total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -176,657 4,154,766 123 42,359,905 -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 10.0000 0.173 5,212 1.0000 -1 0.0000 -1,000 3.3471 -3,347 3,347 -578
10 1519.HK @JTGLO1 HK 1.3996 4.0000 0.030 9,403 1.0000 -1 -0.0020 -16,600 1.2745 -21,156 21,156 -640
17 9896.HK @MINIS7 HK 1.8695 6.0000 0.070 6,691 1.0000 -1 -0.0014 -2,800 5.4069 -15,139 15,139 -1,065
31 6285.TW @WISTR2 TW 0.9808 1.0000 0.005 1,498 1.0000 -1 -0.0103 -28,000 3.8679 -108,300 108,300 -518
34 1171.HK @YANZH2 HK 0.9787 2.0000 0.010 4,506 1.0000 -1 -0.0249 -184,000 1.4174 -260,796 260,796 -2,727
35 2057.HK @ZTOEX4 HK 1.1569 9.0000 0.158 8,238 1.0000 -1 0.0000 -650 18.3576 -11,932 11,932 -1,885
41 6890.T @FERRO28 JP 1.6129 1.0000 0.005 1,301 1.0000 -1 -0.0076 -2,900 27.6164 -80,088 80,088 -383
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.224 33,144 1.0000 -1 0.0000 -1,850 14.5342 -26,888 26,888 -6,034
43 9988.HK @ALIBA15 HK 1.7294 9.0000 0.147 379,411 1.0000 -1 0.0000 -1,200 19.8767 -23,852 23,852 -3,504
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.151 1,052 1.0000 -1 -0.0077 -20,000 4.0397 -80,794 80,794 -12,233
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.242 5,570 1.0000 -1 0.0000 -400 5.2009 -2,080 2,080 -504
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.204 4,373 1.0000 -1 0.0000 -600 8.8377 -5,303 5,303 -1,084
58 0763.HK @ZTECO2 HK 2.1640 9.0000 0.132 3,647 1.0000 -1 0.0000 -1,600 4.8276 -7,724 7,724 -1,020
63 NWL.AX @NETWE1 AU 0.6278 2.0000 -0.018 2,762 -1.0000 1 0.0033 1,675 20.8485 34,921 34,921 -613
71 1801.HK @INNOV87 HK 1.0957 3.0000 0.024 19,158 1.0000 -1 -0.0048 -4,500 11.1806 -50,313 50,313 -1,189
76 2013.HK @WEIMO2 HK 3.0665 5.0000 0.050 1,066 1.0000 -1 -0.0020 -72,000 0.2948 -21,226 21,226 -1,068
77 6979.HK @ZJLDG1 HK 1.8884 4.0000 0.031 3,983 1.0000 -1 0.0000 -1,600 1.1753 -1,881 1,881 -58
78 2252.HK @SHANG384 HK 2.9121 3.0000 0.025 1,324 1.0000 -1 -0.0071 -22,000 3.4012 -74,826 74,826 -1,899
80 0998.HK @CHINA536 HK 0.6376 7.0000 0.093 8,779 1.0000 -1 0.0000 -1,000 0.9217 -922 922 -86
82 5871.TW @CHAIL1 TW 1.0783 5.0000 0.047 5,921 1.0000 -1 0.0000 -800 3.4599 -2,768 2,768 -131
86 2158.HK @YIDUT1 HK 2.3441 3.0000 0.029 765 1.0000 -1 0.0000 -7,800 0.7183 -5,603 5,603 -163
