total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -171,073 4,168,715 106 50,578,035 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
3 0291.HK @CHINA288 HK 1.6779 10.0000 0.174 5,344 1.0000 -1 0.0000 -1,000 3.4321 -3,432 3,432 -598
4 2618.TW @EVAAI1 TW 0.6939 8.0000 0.101 5,734 1.0000 0 0.0000 0 1.2492 0 0 0
11 1519.HK @JTGLO1 HK 1.4364 4.0000 0.038 9,341 1.0000 -1 -0.0017 -16,600 1.2661 -21,018 21,018 -789
17 1795.TW @LOTUS3 TW 0.7224 4.0000 0.037 1,185 1.0000 -1 -0.0107 -16,000 8.3719 -133,951 133,951 -4,997
34 0322.HK @TINGY3 HK 0.4463 9.0000 0.137 2,489 1.0000 0 0.0000 0 1.3381 0 0 0
36 6285.TW @WISTR2 TW 1.0114 5.0000 0.055 1,462 1.0000 -1 -0.0085 -28,000 3.7756 -105,716 105,716 -5,798
40 2057.HK @ZTOEX4 HK 1.1394 2.0000 0.015 8,670 1.0000 -1 0.0000 -650 19.3199 -12,558 12,558 -184
46 6890.T @FERRO28 JP 1.6193 1.0000 0.000 1,265 1.0000 -1 -0.0084 -3,900 26.8553 -104,736 104,736 -31
47 9888.HK @BAIDU10 HK 1.6225 7.0000 0.077 38,546 1.0000 -1 -0.0106 -7,850 16.9033 -132,691 132,691 -10,280
53 2002.TW @CHINA152 TW 0.9045 1.0000 0.001 8,099 1.0000 -1 -0.0224 -437,000 0.6418 -280,487 280,487 -392
56 1415.HK @COWEL7 HK 2.3256 9.0000 0.140 1,264 1.0000 -1 -0.0078 -20,000 4.8538 -97,075 97,075 -13,563
57 2367.HK @GIANT18 HK 1.4225 9.0000 0.158 7,757 1.0000 -1 0.0000 -400 7.2434 -2,897 2,897 -458
60 2543.TW @HWANG2 TW 1.1021 3.0000 0.030 511 1.0000 -1 0.0000 -207 2.3409 -485 485 -15
62 2400.HK @XDINC1 HK 1.6914 9.0000 0.153 4,981 1.0000 -1 0.0000 -600 10.0649 -6,039 6,039 -923
63 0763.HK @ZTECO2 HK 2.1179 9.0000 0.144 3,354 1.0000 -1 0.0000 -1,600 4.4398 -7,104 7,104 -1,021
68 3363.TWO @FOCIF1 TW 1.5301 3.0000 0.020 1,128 1.0000 -1 -0.0009 -1,000 11.4580 -11,458 11,458 -234
80 1952.HK @EVERE39 HK 1.8765 1.0000 0.009 2,534 1.0000 -1 -0.0086 -15,000 7.1662 -107,493 107,493 -933
82 2013.HK @WEIMO2 HK 3.0580 4.0000 0.042 1,260 1.0000 -1 -0.0026 -94,000 0.3483 -32,745 32,745 -1,365
83 6979.HK @ZJLDG1 HK 1.9296 4.0000 0.041 4,012 1.0000 -1 0.0000 -1,600 1.1839 -1,894 1,894 -79
85 6757.TW @TTWAA1 TW 0.0093 7.0000 0.082 410 1.0000 0 0.0000 0 2.5477 0 0 0
87 0998.HK @CHINA536 HK 0.6376 10.0000 0.188 8,276 1.0000 -1 0.0000 -1,000 0.8689 -869 869 -164
89 5871.TW @CHAIL1 TW 1.1194 6.0000 0.071 6,462 1.0000 -1 0.0000 -800 3.7756 -3,020 3,020 -214
90 2327.TW @YAGEO2 TW 0.9337 7.0000 0.093 10,507 1.0000 0 0.0000 0 5.4499 0 0 0
