total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -957,894 22,085,590 128 300,281,554 -0.003

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 9.0000 0.153 5,695 1.0000 -1 0.0000 -1,000 3.6573 -3,657 3,657 -559
16 1519.HK @JTGLO1 HK 1.4946 7.0000 0.073 10,158 1.0000 -1 -0.0052 -284,600 1.3782 -392,240 392,240 -28,540
26 9896.HK @MINIS7 HK 1.8102 2.0000 -0.012 7,798 -1.0000 1 0.0000 1,000 6.2756 6,276 6,276 -76
44 TNE.AX @TECHN58 AU 0.4606 4.0000 -0.033 7,959 -1.0000 1 0.0164 47,009 26.1414 1,228,882 1,228,882 -39,981
50 6285.TW @WISTR2 TW 1.0472 3.0000 0.027 1,568 1.0000 -1 -0.0030 -55,000 4.0484 -222,665 222,665 -5,914
53 1171.HK @YANZH2 HK 0.9975 2.0000 0.019 3,836 1.0000 -1 -0.0257 -1,598,000 1.2067 -1,928,369 1,928,369 -36,080
54 2057.HK @ZTOEX4 HK 1.2139 10.0000 0.236 8,609 1.0000 -1 0.0000 -650 19.1824 -12,469 12,469 -2,945
61 0267.HK @CITIC10 HK 1.4321 9.0000 0.147 11,730 1.0000 -1 -0.0082 -412,000 1.4934 -615,276 615,276 -90,592
62 2871.T @NICHI31 JP 0.0438 1.0000 -0.004 3,043 -1.0000 1 0.0058 36,700 11.8412 434,571 434,571 -1,644
74 2474.TW @CATCH1 TW 0.4740 6.0000 0.064 4,060 1.0000 -1 -0.0016 -19,000 6.2537 -118,820 118,820 -7,636
76 1378.HK @CHINA1377 HK 1.7014 10.0000 0.206 11,179 1.0000 -1 0.0000 -1,500 3.1403 -4,711 4,711 -971
82 1415.HK @COWEL7 HK 2.2704 2.0000 0.014 1,035 1.0000 -1 -0.0011 -20,000 3.9952 -79,903 79,903 -1,109
83 6805.TW @FOSIT1 TW 1.3779 4.0000 0.030 2,135 1.0000 -1 -0.0020 -4,000 37.5222 -150,089 150,089 -4,430
85 2376.TW @GIGAB3 TW 1.0513 6.0000 0.059 5,751 1.0000 -1 -0.0050 -41,000 9.1337 -374,482 374,482 -22,256
88 2543.TW @HWANG2 TW 1.1046 4.0000 0.037 641 1.0000 -1 0.0000 -177 2.6068 -461 461 -17
89 3481.TW @INNOL2 TW 0.9346 3.0000 0.022 3,524 1.0000 -1 -0.0011 -183,000 0.4411 -80,712 80,712 -1,813
91 8069.TWO @PRIME74 TW 0.8099 4.0000 0.036 8,393 1.0000 -1 -0.0081 -73,000 8.2944 -605,490 605,490 -21,636
92 1101.TW @TAIWA69 TW 0.4752 4.0000 0.040 5,791 1.0000 -1 -0.0030 -291,000 0.7669 -223,168 223,168 -8,905
94 2400.HK @XDINC1 HK 1.6464 9.0000 0.128 4,955 1.0000 -1 -0.0014 -10,600 10.0455 -106,482 106,482 -13,646
95 0763.HK @ZTECO2 HK 1.9690 8.0000 0.104 3,587 1.0000 -1 0.0000 -1,600 4.7476 -7,596 7,596 -788
102 6417.T @SANKY14 JP 0.4239 1.0000 0.003 5,238 1.0000 -1 -0.0002 -900 20.1470 -18,132 18,132 -49