88 0836.HK @CHINA276 HK 0.5669 4.0000 0.039 4,576 1.0000 -1 -0.0253 -114,000 2.3262 -265,191 265,191 -10,233
99 0853.HK @MICRO183 HK 2.5543 7.0000 0.077 1,875 1.0000 -1 -0.0045 -29,800 1.5809 -47,110 47,110 -3,616
100 9412.T @SKYPE4 JP 0.7353 4.0000 0.035 1,643 1.0000 0 0.0000 0 9.3537 0 0 0
106 5880.TW @TWCOO1 TW 0.3673 3.0000 0.026 12,361 1.0000 -1 -0.0193 -256,460 0.7883 -202,158 202,158 -5,243
118 5482.T @AICHI5 JP 0.8477 5.0000 0.054 677 1.0000 -1 -0.0013 -800 17.1939 -13,755 13,755 -738
140 BDO.PS @BCODE64 PH 0.0660 2.0000 -0.017 6,022 -1.0000 1 0.0092 40,219 2.4022 96,613 96,613 -1,636
152 2884.TW @ESUNF1 TW 0.4755 8.0000 0.099 17,184 1.0000 -1 0.0000 -660 1.0624 -701 701 -70
155 271560.KS @ORION55 KR 0.5481 4.0000 -0.035 1,761 -1.0000 1 0.0079 1,177 70.6880 83,200 83,200 -2,896
158 058470.KQ @LEENO1 KR 0.7559 4.0000 -0.041 3,061 -1.0000 1 0.0190 4,963 40.1621 199,324 199,324 -8,101
160 028050.KS @SAMSU34 KR 0.4681 1.0000 -0.001 3,110 -1.0000 1 0.0078 4,174 19.5887 81,763 81,763 -106
161 005930.KS @SAMSU48 KR 0.6061 6.0000 -0.067 387,241 -1.0000 1 0.0060 912 68.8593 62,800 62,800 -4,190
162 018260.KS @SAMSU530 KR 0.0983 6.0000 -0.065 5,404 -1.0000 1 0.0036 322 116.4067 37,483 37,483 -2,444
163 066570.KS @LGELE11 KR 0.5428 8.0000 -0.106 6,270 -1.0000 1 0.0047 834 59.2232 49,392 49,392 -5,245
166 3939.HK @WANGU1 HK 0.3735 10.0000 0.165 4,216 1.0000 -1 -0.0017 -4,000 4.5366 -18,146 18,146 -3,000
167 1385.HK @SHANG12 HK 2.1864 9.0000 0.127 1,452 1.0000 -1 -0.0010 -2,000 5.1056 -10,211 10,211 -1,293
168 9868.HK @XPENG2 HK 2.3317 10.0000 0.165 14,961 1.0000 -1 -0.0019 -2,000 10.1958 -20,392 20,392 -3,360
171 138040.KS @MERIT202 KR 0.5745 3.0000 -0.024 13,779 -1.0000 1 0.0047 627 78.6360 49,305 49,305 -1,165
176 5110.T @SUMIT46 JP 0.9852 1.0000 0.004 2,185 1.0000 -1 -0.0089 -8,000 11.6971 -93,577 93,577 -372
178 1414.T @SHOBO2 JP 0.2932 1.0000 -0.003 1,577 -1.0000 0 0.0000 0 31.9979 0 0 -0
180 4902.T @KONIC6 JP 1.0668 2.0000 0.014 1,740 1.0000 0 0.0000 0 3.4620 0 0 0
194 SEAT.SI @SEMBC4 SG 1.0852 2.0000 0.010 5,426 1.0000 -1 -0.0041 -27,200 1.5902 -43,255 43,255 -436
195 2801.TW @CHANG17 TW 0.3166 1.0000 0.005 7,172 1.0000 -1 -0.0044 -69,650 0.6626 -46,150 46,150 -230
197 2858.HK @YIXIN1 HK 2.0217 8.0000 0.103 1,040 1.0000 -1 -0.0015 -48,000 0.3193 -15,325 15,325 -1,573