95 2158.HK @YIDUT1 HK 2.3209 1.0000 0.004 796 1.0000 -1 0.0000 -1,900 0.7481 -1,421 1,421 -5
101 1605.TW @WALSI4 TW 1.2609 1.0000 0.001 3,244 1.0000 -1 0.0000 -145 0.8224 -119 119 -0
113 0853.HK @MICRO183 HK 2.6775 3.0000 0.031 1,987 1.0000 -1 -0.0070 -51,800 1.6839 -87,226 87,226 -2,671
117 3260.TWO @ADATA1 TW 0.9306 7.0000 0.093 1,530 1.0000 -1 -0.0049 -13,000 4.6948 -61,033 61,033 -5,648
118 1519.TW @FORTU25 TW 1.1539 7.0000 0.078 5,351 1.0000 -1 0.0000 -500 18.6152 -9,308 9,308 -727
123 5880.TW @TWCOO1 TW 0.3800 3.0000 0.022 12,459 1.0000 -1 -0.0247 -388,460 0.7945 -308,636 308,636 -6,820
133 4912.T @LIONC3 JP 0.2006 1.0000 -0.005 2,898 -1.0000 0 0.0000 0 10.3575 0 0 -0
137 5482.T @AICHI5 JP 0.9224 5.0000 0.044 715 1.0000 -1 -0.0015 -1,000 18.1733 -18,173 18,173 -792
166 2379.TW @REALT8 TW 0.7368 8.0000 0.111 9,076 1.0000 0 0.0000 0 17.6959 0 0 0
176 2884.TW @ESUNF1 TW 0.5029 5.0000 0.050 17,470 1.0000 -1 0.0000 -660 1.0801 -713 713 -35
178 5991.T @NHKSP2 JP 0.9459 3.0000 0.028 2,726 1.0000 -1 0.0000 -500 13.8791 -6,940 6,940 -195
180 271560.KS @ORION55 KR 0.5664 2.0000 -0.020 1,855 -1.0000 1 0.0096 1,614 74.4839 120,217 120,217 -2,417
183 2891.TW @CHINA244 TW 0.5828 6.0000 0.069 27,482 1.0000 0 0.0000 0 1.3986 0 0 0
184 058470.KQ @LEENO1 KR 0.7247 2.0000 -0.014 2,800 -1.0000 1 0.0193 6,563 36.7454 241,160 241,160 -3,490
186 028050.KS @SAMSU34 KR 0.4610 2.0000 -0.012 3,058 -1.0000 1 0.0064 4,174 19.2594 80,389 80,389 -987
187 005930.KS @SAMSU48 KR 0.5691 6.0000 -0.061 335,895 -1.0000 1 0.0044 912 59.7290 54,473 54,473 -3,346
188 018260.KS @SAMSU530 KR 0.0674 5.0000 -0.052 5,487 -1.0000 1 0.0040 422 118.1812 49,872 49,872 -2,604
189 066570.KS @LGELE11 KR 0.5255 4.0000 -0.039 5,761 -1.0000 1 0.0038 870 54.4087 47,336 47,336 -1,851
190 VNT.AX @VENTI5 AU 0.2461 6.0000 -0.066 2,825 -1.0000 1 0.0062 22,978 3.3845 77,769 77,769 -5,143
192 1071.HK @HUADI2 HK 0.6778 8.0000 0.119 736 1.0000 -1 -0.0012 -28,000 0.5412 -15,153 15,153 -1,800
194 3939.HK @WANGU1 HK 0.4690 8.0000 0.102 4,453 1.0000 -1 -0.0061 -16,000 4.7921 -76,673 76,673 -7,809
195 1385.HK @SHANG12 HK 2.0908 8.0000 0.113 1,562 1.0000 -1 -0.0009 -2,000 5.4939 -10,988 10,988 -1,240
196 9868.HK @XPENG2 HK 2.3306 5.0000 0.051 16,957 1.0000 -1 -0.0055 -6,000 11.5559 -69,336 69,336 -3,566
199 138040.KS @MERIT202 KR 0.5868 4.0000 -0.036 14,356 -1.0000 1 0.0041 627 81.9323 51,372 51,372 -1,843