103 3363.TWO @FOCIF1 TW 1.4818 2.0000 0.014 1,136 1.0000 -1 -0.0022 -14,000 11.5364 -161,510 161,510 -2,207
108 1109.HK @CHINA182 HK 1.5417 10.0000 0.164 11,593 1.0000 -1 0.0000 -1,500 4.0643 -6,096 6,096 -1,002
110 6618.HK @JDHEA1 HK 2.0290 10.0000 0.168 8,764 1.0000 -1 0.0000 -150 8.2987 -1,245 1,245 -209
115 8299.TWO @PHISO1 TW 0.9537 6.0000 0.063 2,934 1.0000 -1 -0.0013 -6,000 15.7824 -94,694 94,694 -5,965
124 1952.HK @EVERE39 HK 1.8804 2.0000 0.018 3,173 1.0000 -1 -0.0066 -55,000 9.0409 -497,252 497,252 -9,089
125 1833.HK @PAGOO1 HK 1.8801 7.0000 0.083 2,491 1.0000 -1 0.0000 -977 2.4519 -2,395 2,395 -199
126 2013.HK @WEIMO2 HK 3.0233 1.0000 0.008 1,272 1.0000 -1 -0.0021 -458,000 0.3519 -161,176 161,176 -1,261
127 6979.HK @ZJLDG1 HK 1.7497 2.0000 0.010 4,362 1.0000 -1 0.0000 -1,600 1.2874 -2,060 2,060 -21
133 2252.HK @SHANG384 HK 3.1387 1.0000 0.005 1,044 1.0000 -1 -0.0009 -24,000 2.6822 -64,373 64,373 -337
136 0998.HK @CHINA536 HK 0.6870 10.0000 0.220 8,654 1.0000 -1 0.0000 -1,000 0.9086 -909 909 -199
138 5871.TW @CHAIL1 TW 1.1333 5.0000 0.055 6,619 1.0000 -1 0.0000 -800 3.8674 -3,094 3,094 -169
139 3702.TW @WPGHO1 TW 0.6213 1.0000 0.007 3,725 1.0000 -1 -0.0003 -11,000 2.2184 -24,403 24,403 -175
140 4165.T @PLAID1 JP 0.4487 7.0000 -0.090 326 -1.0000 0 0.0000 0 7.9145 0 0 -0
145 1303.TW @NANYA7 TW 1.0428 5.0000 0.044 8,219 1.0000 -1 -0.0020 -105,000 1.4005 -147,053 147,053 -6,474
149 5595.T @INSTI66 JP 1.7253 7.0000 -0.084 548 -1.0000 0 0.0000 0 12.1338 0 0 -0
153 0836.HK @CHINA276 HK 0.6182 5.0000 0.047 4,640 1.0000 -1 -0.0199 -632,000 2.3585 -1,490,541 1,490,541 -69,945
174 ASX.AX @AUSTS4 AU 0.1675 4.0000 -0.031 7,923 -1.0000 1 0.0007 1,317 40.7762 53,702 53,702 -1,678
186 4979.TWO @LUXNE1 TW 1.2955 1.0000 0.004 756 1.0000 -1 -0.0059 -68,000 6.5499 -445,395 445,395 -1,586
188 1519.TW @FORTU25 TW 1.2611 7.0000 0.076 5,708 1.0000 -1 0.0000 -500 20.0777 -10,039 10,039 -758
194 5880.TW @TWCOO1 TW 0.4049 6.0000 0.056 12,413 1.0000 -1 -0.0074 -702,460 0.7916 -556,058 556,058 -31,113
196 1332.T @NIPPO103 JP 0.4025 1.0000 -0.006 2,143 -1.0000 1 0.0024 26,200 6.8597 179,724 179,724 -1,106
210 2317.TW @HONHA4 TW 1.2504 9.0000 0.125 94,876 1.0000 -1 -0.0187 -205,000 6.8297 -1,400,089 1,400,089 -174,580
212 4912.T @LIONC3 JP 0.1728 1.0000 0.001 3,091 1.0000 -1 -0.0052 -35,600 11.0484 -393,321 393,321 -390
