total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -138,399 3,514,858 109 50,786,834 -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 1.6822 9.0000 0.138 5,490 1.0000 -1 0.0000 -1,000 3.5255 -3,525 3,525 -486
10 1519.HK @JTGLO1 HK 1.3996 4.0000 0.042 9,270 1.0000 -1 -0.0017 -16,600 1.2565 -20,858 20,858 -880
16 1795.TW @LOTUS3 TW 0.6406 4.0000 0.038 1,205 1.0000 -1 -0.0082 -12,000 8.5129 -102,155 102,155 -3,844
19 6269.T @MODEC1 JP 1.4202 1.0000 0.001 3,233 1.0000 -1 -0.0013 -300 55.6546 -16,696 16,696 -9
34 6285.TW @WISTR2 TW 0.9808 4.0000 0.041 1,480 1.0000 -1 -0.0086 -28,000 3.8218 -107,010 107,010 -4,344
38 2057.HK @ZTOEX4 HK 1.1569 7.0000 0.082 8,505 1.0000 -1 0.0000 -650 18.9506 -12,318 12,318 -1,004
44 6890.T @FERRO28 JP 1.6129 1.0000 0.006 1,268 1.0000 -1 -0.0084 -3,900 26.9188 -104,983 104,983 -596
45 9888.HK @BAIDU10 HK 1.6024 4.0000 0.041 39,025 1.0000 -1 -0.0108 -7,850 17.1133 -134,340 134,340 -5,456
51 2002.TW @CHINA152 TW 0.8745 3.0000 0.026 8,031 1.0000 -1 -0.0160 -314,000 0.6364 -199,836 199,836 -5,296
54 1415.HK @COWEL7 HK 2.3480 8.0000 0.122 1,305 1.0000 -1 -0.0080 -20,000 5.0107 -100,213 100,213 -12,274
55 2367.HK @GIANT18 HK 1.4602 9.0000 0.164 7,774 1.0000 -1 0.0000 -400 7.2590 -2,904 2,904 -476
58 2543.TW @HWANG2 TW 1.0800 1.0000 0.003 530 1.0000 -1 0.0000 -207 2.4276 -503 503 -2
60 2400.HK @XDINC1 HK 1.6727 9.0000 0.147 5,166 1.0000 -1 0.0000 -600 10.4389 -6,263 6,263 -919
61 0763.HK @ZTECO2 HK 2.1640 8.0000 0.127 3,446 1.0000 -1 0.0000 -1,600 4.5610 -7,298 7,298 -925
66 3363.TWO @FOCIF1 TW 1.4800 1.0000 0.007 1,145 1.0000 -1 -0.0009 -1,000 11.6294 -11,629 11,629 -87
78 1952.HK @EVERE39 HK 1.8384 1.0000 0.008 2,557 1.0000 -1 -0.0087 -15,000 7.2333 -108,500 108,500 -864
80 2013.HK @WEIMO2 HK 3.0665 3.0000 0.027 1,315 1.0000 -1 -0.0027 -94,000 0.3636 -34,178 34,178 -931
81 6979.HK @ZJLDG1 HK 1.8884 5.0000 0.046 3,918 1.0000 -1 0.0000 -1,600 1.1563 -1,850 1,850 -86
84 0998.HK @CHINA536 HK 0.6376 10.0000 0.208 8,187 1.0000 -1 0.0000 -1,000 0.8595 -860 860 -179
86 5871.TW @CHAIL1 TW 1.0783 8.0000 0.112 6,260 1.0000 -1 0.0000 -800 3.6578 -2,926 2,926 -328
109 0853.HK @MICRO183 HK 2.5543 2.0000 0.019 2,090 1.0000 -1 -0.0073 -51,800 1.7717 -91,775 91,775 -1,747
113 3260.TWO @ADATA1 TW 1.0282 6.0000 0.057 1,678 1.0000 -1 -0.0082 -20,000 5.1504 -103,008 103,008 -5,920
