total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -170,306 3,692,555 118 42,301,706 -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 9.0000 0.140 5,380 1.0000 -1 0.0000 -1,000 3.4551 -3,455 3,455 -483
10 1519.HK @JTGLO1 HK 1.3996 1.0000 0.002 9,868 1.0000 -1 -0.0021 -16,600 1.3375 -22,203 22,203 -44
17 9896.HK @MINIS7 HK 1.8695 7.0000 0.081 6,838 1.0000 -1 -0.0015 -2,800 5.5251 -15,470 15,470 -1,253
31 6285.TW @WISTR2 TW 0.9808 2.0000 0.019 1,551 1.0000 -1 -0.0107 -28,000 4.0041 -112,114 112,114 -2,145
34 1171.HK @YANZH2 HK 0.9787 3.0000 0.021 4,608 1.0000 -1 -0.0254 -184,000 1.4495 -266,710 266,710 -5,606
35 2057.HK @ZTOEX4 HK 1.1569 7.0000 0.079 8,660 1.0000 -1 0.0000 -650 19.2967 -12,543 12,543 -993
41 6890.T @FERRO28 JP 1.6129 2.0000 0.016 1,299 1.0000 -1 -0.0055 -2,100 27.5622 -57,881 57,881 -913
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.217 34,493 1.0000 -1 0.0000 -1,850 15.1259 -27,983 27,983 -6,077
43 9988.HK @ALIBA15 HK 1.7294 8.0000 0.098 405,692 1.0000 -1 0.0000 -1,200 21.2535 -25,504 25,504 -2,502
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.136 1,140 1.0000 -1 -0.0083 -20,000 4.3768 -87,537 87,537 -11,934
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.265 5,407 1.0000 -1 0.0000 -400 5.0488 -2,020 2,020 -534
55 2543.TW @HWANG2 TW 1.0800 1.0000 0.005 674 1.0000 -1 0.0000 -207 2.3436 -485 485 -2
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.201 4,545 1.0000 -1 0.0000 -600 9.1849 -5,511 5,511 -1,107
58 0763.HK @ZTECO2 HK 2.1640 8.0000 0.109 3,951 1.0000 -1 0.0000 -1,600 5.2290 -8,366 8,366 -910
63 NWL.AX @NETWE1 AU 0.6278 3.0000 -0.024 2,848 -1.0000 1 0.0018 881 21.4928 18,935 18,935 -462
71 1801.HK @INNOV87 HK 1.0957 4.0000 0.034 19,169 1.0000 -1 -0.0048 -4,500 11.1867 -50,340 50,340 -1,708
76 2013.HK @WEIMO2 HK 3.0665 5.0000 0.046 1,112 1.0000 -1 -0.0021 -72,000 0.3077 -22,152 22,152 -1,012
77 6979.HK @ZJLDG1 HK 1.8884 4.0000 0.042 3,887 1.0000 -1 0.0000 -1,600 1.1470 -1,835 1,835 -78
78 2252.HK @SHANG384 HK 2.9121 4.0000 0.032 1,380 1.0000 -1 -0.0067 -20,000 3.5427 -70,853 70,853 -2,297
80 0998.HK @CHINA536 HK 0.6376 7.0000 0.084 9,000 1.0000 -1 0.0000 -1,000 0.9449 -945 945 -79
82 5871.TW @CHAIL1 TW 1.0783 8.0000 0.112 5,762 1.0000 -1 0.0000 -800 3.3667 -2,693 2,693 -302
86 2158.HK @YIDUT1 HK 2.3441 4.0000 0.032 780 1.0000 -1 0.0000 -7,800 0.7325 -5,713 5,713 -181
88 0836.HK @CHINA276 HK 0.5669 3.0000 0.028 4,642 1.0000 -1 -0.0256 -114,000 2.3596 -268,998 268,998 -7,544
99 0853.HK @MICRO183 HK 2.5543 7.0000 0.095 1,902 1.0000 -1 -0.0033 -21,800 1.6040 -34,967 34,967 -3,321