211 MTS.AX @METCA2 AU 0.3006 6.0000 -0.069 2,770 -1.0000 1 0.0153 76,066 2.5204 191,715 191,715 -13,216
218 8033.TW @THUND6 TW 1.0217 8.0000 -0.110 702 -1.0000 0 0.0000 0 4.5963 0 0 -0
229 2801.TW @CHANG17 TW 0.3277 1.0000 0.010 6,948 1.0000 -1 -0.0036 -69,650 0.6418 -44,705 44,705 -426
231 2858.HK @YIXIN1 HK 2.0810 9.0000 0.147 1,146 1.0000 -1 -0.0014 -48,000 0.3522 -16,906 16,906 -2,485
232 2886.TW @MEGAF3 TW 0.3330 3.0000 0.029 20,454 1.0000 0 0.0000 0 1.3789 0 0 0
233 014680.KS @HANSO43 KR 1.3670 1.0000 -0.008 1,565 -1.0000 1 0.0136 1,154 146.8398 169,453 169,453 -1,279
238 9041.T @KINKI3 JP 0.4497 7.0000 -0.084 3,924 -1.0000 0 0.0000 0 20.5813 0 0 -0
239 2880.TW @HUANA1 TW 0.4185 5.0000 0.049 13,365 1.0000 -1 0.0000 -710 0.9603 -682 682 -33
240 005290.KQ @DONGJ1 KR 1.0658 3.0000 -0.029 1,014 -1.0000 1 0.0016 672 29.0133 19,497 19,497 -557
243 039490.KS @KIWOO1 KR 0.7887 4.0000 -0.042 4,713 -1.0000 1 0.0000 18 178.7614 3,218 3,218 -135
244 032640.KS @LGTEL1 KR 0.1305 4.0000 -0.034 2,907 -1.0000 1 0.0000 371 10.9101 4,048 4,048 -137
245 251270.KS @NETMA8 KR 0.5461 4.0000 -0.032 2,266 -1.0000 1 0.0078 2,176 44.6904 97,246 97,246 -3,089
254 042670.KS @DAEWO5 KR 0.9228 1.0000 -0.004 1,312 -1.0000 1 0.0000 490 10.6902 5,238 5,238 -22
256 103590.KS @ILJIN6 KR 1.2950 1.0000 -0.008 584 -1.0000 1 0.0020 997 24.5088 24,435 24,435 -194
257 9901.HK @NEWOR8 HK 1.1679 3.0000 0.025 8,355 1.0000 -1 -0.0044 -10,000 5.4708 -54,708 54,708 -1,358
258 2142.HK @HBMHL1 HK 2.1593 5.0000 0.047 1,481 1.0000 -1 -0.0009 -6,000 1.8664 -11,199 11,199 -531
262 5947.T @RINNA1 JP 0.6786 1.0000 0.003 2,954 1.0000 -1 -0.0157 -8,300 23.5979 -195,862 195,862 -526
263 3535.TW @FAVIT1 TW 1.1894 7.0000 -0.094 177 -1.0000 0 0.0000 0 2.5969 0 0 -0
267 2276.HK @SHANG389 HK 0.4018 6.0000 0.071 2,083 1.0000 -1 -0.0017 -4,000 5.4245 -21,698 21,698 -1,530
270 3774.T @INTER396 JP 0.1276 1.0000 -0.005 2,625 -1.0000 1 0.0017 1,200 17.4476 20,937 20,937 -114
283 2883.HK @CHINA258 HK 1.0957 8.0000 0.104 1,567 1.0000 -1 -0.0072 -104,000 0.8651 -89,969 89,969 -9,331
284 1138.HK @CHINA282 HK 1.2655 7.0000 0.079 1,519 1.0000 -1 -0.0060 -64,000 1.1723 -75,027 75,027 -5,930
292 2423.HK @KEHOL3 HK 2.0508 7.0000 0.084 14,828 1.0000 -1 -0.0150 -28,000 6.7035 -187,697 187,697 -15,699
293 9959.HK @LINKL1 HK 2.9291 1.0000 0.004 605 1.0000 -1 -0.0022 -62,000 0.4396 -27,256 27,256 -105