114 1519.TW @FORTU25 TW 1.1179 5.0000 0.048 5,479 1.0000 -1 0.0000 -500 19.0598 -9,530 9,530 -458
131 5482.T @AICHI5 JP 0.8477 6.0000 0.062 714 1.0000 -1 -0.0012 -800 18.1298 -14,504 14,504 -901
169 2884.TW @ESUNF1 TW 0.4755 1.0000 0.005 17,695 1.0000 -1 0.0000 -660 1.0941 -722 722 -4
171 5991.T @NHKSP2 JP 0.9265 3.0000 0.023 2,942 1.0000 0 0.0000 0 14.9803 0 0 0
173 271560.KS @ORION55 KR 0.5481 1.0000 -0.009 1,843 -1.0000 1 0.0091 1,529 73.9979 113,143 113,143 -1,000
176 058470.KQ @LEENO1 KR 0.7559 1.0000 -0.002 2,803 -1.0000 1 0.0193 6,556 36.7847 241,160 241,160 -545
178 028050.KS @SAMSU34 KR 0.4681 2.0000 -0.010 3,039 -1.0000 1 0.0064 4,174 19.1423 79,900 79,900 -812
179 005930.KS @SAMSU48 KR 0.6061 3.0000 -0.026 337,008 -1.0000 1 0.0044 912 59.9269 54,653 54,653 -1,402
180 018260.KS @SAMSU530 KR 0.0983 4.0000 -0.032 5,445 -1.0000 1 0.0037 390 117.2824 45,740 45,740 -1,456
181 066570.KS @LGELE11 KR 0.5428 3.0000 -0.022 5,717 -1.0000 1 0.0038 870 53.9985 46,979 46,979 -1,029
182 VNT.AX @VENTI5 AU 0.2590 6.0000 -0.058 2,805 -1.0000 1 0.0058 21,515 3.3608 72,309 72,309 -4,193
184 1071.HK @HUADI2 HK 0.6688 8.0000 0.116 732 1.0000 -1 -0.0012 -28,000 0.5383 -15,073 15,073 -1,749
186 3939.HK @WANGU1 HK 0.3735 8.0000 0.107 4,640 1.0000 -1 -0.0064 -16,000 4.9927 -79,883 79,883 -8,569
187 1385.HK @SHANG12 HK 2.1864 8.0000 0.105 1,663 1.0000 -1 -0.0009 -2,000 5.8483 -11,697 11,697 -1,233
188 9868.HK @XPENG2 HK 2.3317 5.0000 0.056 17,561 1.0000 -1 -0.0057 -6,000 11.9678 -71,807 71,807 -4,048
191 138040.KS @MERIT202 KR 0.5745 3.0000 -0.027 14,205 -1.0000 1 0.0041 627 81.0691 50,830 50,830 -1,367
197 5110.T @SUMIT46 JP 0.9852 1.0000 0.009 2,260 1.0000 -1 -0.0113 -11,700 12.1034 -141,609 141,609 -1,342
203 MTS.AX @METCA2 AU 0.2649 6.0000 -0.059 2,747 -1.0000 1 0.0131 65,599 2.4993 163,949 163,949 -9,635
222 2858.HK @YIXIN1 HK 2.0217 9.0000 0.139 1,150 1.0000 -1 -0.0014 -48,000 0.3533 -16,959 16,959 -2,363
228 2880.TW @HUANA1 TW 0.3887 1.0000 0.007 13,514 1.0000 -1 0.0000 -710 0.9710 -689 689 -5
229 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.019 1,028 -1.0000 1 0.0016 672 29.3920 19,751 19,751 -377
232 039490.KS @KIWOO1 KR 0.8380 4.0000 -0.035 4,614 -1.0000 1 0.0000 18 174.9950 3,150 3,150 -112
233 032640.KS @LGTEL1 KR 0.1658 3.0000 -0.023 2,922 -1.0000 0 0.0000 0 10.9640 0 0 -0
234 251270.KS @NETMA8 KR 0.5393 2.0000 -0.015 2,235 -1.0000 1 0.0077 2,176 44.0702 95,897 95,897 -1,410
