total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -187,693 4,571,442 132 50,880,391 -0.004

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 8.0000 0.106 5,539 1.0000 -1 0.0000 -1,000 3.5568 -3,557 3,557 -378
10 1519.HK @JTGLO1 HK 1.3996 7.0000 0.076 9,006 1.0000 -1 -0.0016 -16,600 1.2207 -20,264 20,264 -1,543
16 1795.TW @LOTUS3 TW 0.6406 7.0000 0.084 1,281 1.0000 -1 -0.0036 -5,000 9.0541 -45,270 45,270 -3,781
18 9896.HK @MINIS7 HK 1.8695 4.0000 0.045 6,994 1.0000 -1 -0.0014 -3,000 5.6512 -16,954 16,954 -756
19 6269.T @MODEC1 JP 1.4202 3.0000 0.026 3,013 1.0000 -1 -0.0012 -300 51.8604 -15,558 15,558 -407
37 1171.HK @YANZH2 HK 0.9787 1.0000 0.004 4,297 1.0000 -1 -0.0253 -234,000 1.3518 -316,316 316,316 -1,138
38 2057.HK @ZTOEX4 HK 1.1569 7.0000 0.081 8,615 1.0000 -1 0.0000 -650 19.1973 -12,478 12,478 -1,010
44 6890.T @FERRO28 JP 1.6129 2.0000 0.012 1,293 1.0000 -1 -0.0086 -3,900 27.4516 -107,061 107,061 -1,293
45 9888.HK @BAIDU10 HK 1.6024 10.0000 0.219 36,892 1.0000 -1 0.0000 -1,850 16.1776 -29,929 29,929 -6,542
46 9988.HK @ALIBA15 HK 1.7294 10.0000 0.240 405,687 1.0000 -1 0.0000 -1,200 21.2532 -25,504 25,504 -6,112
51 2002.TW @CHINA152 TW 0.8745 2.0000 0.019 7,837 1.0000 -1 -0.0217 -437,000 0.6210 -271,393 271,393 -5,083
54 1415.HK @COWEL7 HK 2.3480 9.0000 0.142 1,221 1.0000 -1 -0.0075 -20,000 4.6901 -93,802 93,802 -13,324
55 2367.HK @GIANT18 HK 1.4602 9.0000 0.159 7,355 1.0000 -1 0.0000 -400 6.8681 -2,747 2,747 -436
58 2543.TW @HWANG2 TW 1.0800 1.0000 0.006 519 1.0000 -1 0.0000 -207 2.3763 -492 492 -3
60 2400.HK @XDINC1 HK 1.6727 10.0000 0.206 4,750 1.0000 -1 0.0000 -600 9.5986 -5,759 5,759 -1,185
61 0763.HK @ZTECO2 HK 2.1640 7.0000 0.090 4,083 1.0000 -1 0.0000 -1,600 5.4045 -8,647 8,647 -775
67 NWL.AX @NETWE1 AU 0.6278 3.0000 -0.024 2,788 -1.0000 1 0.0135 7,988 21.0407 168,073 168,073 -4,047
75 1801.HK @INNOV87 HK 1.0957 2.0000 0.019 20,686 1.0000 -1 -0.0063 -6,500 12.0722 -78,469 78,469 -1,491
78 1952.HK @EVERE39 HK 1.8384 1.0000 0.002 2,417 1.0000 -1 -0.0082 -15,000 6.8360 -102,540 102,540 -233
80 2013.HK @WEIMO2 HK 3.0665 6.0000 0.064 1,222 1.0000 -1 -0.0019 -72,000 0.3379 -24,332 24,332 -1,548
81 6979.HK @ZJLDG1 HK 1.8884 5.0000 0.049 3,823 1.0000 -1 0.0000 -1,600 1.1282 -1,805 1,805 -88
82 2252.HK @SHANG384 HK 2.9121 2.0000 0.018 1,439 1.0000 -1 -0.0065 -22,000 3.6955 -81,302 81,302 -1,447