203 2880.TW @HUANA1 TW 0.3887 4.0000 0.033 13,514 1.0000 -1 0.0000 -710 0.9710 -689 689 -23
204 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.012 1,061 -1.0000 1 0.0019 672 30.3501 20,395 20,395 -238
206 039490.KS @KIWOO1 KR 0.8380 6.0000 -0.072 4,603 -1.0000 1 0.0000 11 174.4341 1,919 1,919 -139
207 032640.KS @LGTEL1 KR 0.1658 2.0000 -0.015 2,795 -1.0000 1 0.0000 371 10.4871 3,891 3,891 -60
208 251270.KS @NETMA8 KR 0.5393 6.0000 -0.061 1,933 -1.0000 1 0.0079 2,176 38.1223 82,954 82,954 -5,065
214 042670.KS @DAEWO5 KR 0.9038 2.0000 -0.013 1,274 -1.0000 1 0.0000 490 10.3746 5,084 5,084 -65
216 9901.HK @NEWOR8 HK 1.1867 5.0000 0.044 8,502 1.0000 -1 -0.0042 -8,000 5.5665 -44,532 44,532 -1,953
217 2142.HK @HBMHL1 HK 2.0065 8.0000 0.094 1,305 1.0000 -1 0.0000 -6,000 1.6465 -9,879 9,879 -927
220 5947.T @RINNA1 JP 0.6593 1.0000 0.005 2,835 1.0000 -1 -0.0199 -9,200 22.6441 -208,326 208,326 -1,144
222 2276.HK @SHANG389 HK 0.4139 8.0000 0.110 1,879 1.0000 -1 0.0000 -2,000 4.8945 -9,789 9,789 -1,079
223 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.029 40,704 1.0000 -1 -0.0177 -7,000 26.4783 -185,348 185,348 -5,364
225 3774.T @INTER396 JP 0.1580 3.0000 -0.021 2,655 -1.0000 1 0.0000 500 17.6486 8,824 8,824 -185
232 032830.KS @SAMSU501 KR 0.4680 3.0000 0.020 16,533 1.0000 -1 -0.0023 -219 110.2171 -24,138 24,138 -485
235 2883.HK @CHINA258 HK 1.1030 8.0000 0.118 1,553 1.0000 -1 -0.0085 -104,000 0.8574 -89,167 89,167 -10,530
236 1138.HK @CHINA282 HK 1.3277 9.0000 0.123 1,560 1.0000 -1 -0.0053 -46,000 1.2037 -55,369 55,369 -6,815
241 2423.HK @KEHOL3 HK 2.0487 9.0000 0.123 13,428 1.0000 -1 -0.0160 -28,000 5.9784 -167,397 167,397 -20,606
243 2887.TW @TAISH4 TW 0.5281 1.0000 0.001 15,746 1.0000 -1 -0.0043 -71,000 0.6332 -44,959 44,959 -35
244 033500.KQ @FINET1 KR 0.1966 2.0000 -0.019 378 -1.0000 1 0.0016 813 20.3272 16,526 16,526 -321
251 3896.HK @KINGS113 HK 2.8296 7.0000 0.094 2,112 1.0000 -1 -0.0011 -14,000 0.8175 -11,445 11,445 -1,070
252 2881.TW @FUBON8 TW 0.6606 4.0000 0.040 34,373 1.0000 -1 -0.0217 -77,850 2.9213 -227,424 227,424 -9,193
259 1302.HK @LIFET16 HK 1.5401 5.0000 0.055 1,198 1.0000 -1 0.0000 -36,000 0.2588 -9,315 9,315 -515
261 3350.T @DAIKI6 JP 0.7021 1.0000 0.010 3,048 1.0000 -1 0.0000 -800 2.6687 -2,135 2,135 -20
263 DOW.AX @DOWNE2 AU 0.4353 1.0000 -0.009 3,272 -1.0000 1 0.0000 1,800 4.8922 8,806 8,806 -76
