.0000 29 10.9682 318 318 -4
797 002821.ZK @ASYMC1 CN 1.8231 2.0000 0.014 3,342 1.0000 -1 0.0000 -63 15.4401 -973 973 -14
807 002241.ZK @GOERT1 CN 1.8162 7.0000 0.084 9,416 1.0000 -1 0.0000 -80 3.1726 -254 254 -21
808 601579.SH @KUAIJ1 CN 0.5375 4.0000 -0.031 501 -1.0000 1 0.0000 95 2.5472 242 242 -7
813 603659.SH @PUTAI1 CN 1.7573 1.0000 0.008 4,173 1.0000 -1 0.0000 -26 2.4405 -63 63 -1
818 002595.ZK @SHAND94 CN 0.6098 3.0000 0.022 6,162 1.0000 -1 0.0000 -95 7.7027 -732 732 -16
819 001914.ZK @SHNNA1 CN 1.1832 5.0000 0.052 749 1.0000 0 0.0000 0 1.7236 0 0 0
831 600104.SH @SAUTO1 CN 0.8011 4.0000 0.039 8,573 1.0000 -1 0.0000 -99 2.3892 -237 237 -9
863 300502.ZK @EOPTO1 CN 2.5053 2.0000 0.012 25,232 1.0000 -1 0.0000 -80 25.3919 -2,031 2,031 -24
932 603986.SH @GIGAD1 CN 1.5794 1.0000 0.001 10,802 1.0000 -1 0.0000 -77 16.2665 -1,253 1,253 -1
951 603288.SH @FOSHA7 CN 0.9641 6.0000 0.068 12,335 1.0000 0 0.0000 0 5.2817 0 0 0
1040 000949.ZK @XINXI2 CN 1.2012 9.0000 -0.155 682 -1.0000 0 0.0000 0 0.5422 0 0 -0
1064 GULF_n.BK @GULFD3 TH NaN NaN nan 15,821 NaN -1 -0.0000 -13 1.3934 -18 18 nan
1066 AOT_n.BK @AIRPO2 TH 0.4419 5.0000 0.046 17,376 1.0000 -1 -0.0206 -1,690,300 1.2163 -2,055,946 2,055,946 -94,401
1068 CRC_n.BK @CENTR403 TH 0.4155 6.0000 0.069 2,463 1.0000 -1 -0.0006 -92,100 0.6282 -57,855 57,855 -3,969
1071 DELTA_n.BK @DELTA60 TH 0.7673 8.0000 0.113 20,181 1.0000 -1 -0.0001 -2,500 4.3726 -10,931 10,931 -1,235
1072 BBL_n.BK @BANGK27 TH 0.2396 1.0000 0.005 8,729 1.0000 -1 -0.0108 -235,500 4.5727 -1,076,882 1,076,882 -5,789
1076 TTB_n.BK @THAIM13 TH 0.1513 5.0000 0.044 4,361 1.0000 -1 -0.0010 -1,638,100 0.0588 -96,344 96,344 -4,223