245 103590.KS @ILJIN6 KR 1.3191 1.0000 -0.007 601 -1.0000 1 0.0020 975 25.2136 24,583 24,583 -160
246 9901.HK @NEWOR8 HK 1.1867 5.0000 0.056 8,292 1.0000 -1 -0.0043 -10,000 5.4295 -54,295 54,295 -3,067
247 2142.HK @HBMHL1 HK 2.0065 6.0000 0.059 1,599 1.0000 -1 -0.0010 -6,000 2.0158 -12,095 12,095 -713
251 5947.T @RINNA1 JP 0.6593 1.0000 0.007 2,954 1.0000 -1 -0.0162 -8,600 23.5943 -202,911 202,911 -1,503
255 2276.HK @SHANG389 HK 0.4139 7.0000 0.080 2,041 1.0000 -1 -0.0017 -4,000 5.3164 -21,266 21,266 -1,705
258 3774.T @INTER396 JP 0.1580 1.0000 -0.002 2,651 -1.0000 1 0.0017 1,200 17.6217 21,146 21,146 -48
271 2883.HK @CHINA258 HK 1.1030 8.0000 0.102 1,554 1.0000 -1 -0.0071 -104,000 0.8582 -89,257 89,257 -9,117
272 1138.HK @CHINA282 HK 1.3277 7.0000 0.091 1,502 1.0000 -1 -0.0059 -64,000 1.1589 -74,168 74,168 -6,757
280 2423.HK @KEHOL3 HK 2.0487 7.0000 0.090 14,963 1.0000 -1 -0.0152 -28,000 6.7644 -189,403 189,403 -17,102
284 033500.KQ @FINET1 KR 0.1966 4.0000 -0.033 403 -1.0000 1 0.0014 813 21.6780 17,624 17,624 -578
292 3896.HK @KINGS113 HK 2.8296 7.0000 0.097 2,345 1.0000 -1 -0.0012 -14,000 1.0548 -14,767 14,767 -1,425
302 1302.HK @LIFET16 HK 1.5401 3.0000 0.023 1,119 1.0000 -1 0.0000 -36,000 0.2415 -8,695 8,695 -198
303 8411.T @MIZUH6 JP 1.1204 2.0000 0.013 83,579 1.0000 -1 0.0000 -100 33.5677 -3,357 3,357 -44
305 2670.T @ABCMA1 JP 0.2266 2.0000 0.017 2,444 1.0000 -1 -0.0041 -2,600 19.7416 -51,328 51,328 -860
308 7936.T @ASICS5 JP 0.8933 2.0000 0.015 19,139 1.0000 -1 -0.0008 -400 26.0574 -10,423 10,423 -151
310 APA.AX @AUSTP9 AU 0.0325 7.0000 -0.082 7,681 -1.0000 1 0.0000 338 5.8404 1,974 1,974 -162
323 7211.T @MITSU97 JP 0.7803 3.0000 0.023 2,173 1.0000 -1 -0.0013 -5,800 2.7053 -15,691 15,691 -357
325 2871.T @NICHI31 JP 0.0093 2.0000 -0.013 3,002 -1.0000 1 0.0000 800 11.6828 9,346 9,346 -123
336 TLS.AX @TELST3 AU -0.0508 4.0000 -0.037 36,092 -1.0000 1 0.0000 879 3.1701 2,787 2,787 -104
345 6146.T @DISCO14 JP 1.4606 7.0000 0.096 32,246 1.0000 0 0.0000 0 312.9984 0 0 0
346 9020.T @EASTJ2 JP 0.1034 3.0000 -0.027 27,636 -1.0000 1 0.0018 900 24.3615 21,925 21,925 -593
349 7270.T @FUJIH3 JP 0.8932 7.0000 0.081 11,809 1.0000 -1 0.0000 -100 20.3910 -2,039 2,039 -165
352 9449.T @GLOBA80 JP 0.7266 3.0000 0.029 1,767 1.0000 -1 0.0000 -100 24.3615 -2,436 2,436 -70
353 6457.T @GLORY3 JP 0.7334 1.0000 0.004 1,453 1.0000 -1 0.0000 -300 24.6509 -7,395 7,395 -27