84 0998.HK @CHINA536 HK 0.6376 9.0000 0.140 8,286 1.0000 -1 0.0000 -1,000 0.8699 -870 870 -122
86 5871.TW @CHAIL1 TW 1.0783 7.0000 0.085 5,986 1.0000 -1 0.0000 -800 3.4974 -2,798 2,798 -238
90 2158.HK @YIDUT1 HK 2.3441 4.0000 0.034 845 1.0000 -1 0.0000 -1,900 0.7915 -1,504 1,504 -51
106 0853.HK @MICRO183 HK 2.5543 5.0000 0.053 2,144 1.0000 -1 -0.0063 -43,800 1.8079 -79,188 79,188 -4,226
110 3260.TWO @ADATA1 TW 1.0282 6.0000 0.064 1,911 1.0000 0 0.0000 0 5.8672 0 0 0
111 1519.TW @FORTU25 TW 1.1179 7.0000 0.082 5,205 1.0000 -1 0.0000 -500 18.1081 -9,054 9,054 -744
115 5880.TW @TWCOO1 TW 0.3673 4.0000 0.042 12,327 1.0000 -1 -0.0245 -388,460 0.7861 -305,369 305,369 -12,713
128 5482.T @AICHI5 JP 0.8477 7.0000 0.084 674 1.0000 -1 -0.0012 -900 17.1325 -15,419 15,419 -1,302
165 2884.TW @ESUNF1 TW 0.4755 3.0000 0.024 17,446 1.0000 -1 0.0000 -660 1.0786 -712 712 -17
168 271560.KS @ORION55 KR 0.5481 2.0000 -0.019 1,829 -1.0000 1 0.0069 1,177 73.4499 86,451 86,451 -1,640
174 005930.KS @SAMSU48 KR 0.6061 5.0000 -0.055 371,358 -1.0000 1 0.0048 912 66.0350 60,224 60,224 -3,294
175 018260.KS @SAMSU530 KR 0.0983 4.0000 -0.037 5,505 -1.0000 1 0.0031 322 118.5692 38,179 38,179 -1,401
176 066570.KS @LGELE11 KR 0.5428 5.0000 -0.057 5,851 -1.0000 1 0.0038 870 55.2623 48,078 48,078 -2,727
177 VNT.AX @VENTI5 AU 0.2590 6.0000 -0.068 2,912 -1.0000 1 0.0000 2,152 3.4884 7,507 7,507 -510
180 3939.HK @WANGU1 HK 0.3735 10.0000 0.175 4,263 1.0000 -1 -0.0029 -8,000 4.5873 -36,698 36,698 -6,413
181 1385.HK @SHANG12 HK 2.1864 9.0000 0.150 1,551 1.0000 -1 -0.0009 -2,000 5.4534 -10,907 10,907 -1,638
182 9868.HK @XPENG2 HK 2.3317 10.0000 0.173 16,414 1.0000 -1 -0.0036 -4,000 11.1856 -44,742 44,742 -7,747
185 138040.KS @MERIT202 KR 0.5745 1.0000 -0.006 13,654 -1.0000 1 0.0039 627 77.9269 48,860 48,860 -287
186 9926.HK @AKESO1 HK 1.0918 1.0000 0.002 15,150 1.0000 -1 -0.0053 -4,000 16.4475 -65,790 65,790 -142
191 5110.T @SUMIT46 JP 0.9852 2.0000 0.018 2,193 1.0000 -1 -0.0110 -11,700 11.7447 -137,413 137,413 -2,425
196 4902.T @KONIC6 JP 1.0668 3.0000 0.031 1,754 1.0000 -1 -0.0041 -14,500 3.4893 -50,595 50,595 -1,563
197 MTS.AX @METCA2 AU 0.2649 6.0000 -0.064 2,696 -1.0000 1 0.0091 46,267 2.4529 113,489 113,489 -7,254
209 8366.T @SHIGA1 JP 0.8737 2.0000 0.020 2,177 1.0000 -1 -0.0020 -600 41.0121 -24,607 24,607 -491