218 5482.T @AICHI5 JP 0.9120 2.0000 0.011 939 1.0000 -1 -0.0007 -2,700 18.3266 -49,482 49,482 -538
226 CMDG.SI @COMFO3 SG 0.2936 3.0000 -0.026 2,453 -1.0000 1 0.0066 440,100 1.1316 498,006 498,006 -13,119
260 5388.TW @SERCO6 TW 1.0277 4.0000 0.035 1,012 1.0000 -1 -0.0003 -7,000 3.3737 -23,616 23,616 -832
280 WLIL.SI @EZYHE2 SG 0.4410 1.0000 -0.008 6,317 -1.0000 1 0.0074 242,300 2.2944 555,925 555,925 -4,502
284 2884.TW @ESUNF1 TW 0.5063 7.0000 0.072 17,761 1.0000 -1 -0.0007 -46,660 1.0993 -51,295 51,295 -3,683
300 2891.TW @CHINA244 TW 0.6019 6.0000 0.055 27,747 1.0000 -1 -0.0131 -698,000 1.4120 -985,590 985,590 -53,977
305 028050.KS @SAMSU34 KR 0.4294 1.0000 -0.002 3,315 -1.0000 1 0.0025 9,058 20.8785 189,117 189,117 -452
306 005930.KS @SAMSU48 KR 0.5937 2.0000 -0.018 290,486 -1.0000 1 0.0039 5,709 51.6544 294,895 294,895 -5,448
308 066570.KS @LGELE11 KR 0.5350 1.0000 -0.003 5,806 -1.0000 1 0.0006 870 54.8331 47,705 47,705 -160
309 7453.T @RYOHI2 JP 0.4206 3.0000 0.028 12,940 1.0000 -1 -0.0005 -800 46.0853 -36,868 36,868 -1,051
311 VNT.AX @VENTI5 AU 0.2307 4.0000 -0.031 3,001 -1.0000 1 0.0016 33,088 3.5889 118,750 118,750 -3,672
313 1071.HK @HUADI2 HK 0.6699 6.0000 0.065 781 1.0000 -1 -0.0007 -88,000 0.5746 -50,563 50,563 -3,263
316 3939.HK @WANGU1 HK 0.5671 8.0000 0.110 3,407 1.0000 -1 -0.0010 -20,000 3.7418 -74,836 74,836 -8,253
321 1385.HK @SHANG12 HK 2.1698 5.0000 0.046 1,196 1.0000 -1 -0.0004 -8,000 4.2050 -33,640 33,640 -1,561
322 9868.HK @XPENG2 HK 2.3037 3.0000 0.023 17,146 1.0000 -1 -0.0050 -32,000 11.7091 -374,690 374,690 -8,788
329 003490.KS @KOREA192 KR 0.3731 8.0000 -0.093 5,039 -1.0000 1 0.0003 1,263 18.4944 23,358 23,358 -2,165
334 7259.T @AISIN1 JP 0.8325 1.0000 0.002 9,726 1.0000 -1 -0.0028 -12,800 16.2204 -207,621 207,621 -316
340 CMLT.SI @CAPIT88 SG NaN NaN nan 13,407 NaN -1 -0.0000 -16 1.7637 -28 28 nan
353 BXB.AX @BRAMB2 AU -0.0091 5.0000 -0.051 23,368 -1.0000 1 0.0054 23,524 17.0945 402,130 402,130 -20,578
360 MTS.AX @METCA2 AU 0.2809 7.0000 -0.073 2,966 -1.0000 1 0.0119 331,627 2.6998 895,330 895,330 -65,276
364 9904.TW @POUCH1 TW 0.8431 3.0000 0.026 2,413 1.0000 -1 -0.0014 -112,000 0.9413 -105,431 105,431 -2,776
387 4062.T @IBIDE3 JP 1.3098 1.0000 -0.006 6,921 -1.0000 0 0.0000 0 49.1340 0 0 -0