296 033500.KQ @FINET1 KR 0.2393 3.0000 -0.030 398 -1.0000 1 0.0014 813 21.4230 17,417 17,417 -530
304 3896.HK @KINGS113 HK 2.7494 8.0000 0.105 2,306 1.0000 -1 -0.0012 -14,000 1.0373 -14,523 14,523 -1,523
305 2881.TW @FUBON8 TW 0.6622 5.0000 0.052 33,415 1.0000 -1 -0.0236 -103,850 2.8399 -294,922 294,922 -15,358
313 6078.HK @HYGEI5 HK 2.1860 1.0000 0.005 1,104 1.0000 -1 -0.0023 -16,000 1.7842 -28,547 28,547 -145
314 1302.HK @LIFET16 HK 1.5659 4.0000 0.034 1,072 1.0000 -1 0.0000 -36,000 0.2314 -8,330 8,330 -284
315 8411.T @MIZUH6 JP 1.1394 4.0000 0.033 81,937 1.0000 -1 0.0000 -100 32.9086 -3,291 3,291 -110
317 2670.T @ABCMA1 JP 0.2860 2.0000 0.011 2,440 1.0000 -1 -0.0011 -700 19.7084 -13,796 13,796 -156
322 APA.AX @AUSTP9 AU 0.0477 7.0000 -0.081 7,654 -1.0000 1 0.0000 338 5.8198 1,967 1,967 -160
325 3350.T @DAIKI6 JP 0.7578 1.0000 0.007 3,900 1.0000 -1 0.0000 -600 3.4179 -2,051 2,051 -14
328 DOW.AX @DOWNE2 AU 0.4174 1.0000 -0.002 3,245 -1.0000 1 0.0000 2,061 4.8313 9,957 9,957 -23
333 7012.T @KAWAS12 JP 1.7619 2.0000 0.019 10,994 1.0000 0 0.0000 0 65.4694 0 0 0
335 6861.T @KEYEN4 JP 0.7992 8.0000 0.125 74,972 1.0000 0 0.0000 0 362.6634 0 0 0
338 8031.T @MITSU82 JP 0.9845 5.0000 0.049 72,029 1.0000 0 0.0000 0 24.7885 0 0 0
339 7211.T @MITSU97 JP 0.8483 2.0000 0.016 2,220 1.0000 -1 0.0000 -1,100 2.7638 -3,040 3,040 -50
341 2871.T @NICHI31 JP 0.0080 3.0000 -0.021 3,006 -1.0000 1 0.0000 300 11.6953 3,509 3,509 -75
343 4516.T @NIPPO92 JP 0.7196 1.0000 -0.010 1,534 -1.0000 0 0.0000 0 21.8387 0 0 -0
354 TLS.AX @TELST3 AU -0.0613 5.0000 -0.043 36,446 -1.0000 1 0.0000 879 3.2012 2,814 2,814 -121
378 600570.SH @HANGZ8 CN 1.8890 2.0000 0.014 7,171 1.0000 -1 0.0000 -80 4.7983 -384 384 -5
386 603881.SH @SHANG248 CN 1.8258 1.0000 -0.003 2,031 -1.0000 1 0.0000 74 5.2357 387 387 -1
388 688025.SH @SHENZ288 CN 2.4564 NaN nan 1,662 NaN 1 -0.0000 85 20.0932 1,708 1,708 nan
402 300379.ZK @BEIJI135 CN 1.5838 NaN nan 172 NaN -1 -0.0000 -89 0.3084 -27 27 nan
407 688256.SH @CAMBR63 CN 1.7709 1.0000 0.004 59,764 1.0000 -1 0.0000 -6 185.5265 -1,113 1,113 -5
431 688599.SH @TRINA7 CN 1.8176 5.0000 -0.056 3,718 -1.0000 1 0.0000 89 2.4027 214 214 -12
432 603355.SH @KINGC7 CN 1.4932 1.0000 0.005 675 1.0000 -1 0.0000 -13 3.1807 -41 41 -0
433 300532.ZK @NEWTR5 CN 1.8717 4.0000 -0.040 883 -1.0000 1 0.0000 56 1.9471 109 109 -4
434 688106.SH @SUZHO69 CN 1.5081 2.0000 -0.018 1,325 -1.0000 1 0.0000 48 2.7489 132 132 -2