211 SEAT.SI @SEMBC4 SG 1.0852 1.0000 0.003 5,998 1.0000 -1 -0.0066 -46,800 1.7580 -82,273 82,273 -225
214 2858.HK @YIXIN1 HK 2.0217 9.0000 0.128 1,084 1.0000 -1 -0.0013 -48,000 0.3328 -15,975 15,975 -2,048
220 2880.TW @HUANA1 TW 0.3887 4.0000 0.042 13,306 1.0000 -1 0.0000 -710 0.9561 -679 679 -29
221 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.013 1,146 -1.0000 1 0.0018 672 32.7727 22,023 22,023 -291
223 039490.KS @KIWOO1 KR 0.8380 5.0000 -0.048 4,620 -1.0000 1 0.0000 18 175.2306 3,154 3,154 -152
225 251270.KS @NETMA8 KR 0.5393 1.0000 -0.001 2,058 -1.0000 1 0.0071 2,176 40.5723 88,285 88,285 -130
232 1893.T @PENTA18 JP 0.5372 1.0000 0.003 2,343 1.0000 -1 -0.0107 -16,300 8.1925 -133,538 133,538 -448
233 042670.KS @DAEWO5 KR 0.9038 2.0000 -0.012 1,314 -1.0000 1 0.0000 490 10.7027 5,244 5,244 -63
235 103590.KS @ILJIN6 KR 1.3191 4.0000 -0.043 652 -1.0000 1 0.0020 906 27.3514 24,780 24,780 -1,071
236 9901.HK @NEWOR8 HK 1.1867 7.0000 0.085 8,211 1.0000 -1 -0.0043 -10,000 5.3763 -53,763 53,763 -4,563
237 2142.HK @HBMHL1 HK 2.0065 7.0000 0.091 1,439 1.0000 -1 -0.0009 -6,000 1.8144 -10,886 10,886 -996
241 5947.T @RINNA1 JP 0.6593 2.0000 0.015 2,847 1.0000 -1 -0.0151 -8,300 22.7419 -188,757 188,757 -2,840
243 2276.HK @SHANG389 HK 0.4139 8.0000 0.109 1,973 1.0000 -1 -0.0016 -4,000 5.1398 -20,559 20,559 -2,243
246 3774.T @INTER396 JP 0.1580 1.0000 -0.005 2,615 -1.0000 1 0.0017 1,200 17.3805 20,857 20,857 -111
249 012450.KS @SAMSU58 KR 0.3318 6.0000 0.058 25,558 1.0000 -1 0.0000 -8 728.9033 -5,831 5,831 -340
258 2883.HK @CHINA258 HK 1.1030 7.0000 0.089 1,624 1.0000 -1 -0.0075 -104,000 0.8969 -93,278 93,278 -8,258
259 1138.HK @CHINA282 HK 1.3277 7.0000 0.088 1,519 1.0000 -1 -0.0060 -64,000 1.1719 -75,000 75,000 -6,588
267 2423.HK @KEHOL3 HK 2.0487 9.0000 0.132 13,899 1.0000 -1 -0.0139 -28,000 6.1884 -173,274 173,274 -22,832
277 3896.HK @KINGS113 HK 2.8296 8.0000 0.119 2,380 1.0000 -1 -0.0010 -14,000 0.9213 -12,898 12,898 -1,537
278 2881.TW @FUBON8 TW 0.6606 2.0000 0.020 34,536 1.0000 -1 -0.0244 -103,850 2.9352 -304,822 304,822 -6,074
280 STO.AX @SANTO10 AU 0.4934 1.0000 -0.001 13,831 -1.0000 1 0.0044 12,904 4.2586 54,953 54,953 -39
286 1302.HK @LIFET16 HK 1.5401 3.0000 0.021 1,280 1.0000 -1 0.0000 -36,000 0.2763 -9,946 9,946 -207