397 2801.TW @CHANG17 TW 0.3309 3.0000 0.028 6,912 1.0000 -1 -0.0009 -100,650 0.6385 -64,269 64,269 -1,797
400 2858.HK @YIXIN1 HK 2.0617 7.0000 0.077 1,261 1.0000 -1 -0.0004 -70,000 0.3877 -27,142 27,142 -2,103
406 2886.TW @MEGAF3 TW 0.3479 6.0000 0.062 20,017 1.0000 -1 -0.0008 -43,000 1.3495 -58,028 58,028 -3,606
408 5805.T @SHOWA14 JP 0.8603 1.0000 -0.001 1,750 -1.0000 1 0.0002 200 56.7559 11,351 11,351 -10
416 TLS.AX @TELST3 AU -0.0557 4.0000 -0.038 37,018 -1.0000 1 0.0009 19,930 3.2515 64,801 64,801 -2,450
417 4543.T @TERUM2 JP 0.3928 4.0000 0.035 26,479 1.0000 -1 -0.0020 -8,400 17.8842 -150,228 150,228 -5,291
423 5020.T @JXHOL1 JP 1.0198 3.0000 0.023 16,057 1.0000 0 0.0000 0 5.9322 0 0 0
437 QUB.AX @KFMDI1 AU 0.2696 8.0000 -0.115 4,868 -1.0000 0 0.0000 0 2.7517 0 0 -0
442 4503.T @YAMAN6 JP 0.4331 1.0000 0.003 20,628 1.0000 -1 -0.0066 -43,100 11.3988 -491,289 491,289 -1,296
450 2880.TW @HUANA1 TW 0.4367 4.0000 0.037 12,895 1.0000 -1 -0.0021 -172,710 0.9265 -160,022 160,022 -5,920
451 4023.T @KUREH1 JP 0.6911 1.0000 -0.004 1,254 -1.0000 1 0.0002 500 25.1114 12,556 12,556 -49
456 028260.KS @CHEIL15 KR 0.2577 5.0000 -0.042 18,412 -1.0000 1 0.0002 142 120.3583 17,091 17,091 -724
459 307950.KS @HYUND483 KR 0.5261 2.0000 -0.015 786 -1.0000 1 0.0003 177 117.0351 20,715 20,715 -309
461 039490.KS @KIWOO1 KR 0.8319 2.0000 -0.010 3,877 -1.0000 1 0.0002 79 148.1000 11,700 11,700 -116
464 251270.KS @NETMA8 KR 0.5432 1.0000 -0.008 2,235 -1.0000 1 0.0012 2,124 44.0688 93,602 93,602 -758
480 064350.KS @HYUND454 KR 0.6844 4.0000 -0.029 9,529 -1.0000 1 0.0008 460 132.2786 60,848 60,848 -1,783
491 0669.HK @TECHT5 HK 1.2639 7.0000 0.076 24,323 1.0000 -1 -0.0004 -2,500 13.2831 -33,208 33,208 -2,512
497 0177.HK @JIANG6 HK 0.1439 2.0000 0.011 1,515 1.0000 -1 -0.0010 -62,000 1.2400 -76,881 76,881 -877
501 9901.HK @NEWOR8 HK 1.1717 6.0000 0.061 7,364 1.0000 -1 -0.0004 -6,000 4.8218 -28,931 28,931 -1,779
503 4568.T @DAIIC31 JP 0.4292 1.0000 0.008 47,905 1.0000 -1 -0.0020 -6,000 25.2884 -151,730 151,730 -1,239
507 2020.HK @ANTAS1 HK 1.4857 1.0000 0.008 17,627 1.0000 -1 -0.0046 -26,000 13.3599 -347,356 347,356 -2,812
508 034020.KS @DOOSA22 KR 0.8498 8.0000 -0.095 21,347 -1.0000 1 0.0006 958 47.6087 45,609 45,609 -4,351
512 4661.T @ORIEN41 JP 0.2600 2.0000 0.009 32,853 1.0000 0 0.0000 0 24.0090 0 0 0