435 600248.SH @YANGL1 CN 0.8536 3.0000 0.024 668 1.0000 -1 0.0000 -64 0.5411 -35 35 -1
438 000538.ZK @YUNNA10 CN 0.6017 3.0000 0.027 5,882 1.0000 -1 0.0000 -80 8.0407 -643 643 -17
441 600406.SH @NARIT1 CN 0.1888 1.0000 -0.006 10,985 -1.0000 1 0.0000 62 3.1807 197 197 -1
443 000778.ZK @XINXI1 CN 0.9999 4.0000 0.037 1,242 1.0000 -1 0.0000 -9 0.5313 -5 5 -0
453 601169.SH @BANKO53 CN 0.3500 6.0000 0.062 13,488 1.0000 -1 0.0000 -34 0.7780 -26 26 -2
463 600547.SH @SHAND33 CN 0.4451 2.0000 0.013 9,485 1.0000 -1 0.0000 -41 5.4670 -224 224 -3
467 688100.SH @WILLF1 CN 1.2515 1.0000 -0.002 1,039 -1.0000 1 0.0000 65 5.2805 343 343 -1
471 688036.SH @SHENZ287 CN 1.0215 2.0000 -0.018 7,213 -1.0000 1 0.0000 29 13.4572 390 390 -7
472 002821.ZK @ASYMC1 CN 1.7755 2.0000 0.019 3,336 1.0000 -1 0.0000 -63 15.4113 -971 971 -19
473 300725.ZK @PHARM149 CN 2.3177 1.0000 0.008 1,329 1.0000 -1 0.0000 -25 5.6828 -142 142 -1
483 603659.SH @PUTAI1 CN 1.7631 1.0000 0.003 6,900 1.0000 -1 0.0000 -26 4.0371 -105 105 -0
486 002595.ZK @SHAND94 CN 0.6236 2.0000 0.015 6,706 1.0000 -1 0.0000 -95 8.3827 -796 796 -12
489 688776.SH @GUOGU3 CN 2.2393 2.0000 0.018 508 1.0000 -1 0.0000 -38 11.4344 -435 435 -8
504 600125.SH @DALIA3 CN 0.7590 3.0000 0.024 816 1.0000 -1 0.0000 -68 0.8929 -61 61 -1
518 601988.SH @BANKO22 CN 0.1261 6.0000 0.071 173,915 1.0000 -1 0.0000 -40 0.7289 -29 29 -2
523 000560.ZK @KUNMI5 CN 1.5487 2.0000 -0.012 825 -1.0000 1 0.0000 14 0.4219 6 6 -0
535 002916.ZK @SHENN1 CN 1.8636 4.0000 -0.039 20,682 -1.0000 1 0.0000 30 31.0202 931 931 -36
538 002539.ZK @SHIND9 CN 1.1074 3.0000 0.024 1,723 1.0000 -1 0.0000 -49 1.4270 -70 70 -2
541 600141.SH @HUBEI6 CN 1.3132 4.0000 0.042 2,697 1.0000 -1 0.0000 -47 3.8199 -180 180 -8
570 688800.SH @SUZHO83 CN 2.3440 4.0000 0.032 2,156 1.0000 -1 0.0000 -93 10.4840 -975 975 -31
585 688230.SH @SHANG388 CN 1.9768 2.0000 0.016 749 1.0000 0 0.0000 0 11.5732 0 0 0
587 688685.SH @JIANG356 CN 2.0784 1.0000 0.005 1,224 1.0000 -1 0.0000 -5 8.4191 -42 42 -0
589 601600.SH @ALUMI31 CN 1.4173 7.0000 0.094 9,056 1.0000 0 0.0000 0 1.1425 0 0 0
651 GULF_n.BK @GULFD3 TH NaN NaN nan 13,463 NaN -1 -0.0000 -13 1.3654 -18 18 nan
660 KBANK_n.BK @KASIK3 TH 0.1968 3.0000 0.022 11,479 1.0000 -1 -0.0016 -3,900 5.2133 -20,332 20,332 -450
661 PTT_n.BK @PTTPU1 TH 0.2599 1.0000 0.010 29,915 1.0000 -1 -0.0014 -17,200 1.0473 -18,014 18,014 -171