287 2670.T @ABCMA1 JP 0.2266 4.0000 0.034 2,196 1.0000 -1 -0.0011 -800 17.7344 -14,188 14,188 -481
290 APA.AX @AUSTP9 AU 0.0325 6.0000 -0.059 7,703 -1.0000 1 0.0000 338 5.8572 1,980 1,980 -116
291 8331.T @CHIBA1 JP 1.2618 5.0000 0.045 7,926 1.0000 -1 0.0000 -900 9.8396 -8,856 8,856 -402
292 3350.T @DAIKI6 JP 0.7021 1.0000 0.003 4,151 1.0000 -1 0.0000 -600 3.6382 -2,183 2,183 -6
297 5830.T @IYOBA1 JP 1.2515 1.0000 0.003 4,370 1.0000 -1 -0.0009 -800 13.9441 -11,155 11,155 -30
301 7211.T @MITSU97 JP 0.7803 3.0000 0.027 2,087 1.0000 -1 -0.0020 -9,500 2.5977 -24,678 24,678 -667
302 2871.T @NICHI31 JP 0.0093 2.0000 -0.013 2,966 -1.0000 1 -0.0000 300 11.5429 3,463 3,463 -46
305 8876.T @RELOH1 JP 0.4327 2.0000 0.016 1,182 1.0000 -1 -0.0009 -1,000 11.1956 -11,196 11,196 -175
307 8524.T @SAPPO2 JP 1.2748 1.0000 0.009 1,650 1.0000 -1 0.0000 -900 4.6436 -4,179 4,179 -37
310 TLS.AX @TELST3 AU -0.0508 4.0000 -0.033 35,629 -1.0000 1 0.0078 31,052 3.1390 97,471 97,471 -3,172
322 0285.HK @BYDEL1 HK 2.3017 9.0000 0.132 4,077 1.0000 -1 -0.0026 -6,000 5.3223 -31,934 31,934 -4,207
327 6098.HK @COUNT118 HK 1.8982 9.0000 0.162 2,193 1.0000 -1 0.0000 -2,000 0.8198 -1,640 1,640 -265
339 7270.T @FUJIH3 JP 0.8932 8.0000 0.107 11,711 1.0000 -1 0.0000 -100 20.2216 -2,022 2,022 -217
343 9449.T @GLOBA80 JP 0.7266 4.0000 0.037 1,675 1.0000 -1 0.0000 -200 23.0858 -4,617 4,617 -171
348 8377.T @HOKUG1 JP 1.2572 2.0000 0.020 3,011 1.0000 -1 0.0000 -100 24.3890 -2,439 2,439 -49
354 3405.T @KURAR2 JP 0.7354 1.0000 0.003 3,589 1.0000 -1 0.0000 -100 11.0468 -1,105 1,105 -4
359 6479.T @MINEB3 JP 1.1777 1.0000 0.000 8,292 1.0000 -1 0.0000 -100 19.4146 -1,941 1,941 -0
365 7189.T @NISHI12 JP 1.1393 1.0000 0.008 2,333 1.0000 -1 0.0000 -200 15.9352 -3,187 3,187 -26
366 8630.T @NKSJH1 JP 0.6538 2.0000 0.013 29,780 1.0000 -1 -0.0061 -2,400 31.8770 -76,505 76,505 -1,013
367 2327.T @NSSOL1 JP 0.4290 3.0000 0.023 1,553 1.0000 -1 -0.0013 -700 22.9337 -16,054 16,054 -373
372 4661.T @ORIEN41 JP 0.2867 5.0000 -0.054 32,322 -1.0000 1 -0.0000 100 23.6216 2,362 2,362 -129
375 1515.HK @PHOEN417 HK 1.4576 1.0000 0.010 368 1.0000 -1 -0.0019 -52,000 0.4510 -23,453 23,453 -224
378 5929.T @SANWA12 JP 0.8913 2.0000 0.015 6,100 1.0000 -1 0.0000 -100 27.3524 -2,735 2,735 -41
391 6762.T @TDKCO10 JP 1.2017 5.0000 0.046 28,436 1.0000 -1 0.0000 -500 14.6287 -7,314 7,314 -336