264 5830.T @IYOBA1 JP 1.2515 1.0000 0.006 4,353 1.0000 -1 -0.0019 -1,400 13.8879 -19,443 19,443 -123
266 7211.T @MITSU97 JP 0.7803 1.0000 0.005 2,027 1.0000 -1 -0.0013 -5,500 2.5233 -13,878 13,878 -75
267 2871.T @NICHI31 JP 0.0093 3.0000 -0.024 3,017 -1.0000 1 0.0000 300 11.7403 3,522 3,522 -84
274 TLS.AX @TELST3 AU -0.0508 4.0000 -0.035 35,765 -1.0000 1 0.0064 21,372 3.1510 67,343 67,343 -2,330
283 0285.HK @BYDEL1 HK 2.3017 9.0000 0.146 3,722 1.0000 -1 -0.0028 -6,000 4.8585 -29,151 29,151 -4,247
287 6098.HK @COUNT118 HK 1.8982 9.0000 0.162 2,114 1.0000 -1 0.0000 -2,000 0.7904 -1,581 1,581 -257
291 3107.T @DAIWA21 JP 0.6709 1.0000 -0.002 1,795 -1.0000 1 0.0000 100 18.6311 1,863 1,863 -4
292 DBSM.SI @DBSGR2 SG 0.6941 4.0000 0.034 113,924 1.0000 -1 -0.0096 -2,500 40.1421 -100,355 100,355 -3,457
295 6814.T @FURUN1 JP 1.2605 1.0000 0.001 1,490 1.0000 -1 0.0000 -100 53.7060 -5,371 5,371 -4
296 9449.T @GLOBA80 JP 0.7266 3.0000 0.023 1,626 1.0000 -1 0.0000 -100 22.4118 -2,241 2,241 -52
301 8377.T @HOKUG1 JP 1.2572 2.0000 0.015 2,883 1.0000 -1 0.0000 -100 23.3545 -2,335 2,335 -34
303 DNL.AX @INCIT3 AU 0.5548 1.0000 -0.006 3,814 -1.0000 1 0.0153 75,406 2.1245 160,199 160,199 -930
313 7189.T @NISHI12 JP 1.1393 1.0000 -0.006 2,295 -1.0000 0 -0.0000 0 15.6803 0 0 -0
321 9735.T @SECOM5 JP 0.1136 6.0000 0.060 15,925 1.0000 0 0.0000 0 34.1289 0 0 0
323 6273.T @SMCCO2 JP 0.9431 3.0000 0.025 18,936 1.0000 0 0.0000 0 333.1231 0 0 0
336 9005.T @TOKYU17 JP 0.1863 4.0000 -0.041 7,083 -1.0000 1 0.0014 1,300 11.3353 14,736 14,736 -610
340 0881.HK @ZHONG36 HK 2.3989 7.0000 0.089 1,231 1.0000 -1 0.0000 -2,000 1.6774 -3,355 3,355 -300
351 AZJ.AX @QRINT1 AU 0.2006 8.0000 -0.107 3,810 -1.0000 0 0.0000 0 2.1765 0 0 -0
360 7012.T @KAWAS12 JP 1.7409 3.0000 0.021 10,844 1.0000 -1 -0.0062 -1,000 64.5799 -64,580 64,580 -1,326
361 5406.T @KOBES3 JP 0.7936 3.0000 0.020 4,576 1.0000 -1 0.0000 -200 11.5445 -2,309 2,309 -47
367 1164.HK @VITAL12 HK 1.0674 5.0000 0.049 1,439 1.0000 -1 0.0000 -5,000 0.4403 -2,201 2,201 -107
368 CBA.AX @CMNWL6 AU 0.0891 2.0000 -0.011 183,002 -1.0000 1 0.0000 40 109.3555 4,374 4,374 -49
371 2603.TW @EVERG16 TW 0.6878 5.0000 0.049 13,180 1.0000 -1 -0.0023 -4,000 6.0874 -24,350 24,350 -1,197
382 055550.KS @SHINH4 KR 0.4986 5.0000 -0.047 23,714 -1.0000 1 0.0000 59 51.4159 3,034 3,034 -142