357 6856.T @HORIB1 JP 1.1372 4.0000 0.036 3,564 1.0000 0 0.0000 0 84.3905 0 0 0
358 5631.T @JAPAN191 JP 1.3456 3.0000 -0.021 4,507 -1.0000 0 0.0000 0 60.5673 0 0 -0
360 7181.T @JAPAN373 JP 0.6257 2.0000 0.018 5,141 1.0000 -1 0.0000 -200 28.2176 -5,644 5,644 -103
361 7012.T @KAWAS12 JP 1.7409 4.0000 0.036 11,041 1.0000 -1 0.0000 -100 65.7492 -6,575 6,575 -239
364 7261.T @MAZDA2 JP 0.9160 5.0000 0.049 4,366 1.0000 -1 0.0000 -400 7.2748 -2,910 2,910 -142
369 7014.T @NAMUR1 JP 1.3465 4.0000 0.041 1,485 1.0000 0 0.0000 0 22.9819 0 0 0
371 2282.T @NIPPO99 JP -0.0118 1.0000 -0.009 3,911 -1.0000 1 0.0000 100 39.4630 3,946 3,946 -35
373 2327.T @NSSOL1 JP 0.4290 1.0000 0.006 1,644 1.0000 -1 0.0000 -200 24.2808 -4,856 4,856 -27
377 6460.T @SEGAS1 JP 0.3213 4.0000 -0.039 3,526 -1.0000 0 0.0000 0 20.9697 0 0 -0
378 8050.T @SEIKO3 JP 1.1087 6.0000 0.067 1,622 1.0000 0 0.0000 0 44.0122 0 0 0
383 8316.T @SUMIT21 JP 1.0666 1.0000 -0.004 109,180 -1.0000 0 0.0000 0 28.1032 0 0 -0
384 6302.T @SUMIT36 JP 0.8567 3.0000 -0.021 2,946 -1.0000 0 0.0000 0 23.9712 0 0 -0
385 1801.T @TAISE5 JP 0.6019 3.0000 -0.029 12,536 -1.0000 0 0.0000 0 68.4411 0 0 -0
387 6432.T @TAKEU1 JP 0.9910 8.0000 0.099 1,520 1.0000 0 0.0000 0 34.8599 0 0 0
388 9533.T @TOHOG1 JP 0.1466 2.0000 -0.016 3,013 -1.0000 0 0.0000 0 30.6740 0 0 -0
390 7732.T @TOPCO3 JP 0.4579 1.0000 0.002 526 1.0000 -1 -0.0009 -500 22.0465 -11,023 11,023 -17
420 603881.SH @SHANG248 CN 1.7813 1.0000 -0.003 1,995 -1.0000 1 -0.0000 74 5.1423 381 381 -1
422 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,642 NaN 1 -0.0000 85 19.8569 1,688 1,688 nan
436 300379.ZK @BEIJI135 CN 1.5826 NaN nan 162 NaN -1 0.0000 -89 0.2908 -26 26 nan
441 688256.SH @CAMBR63 CN 1.8928 1.0000 0.003 59,952 1.0000 -1 0.0000 -6 186.1099 -1,117 1,117 -3
448 688208.SH @AUTEL3 CN 2.2496 1.0000 0.001 3,692 1.0000 -1 0.0000 -58 5.5089 -320 320 -0
460 688222.SH @HITGE1 CN 2.0690 1.0000 -0.005 1,027 -1.0000 1 -0.0000 36 3.4652 125 125 -1
464 688041.SH @HYGON1 CN 1.4294 6.0000 0.058 34,637 1.0000 -1 0.0000 -61 35.4803 -2,164 2,164 -125
465 688599.SH @TRINA7 CN 1.7948 5.0000 -0.053 3,775 -1.0000 1 -0.0000 89 2.4398 217 217 -12
466 603355.SH @KINGC7 CN 1.4974 1.0000 0.004 674 1.0000 -1 0.0000 -13 3.1758 -41 41 -0
467 300532.ZK @NEWTR5 CN 1.8685 3.0000 -0.028 877 -1.0000 1 -0.0000 56 1.9341 108 108 -3