398 9005.T @TOKYU17 JP 0.1863 3.0000 -0.026 7,180 -1.0000 1 0.0048 5,200 11.4900 59,748 59,748 -1,541
399 7911.T @TOPPA4 JP 0.7056 1.0000 0.000 7,501 1.0000 -1 -0.0039 -1,900 25.4539 -48,362 48,362 -23
400 4042.T @TOSOH2 JP 0.6634 1.0000 0.002 4,721 1.0000 -1 0.0000 -200 14.5229 -2,905 2,905 -7
404 0881.HK @ZHONG36 HK 2.3989 7.0000 0.087 1,344 1.0000 -1 0.0000 -2,000 1.8311 -3,662 3,662 -319
405 ALL.AX @ARIST4 AU 0.3093 3.0000 -0.022 27,196 -1.0000 1 0.0019 540 44.0878 23,807 23,807 -535
408 9626.HK @BILIB6 HK 2.5812 6.0000 0.067 8,487 1.0000 0 0.0000 0 29.2971 0 0 0
417 3692.HK @HANSO81 HK 0.7925 10.0000 0.227 28,181 1.0000 0 0.0000 0 4.6541 0 0 0
431 2208.HK @XINJI34 HK 2.0194 9.0000 0.162 1,485 1.0000 0 0.0000 0 1.9197 0 0 0
459 603866.SH @SHENY21 CN 1.2660 1.0000 -0.001 1,231 -1.0000 1 0.0000 76 0.7694 58 58 -0
460 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,576 NaN 1 -0.0000 85 19.0588 1,620 1,620 nan
468 300357.ZK @ZHEJI149 CN 1.6946 2.0000 0.014 1,317 1.0000 0 0.0000 0 4.1232 0 0 0
473 300379.ZK @BEIJI135 CN 1.5826 NaN nan 161 NaN -1 -0.0000 -89 0.2887 -26 26 nan
484 688208.SH @AUTEL3 CN 2.2496 2.0000 0.014 3,615 1.0000 -1 0.0000 -58 5.3943 -313 313 -4
488 603799.SH @ZHEJI183 CN 1.7430 6.0000 0.068 14,500 1.0000 -1 0.0000 -61 9.0886 -554 554 -38
496 688222.SH @HITGE1 CN 2.0690 4.0000 -0.040 981 -1.0000 1 0.0000 36 3.3075 119 119 -5
500 688041.SH @HYGON1 CN 1.4294 7.0000 0.075 33,040 1.0000 -1 0.0000 -61 33.8444 -2,065 2,065 -156
501 688599.SH @TRINA7 CN 1.7948 7.0000 -0.078 3,832 -1.0000 1 0.0000 89 2.4764 220 220 -17
502 603355.SH @KINGC7 CN 1.4974 1.0000 0.003 677 1.0000 -1 0.0000 -13 3.1912 -41 41 -0
503 300532.ZK @NEWTR5 CN 1.8685 4.0000 -0.039 860 -1.0000 1 0.0000 56 1.8962 106 106 -4
504 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.053 1,406 -1.0000 1 0.0000 48 2.9179 140 140 -7
505 600248.SH @YANGL1 CN 0.8861 1.0000 0.008 681 1.0000 -1 0.0000 -64 0.5522 -35 35 -0
508 000538.ZK @YUNNA10 CN 0.5527 4.0000 0.039 5,878 1.0000 -1 0.0000 -80 8.0347 -643 643 -25
511 600406.SH @NARIT1 CN 0.2112 1.0000 -0.003 11,390 -1.0000 1 0.0000 62 3.2977 204 204 -1
514 601229.SH @BANKO594 CN 0.1710 6.0000 -0.064 12,993 -1.0000 1 0.0000 16 1.2880 21 21 -1
519 603233.SH @DASHE1 CN 0.8570 2.0000 0.015 2,669 1.0000 -1 0.0000 -80 2.3433 -187 187 -3