513 STO.AX @SANTO10 AU 0.5031 4.0000 -0.033 16,462 -1.0000 1 0.0079 116,754 5.0686 591,783 591,783 -19,437
516 WDS.AX @WOODS5 AU 0.6069 3.0000 -0.027 33,087 -1.0000 1 0.0024 10,207 17.4255 177,862 177,862 -4,764
518 ALL.AX @ARIST4 AU 0.3098 2.0000 -0.018 28,846 -1.0000 1 0.0003 509 46.4549 23,646 23,646 -414
519 2388.HK @BOCHO1 HK 0.6805 7.0000 0.085 49,790 1.0000 -1 -0.0066 -105,000 4.7092 -494,469 494,469 -42,150
524 1802.T @OBAYA2 JP 0.4511 3.0000 0.025 11,725 1.0000 -1 -0.0015 -6,700 16.2510 -108,882 108,882 -2,758
528 4188.T @MITSU116 JP 0.6997 2.0000 -0.011 8,493 -1.0000 0 0.0000 0 5.6382 0 0 -0
529 8630.T @NKSJH1 JP 0.6748 7.0000 0.079 30,282 1.0000 0 0.0000 0 32.4135 0 0 0
530 5947.T @RINNA1 JP 0.7074 2.0000 0.019 3,234 1.0000 -1 -0.0005 -1,500 25.8328 -38,749 38,749 -725
540 0551.HK @YUEYU3 HK 1.0160 3.0000 0.019 1,394 1.0000 -1 0.0000 -5,500 1.7736 -9,755 9,755 -186
556 9992.HK @POPMA2 HK 1.1442 1.0000 0.001 56,127 1.0000 -1 -0.0011 -2,000 41.7944 -83,589 83,589 -80
563 UOBH.SI @UTDOS11 SG 0.5488 1.0000 0.005 42,558 1.0000 -1 -0.0001 -400 27.6182 -11,047 11,047 -51
582 601333.SH @GUANG102 CN 0.6983 6.0000 -0.062 1,250 -1.0000 1 0.0000 78 0.4173 33 33 -2
588 600570.SH @HANGZ8 CN 1.9118 5.0000 0.044 8,142 1.0000 -1 0.0000 -80 5.4482 -436 436 -19
590 688252.SH @JADAR3 CN 1.8193 3.0000 -0.027 623 -1.0000 1 0.0000 44 4.0052 176 176 -5
597 688300.SH @NOVOR19 CN 1.8985 2.0000 -0.016 1,264 -1.0000 1 0.0038 32,381 8.8756 287,401 287,401 -4,616
598 603881.SH @SHANG248 CN 1.7975 3.0000 -0.019 1,689 -1.0000 1 0.0000 74 4.3541 322 322 -6
600 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,424 NaN 1 0.0000 85 17.4247 1,481 1,481 nan
612 603568.SH @ZHEJI195 CN 1.1014 2.0000 -0.018 2,392 -1.0000 1 0.0005 14,100 2.6990 38,055 38,055 -677
613 688772.SH @ZHUHA19 CN 2.0108 3.0000 -0.022 2,448 -1.0000 1 0.0000 68 2.6376 179 179 -4
618 300379.ZK @BEIJI135 CN 1.5177 NaN nan 496 NaN -1 -0.0000 -89 0.8890 -79 79 nan
638 603799.SH @ZHEJI183 CN 1.7713 5.0000 0.047 9,374 1.0000 -1 0.0000 -61 6.7181 -410 410 -19
642 300896.ZK @IMEIK1 CN 1.9241 1.0000 -0.003 7,661 -1.0000 1 0.0000 20 26.9353 539 539 -1
645 000100.ZK @TCLCO2 CN 1.2775 8.0000 0.101 13,759 1.0000 -1 0.0000 -20 0.6615 -13 13 -1
647 688222.SH @HITGE1 CN 2.2914 3.0000 -0.029 981 -1.0000 1 0.0000 36 3.3074 119 119 -3
653 688599.SH @TRINA7 CN 1.8131 3.0000 -0.026 3,610 -1.0000 1 0.0000 89 2.3333 208 208 -6