397 6920.T @LASER19 JP 1.3896 2.0000 -0.015 12,844 -1.0000 0 0.0000 0 136.2233 0 0 -0
415 6821.HK @ASYMC3 HK 2.3619 10.0000 0.208 317 1.0000 0 0.0000 0 11.5089 0 0 0
419 2616.HK @CSTON1 HK 2.5398 7.0000 -0.079 1,047 -1.0000 0 0.0000 0 0.8870 0 0 -0
420 6622.T @DAIHE1 JP 1.2178 4.0000 -0.041 1,464 -1.0000 0 0.0000 0 61.8050 0 0 -0
425 5631.T @JAPAN191 JP 1.3456 4.0000 -0.039 4,792 -1.0000 0 0.0000 0 64.3941 0 0 -0
426 4483.T @JMDCI1 JP 0.5456 7.0000 -0.085 938 -1.0000 0 0.0000 0 31.1813 0 0 -0
433 6269.T @MODEC1 JP 1.4202 1.0000 0.007 3,093 1.0000 -1 0.0000 -100 53.2413 -5,324 5,324 -39
437 2809.T @QPCOR2 JP 0.0662 2.0000 -0.014 3,398 -1.0000 0 0.0000 0 28.2537 0 0 -0
442 6834.T @SEIKO2 JP 1.1217 5.0000 0.051 445 1.0000 0 0.0000 0 59.6143 0 0 0
445 8035.T @TOKYO54 JP 1.2960 5.0000 -0.052 94,179 -1.0000 0 0.0000 0 199.6880 0 0 -0
451 600176.SH @CHINA130 CN 0.9931 2.0000 0.011 4,632 1.0000 -1 0.0000 -79 2.1425 -169 169 -2
465 600570.SH @HANGZ8 CN 1.9115 2.0000 0.014 6,540 1.0000 -1 0.0000 -80 4.3693 -350 350 -5
474 603866.SH @SHENY21 CN 1.2660 1.0000 -0.001 1,221 -1.0000 1 0.0000 76 0.7633 58 58 -0
475 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,534 NaN 1 0.0000 85 18.5448 1,576 1,576 nan
479 601233.SH @TONGK14 CN 1.4756 2.0000 0.011 2,827 1.0000 -1 0.0000 -95 1.8367 -174 174 -2
483 688772.SH @ZHUHA19 CN 2.1002 2.0000 -0.016 2,919 -1.0000 1 0.0000 68 3.1444 214 214 -3
487 300379.ZK @BEIJI135 CN 1.5826 NaN nan 182 NaN -1 -0.0000 -89 0.3255 -29 29 nan
496 688063.SH @PYLON10 CN 2.1404 1.0000 0.007 1,446 1.0000 -1 0.0000 -70 8.7975 -616 616 -4
498 688208.SH @AUTEL3 CN 2.2496 3.0000 0.027 3,291 1.0000 -1 0.0000 -58 4.9109 -285 285 -8
499 688169.SH @BEIJI316 CN 1.4726 4.0000 0.035 6,289 1.0000 -1 0.0000 -38 24.2737 -922 922 -33
502 603799.SH @ZHEJI183 CN 1.7430 7.0000 0.093 13,758 1.0000 -1 0.0000 -61 8.6235 -526 526 -49
504 300347.ZK @HANGZ25 CN 1.6411 2.0000 -0.015 5,546 -1.0000 1 0.0000 35 7.5164 263 263 -4
510 688222.SH @HITGE1 CN 2.0690 4.0000 -0.038 919 -1.0000 1 0.0000 36 3.1009 112 112 -4
515 688599.SH @TRINA7 CN 1.7948 7.0000 -0.077 3,923 -1.0000 1 0.0000 89 2.5354 226 226 -17
516 603355.SH @KINGC7 CN 1.4974 2.0000 0.013 648 1.0000 -1 0.0000 -13 3.0560 -40 40 -1
517 300532.ZK @NEWTR5 CN 1.8685 3.0000 -0.027 783 -1.0000 1 0.0000 56 1.7272 97 97 -3