468 688106.SH @SUZHO69 CN 1.4983 2.0000 -0.014 1,338 -1.0000 1 -0.0000 48 2.7755 133 133 -2
469 600248.SH @YANGL1 CN 0.8861 3.0000 0.030 666 1.0000 -1 0.0000 -64 0.5394 -35 35 -1
472 000538.ZK @YUNNA10 CN 0.5527 5.0000 0.047 5,831 1.0000 -1 0.0000 -80 7.9711 -638 638 -30
475 600406.SH @NARIT1 CN 0.2112 3.0000 -0.023 11,138 -1.0000 1 -0.0000 62 3.2250 200 200 -5
477 000778.ZK @XINXI1 CN 1.0137 5.0000 0.048 1,264 1.0000 -1 0.0000 -9 0.5408 -5 5 -0
485 603233.SH @DASHE1 CN 0.8570 1.0000 0.006 2,638 1.0000 -1 0.0000 -80 2.3162 -185 185 -1
487 601169.SH @BANKO53 CN 0.3224 6.0000 0.060 13,418 1.0000 -1 0.0000 -34 0.7739 -26 26 -2
497 600547.SH @SHAND33 CN 0.3819 3.0000 0.023 9,584 1.0000 -1 0.0000 -41 5.5243 -226 226 -5
506 002821.ZK @ASYMC1 CN 1.8133 1.0000 0.004 3,457 1.0000 -1 0.0000 -63 15.9703 -1,006 1,006 -4
512 002241.ZK @GOERT1 CN 1.9359 7.0000 -0.082 15,448 -1.0000 1 -0.0000 20 5.2673 105 105 -9
520 002595.ZK @SHAND94 CN 0.6249 2.0000 0.019 6,658 1.0000 -1 0.0000 -95 8.3223 -791 791 -15
523 688776.SH @GUOGU3 CN 2.2855 1.0000 0.005 521 1.0000 -1 0.0000 -38 11.7284 -446 446 -2
530 601005.SH @CHONG37 CN 1.2491 1.0000 0.002 1,210 1.0000 -1 0.0000 -96 0.2079 -20 20 -0
538 600125.SH @DALIA3 CN 0.7391 4.0000 0.036 815 1.0000 -1 0.0000 -68 0.8919 -61 61 -2
545 300502.ZK @EOPTO1 CN 2.5814 4.0000 0.038 51,066 1.0000 -1 0.0000 -80 51.3762 -4,110 4,110 -155
552 601988.SH @BANKO22 CN 0.1118 5.0000 0.050 173,594 1.0000 -1 0.0000 -40 0.7276 -29 29 -1
557 000560.ZK @KUNMI5 CN 1.6114 2.0000 -0.017 838 -1.0000 1 -0.0000 14 0.4284 6 6 -0
572 002539.ZK @SHIND9 CN 1.0965 1.0000 0.003 1,764 1.0000 -1 0.0000 -49 1.4608 -72 72 -0
575 600141.SH @HUBEI6 CN 1.3131 4.0000 0.035 2,794 1.0000 -1 0.0000 -47 3.9568 -186 186 -6
578 600926.SH @BANKO586 CN 0.4375 2.0000 0.011 10,573 1.0000 -1 0.0000 -87 2.1448 -187 187 -2
603 688800.SH @SUZHO83 CN 2.3626 3.0000 0.023 2,170 1.0000 -1 0.0000 -93 10.5514 -981 981 -22
637 002475.ZK @SHENZ71 CN 1.7279 5.0000 0.052 40,855 1.0000 -1 0.0000 -400 9.0864 -3,635 3,635 -189
675 SAWAD_n.BK @SRISA3 TH 0.4027 3.0000 0.020 1,547 1.0000 -1 -0.0040 -53,850 0.9311 -50,140 50,140 -1,021
681 GULF_n.BK @GULFD3 TH NaN NaN nan 13,312 NaN -1 -0.0000 -13 1.3501 -18 18 nan
690 KBANK_n.BK @KASIK3 TH 0.1743 3.0000 0.027 11,446 1.0000 -1 -0.0015 -3,600 5.1986 -18,715 18,715 -512
691 PTT_n.BK @PTTPU1 TH 0.2786 1.0000 0.002 29,476 1.0000 -1 0.0000 -9,000 1.0320 -9,288 9,288 -15