654 603355.SH @KINGC7 CN 1.5063 6.0000 0.064 722 1.0000 -1 0.0000 -13 3.4023 -44 44 -3
657 600248.SH @YANGL1 CN 0.8630 1.0000 0.008 691 1.0000 -1 0.0000 -64 0.5596 -36 36 -0
660 000538.ZK @YUNNA10 CN 0.6099 4.0000 0.036 5,920 1.0000 -1 0.0000 -80 8.0927 -647 647 -23
661 300750.ZK @CONTE31 CN 1.5176 1.0000 0.009 137,353 1.0000 -1 0.0000 -78 40.5097 -3,160 3,160 -27
669 601006.SH @DAQIN5 CN 0.2471 3.0000 0.028 9,292 1.0000 -1 0.0000 -46 0.9043 -42 42 -1
678 601169.SH @BANKO53 CN 0.3866 7.0000 0.090 15,243 1.0000 -1 0.0000 -34 0.8792 -30 30 -3
687 688087.SH @SHAND206 CN 1.7533 2.0000 0.016 458 1.0000 -1 0.0000 -42 3.9256 -165 165 -3
694 688100.SH @WILLF1 CN 1.2310 2.0000 -0.014 1,000 -1.0000 1 0.0000 65 5.0853 331 331 -4
696 000065.ZK @NORIN1 CN 1.4268 7.0000 0.084 863 1.0000 -1 0.0000 -70 1.6774 -117 117 -10
699 002821.ZK @ASYMC1 CN 1.8231 1.0000 0.007 3,341 1.0000 -1 0.0000 -63 15.4332 -972 972 -6
700 300725.ZK @PHARM149 CN 2.4145 1.0000 0.009 1,397 1.0000 -1 0.0000 -25 6.5618 -164 164 -1
704 002841.ZK @GUANG280 CN 1.5088 1.0000 0.000 3,818 1.0000 -1 0.0000 -69 5.4859 -379 379 -0
709 601579.SH @KUAIJ1 CN 0.5375 6.0000 -0.062 636 -1.0000 1 0.0000 95 3.2376 308 308 -19
741 600125.SH @DALIA3 CN 0.7534 1.0000 0.009 763 1.0000 -1 0.0000 -68 0.8345 -57 57 -0
759 601988.SH @BANKO22 CN 0.1272 3.0000 0.019 189,122 1.0000 -1 0.0000 -40 0.7927 -32 32 -1
767 000560.ZK @KUNMI5 CN 1.5784 2.0000 -0.014 865 -1.0000 1 0.0000 14 0.4424 6 6 -0
778 600000.SH @SPUDO1 CN 0.6554 7.0000 0.090 36,150 1.0000 -1 0.0000 -10 1.9579 -20 20 -2
787 002916.ZK @SHENN1 CN 1.8505 6.0000 -0.061 14,990 -1.0000 1 0.0000 30 22.4821 674 674 -41
798 600926.SH @BANKO586 CN 0.4749 5.0000 0.042 11,294 1.0000 -1 0.0000 -87 2.2580 -196 196 -8
855 601766.SH @CHINA1002 CN 0.6102 2.0000 -0.011 10,742 -1.0000 0 0.0000 0 1.1039 0 0 -0
873 002080.ZK @SINOM3 CN 1.4803 1.0000 -0.001 3,574 -1.0000 1 0.0002 3,000 5.3240 15,972 15,972 -9
915 603227.SH @XINJI46 CN 0.6369 9.0000 -0.129 873 -1.0000 0 0.0000 0 1.4039 0 0 -0
928 GULF_n.BK @GULFD3 TH NaN NaN nan 16,906 NaN -1 -0.0000 -13 1.4890 -19 19 nan
931 BBL_n.BK @BANGK27 TH 0.2396 5.0000 0.046 9,160 1.0000 -1 -0.0125 -195,300 4.7986 -937,175 937,175 -43,560
936 DELTA_n.BK @DELTA60 TH 0.7673 3.0000 0.024 21,791 1.0000 0 0.0000 0 4.7215 0 0 0