518 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.048 1,359 -1.0000 1 0.0000 48 2.8202 135 135 -7
519 600248.SH @YANGL1 CN 0.8861 2.0000 0.010 670 1.0000 -1 0.0000 -64 0.5430 -35 35 -0
522 000538.ZK @YUNNA10 CN 0.5527 5.0000 0.051 5,857 1.0000 -1 0.0000 -80 8.0061 -640 640 -33
551 002821.ZK @ASYMC1 CN 1.8133 5.0000 0.055 3,129 1.0000 -1 0.0000 -63 14.4520 -910 910 -50
556 601579.SH @KUAIJ1 CN 0.4901 6.0000 -0.068 636 -1.0000 1 0.0000 95 3.2342 307 307 -21
560 603659.SH @PUTAI1 CN 1.6755 6.0000 0.061 6,326 1.0000 -1 0.0000 -26 3.7014 -96 96 -6
563 002595.ZK @SHAND94 CN 0.6249 1.0000 0.004 6,275 1.0000 -1 0.0000 -95 7.8434 -745 745 -3
570 603357.SH @ANHUI116 CN 0.9922 3.0000 -0.026 348 -1.0000 1 0.0000 80 1.1716 94 94 -2
571 601005.SH @CHONG37 CN 1.2491 1.0000 0.007 1,225 1.0000 -1 0.0000 -96 0.2105 -20 20 -0
572 600346.SH @DALIA15 CN 0.9274 6.0000 0.069 6,159 1.0000 -1 0.0000 -86 2.3025 -198 198 -14
579 600125.SH @DALIA3 CN 0.7391 3.0000 0.023 800 1.0000 -1 0.0000 -68 0.8755 -60 60 -1
591 300015.ZK @AIERE1 CN 1.8035 4.0000 -0.035 10,838 -1.0000 1 0.0000 17 1.7609 30 30 -1
604 688122.SH @WESTE190 CN 1.3924 2.0000 0.010 4,147 1.0000 -1 0.0000 -89 9.5271 -848 848 -9
609 600141.SH @HUBEI6 CN 1.3131 6.0000 0.061 2,638 1.0000 -1 0.0000 -47 3.7365 -176 176 -11
622 002371.ZK @BEIJI84 CN 0.8734 4.0000 0.039 23,131 1.0000 -1 0.0000 -50 56.0442 -2,802 2,802 -109
626 600016.SH @CHINA214 CN 0.5063 1.0000 -0.004 17,758 -1.0000 1 0.0000 80 0.5626 45 45 -0
634 600361.SH @BEIJI41 CN 1.6355 1.0000 0.008 1,281 1.0000 -1 -0.0036 -64,500 0.5781 -37,286 37,286 -312
645 688012.SH @ADVAN315 CN 1.3181 3.0000 0.021 16,797 1.0000 -1 0.0000 -56 36.7487 -2,058 2,058 -43
718 002156.ZK @NANTO3 CN 1.6452 1.0000 0.001 6,604 1.0000 0 0.0000 0 5.4398 0 0 0
724 300602.ZK @SHENZ231 CN 2.3530 2.0000 0.013 2,528 1.0000 0 0.0000 0 4.3440 0 0 0
735 002050.ZK @ZHEJI51 CN 1.9690 5.0000 0.045 12,704 1.0000 0 0.0000 0 6.0783 0 0 0
766 SAWAD_n.BK @SRISA3 TH 0.4027 5.0000 0.045 1,471 1.0000 -1 0.0000 -50 0.8856 -44 44 -2
771 GULF_n.BK @GULFD3 TH NaN NaN nan 13,551 NaN -1 -0.0000 -13 1.3743 -18 18 nan
773 KCE_n.BK @KCEEL3 TH 0.8418 3.0000 -0.025 921 -1.0000 1 0.0029 39,700 0.7787 30,916 30,916 -772
781 BBL_n.BK @BANGK27 TH 0.2356 2.0000 0.018 8,890 1.0000 -1 -0.0025 -5,600 4.6572 -26,080 26,080 -478