521 601169.SH @BANKO53 CN 0.3224 3.0000 0.030 13,364 1.0000 -1 0.0000 -34 0.7708 -26 26 -1
529 688660.SH @SHANG360 CN 2.4087 1.0000 0.006 1,551 1.0000 -1 0.0000 -91 2.9824 -271 271 -2
531 600547.SH @SHAND33 CN 0.3819 5.0000 0.056 10,030 1.0000 -1 0.0000 -41 5.7811 -237 237 -13
534 688100.SH @WILLF1 CN 1.2615 1.0000 -0.003 1,047 -1.0000 1 0.0000 65 5.3256 346 346 -1
537 002821.ZK @ASYMC1 CN 1.8133 3.0000 0.029 3,368 1.0000 -1 0.0000 -63 15.5579 -980 980 -28
542 601579.SH @KUAIJ1 CN 0.4901 3.0000 -0.026 572 -1.0000 1 0.0000 95 2.9081 276 276 -7
546 603659.SH @PUTAI1 CN 1.6755 8.0000 0.107 6,637 1.0000 -1 0.0000 -26 3.8835 -101 101 -11
549 002595.ZK @SHAND94 CN 0.6249 3.0000 0.031 6,534 1.0000 -1 0.0000 -95 8.1678 -776 776 -24
555 002053.ZK @YUNNA17 CN 0.9474 1.0000 -0.001 441 -1.0000 1 0.0000 1,100 1.7729 1,950 1,950 -1
560 600346.SH @DALIA15 CN 0.9274 2.0000 0.015 6,609 1.0000 -1 0.0000 -86 2.4708 -212 212 -3
567 600125.SH @DALIA3 CN 0.7391 3.0000 0.030 808 1.0000 -1 0.0000 -68 0.8843 -60 60 -2
579 300015.ZK @AIERE1 CN 1.8035 6.0000 -0.065 10,920 -1.0000 1 0.0000 17 1.7743 30 30 -2
581 601988.SH @BANKO22 CN 0.1118 1.0000 0.000 174,881 1.0000 -1 0.0000 -40 0.7330 -29 29 -0
598 600141.SH @HUBEI6 CN 1.3131 1.0000 0.005 3,013 1.0000 -1 0.0000 -47 4.2675 -201 201 -1
600 300660.ZK @JIANG266 CN 2.3946 2.0000 -0.015 1,432 -1.0000 1 0.0000 80 8.2099 657 657 -10
611 002371.ZK @BEIJI84 CN 0.8734 4.0000 0.039 25,330 1.0000 -1 0.0000 -50 61.3709 -3,069 3,069 -121
617 600016.SH @CHINA214 CN 0.5063 1.0000 -0.002 17,472 -1.0000 1 0.0000 80 0.5536 44 44 -0
650 301358.ZK @HUNAN88 CN 1.8882 2.0000 0.020 3,377 1.0000 0 0.0000 0 7.7880 0 0 0
680 688248.SH @CHINA3153 CN 1.6400 5.0000 -0.051 1,816 -1.0000 0 0.0000 0 8.0403 0 0 -0
683 601009.SH @BANKO42 CN 0.1515 2.0000 0.020 12,924 1.0000 0 0.0000 0 1.5150 0 0 0
697 002364.ZK @HANGZ12 CN 1.6992 4.0000 0.034 1,350 1.0000 0 0.0000 0 3.7434 0 0 0
754 SAWAD_n.BK @SRISA3 TH 0.4027 4.0000 0.037 1,525 1.0000 -1 -0.0012 -16,550 0.9181 -15,195 15,195 -556
760 GULF_n.BK @GULFD3 TH NaN NaN nan 13,655 NaN -1 0.0000 -13 1.3849 -18 18 nan
768 AOT_n.BK @AIRPO2 TH 0.4209 4.0000 0.038 17,925 1.0000 -1 0.0000 -5,900 1.2548 -7,403 7,403 -284
769 PTT_n.BK @PTTPU1 TH 0.2786 6.0000 0.067 27,536 1.0000 -1 -0.0013 -17,200 0.9640 -16,581 16,581 -1,105