101 1519.TW @FORTU25 TW 1.1179 3.0000 0.030 5,637 1.0000 -1 0.0000 -500 19.6117 -9,806 9,806 -291
105 5880.TW @TWCOO1 TW 0.3673 4.0000 0.043 12,327 1.0000 -1 -0.0164 -219,460 0.7861 -172,518 172,518 -7,412
117 5482.T @AICHI5 JP 0.8477 5.0000 0.054 675 1.0000 -1 -0.0011 -700 17.1410 -11,999 11,999 -644
138 BDO.PS @BCODE64 PH 0.0660 1.0000 -0.005 5,947 -1.0000 1 0.0091 40,219 2.3724 95,414 95,414 -483
150 2884.TW @ESUNF1 TW 0.4755 7.0000 0.087 17,182 1.0000 -1 0.0000 -660 1.0623 -701 701 -61
153 271560.KS @ORION55 KR 0.5481 4.0000 -0.041 1,760 -1.0000 1 0.0079 1,177 70.6455 83,150 83,150 -3,401
156 058470.KQ @LEENO1 KR 0.7559 3.0000 -0.031 3,046 -1.0000 1 0.0188 4,942 39.9668 197,516 197,516 -6,083
158 028050.KS @SAMSU34 KR 0.4681 1.0000 -0.000 3,122 -1.0000 1 0.0078 4,174 19.6668 82,089 82,089 -25
159 005930.KS @SAMSU48 KR 0.6061 4.0000 -0.040 385,811 -1.0000 1 0.0060 912 68.6050 62,568 62,568 -2,528
160 018260.KS @SAMSU530 KR 0.0983 6.0000 -0.070 5,407 -1.0000 1 0.0034 310 116.4525 36,100 36,100 -2,510
161 066570.KS @LGELE11 KR 0.5428 8.0000 -0.122 6,645 -1.0000 1 0.0040 663 62.7647 41,613 41,613 -5,093
164 3939.HK @WANGU1 HK 0.3735 10.0000 0.180 4,072 1.0000 -1 0.0000 -2,000 4.3820 -8,764 8,764 -1,577
165 1385.HK @SHANG12 HK 2.1864 8.0000 0.121 1,521 1.0000 -1 -0.0010 -2,000 5.3501 -10,700 10,700 -1,297
166 9868.HK @XPENG2 HK 2.3317 8.0000 0.121 15,943 1.0000 -1 -0.0021 -2,000 10.8649 -21,730 21,730 -2,623
167 1288.HK @AGRIC28 HK 0.5605 3.0000 0.025 22,793 1.0000 -1 0.0000 -9,000 0.7415 -6,673 6,673 -168
169 138040.KS @MERIT202 KR 0.5745 5.0000 -0.043 14,364 -1.0000 1 0.0049 627 81.9741 51,398 51,398 -2,231
170 9926.HK @AKESO1 HK 1.0918 4.0000 0.032 14,170 1.0000 -1 -0.0059 -4,000 15.3833 -61,533 61,533 -1,963
189 SEAT.SI @SEMBC4 SG 1.0852 2.0000 0.017 5,510 1.0000 -1 -0.0040 -26,200 1.6149 -42,310 42,310 -704
190 2801.TW @CHANG17 TW 0.3166 1.0000 0.007 7,147 1.0000 -1 -0.0044 -69,650 0.6603 -45,987 45,987 -337
192 2858.HK @YIXIN1 HK 2.0217 7.0000 0.083 1,107 1.0000 -1 -0.0016 -48,000 0.3398 -16,313 16,313 -1,361
197 2880.TW @HUANA1 TW 0.3887 6.0000 0.058 13,488 1.0000 -1 0.0000 -710 0.9691 -688 688 -40
198 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.011 1,039 -1.0000 1 0.0019 672 29.7288 19,978 19,978 -216
199 017800.KS @HYUND21 KR 0.3339 1.0000 -0.003 1,712 -1.0000 1 0.0013 227 58.4022 13,257 13,257 -35
200 039490.KS @KIWOO1 KR 0.8380 7.0000 -0.084 5,069 -1.0000 1 0.0000 11 192.0939 2,113 2,113 -177
201 032640.KS @LGTEL1 KR 0.1658 3.0000 -0.021 2,801 -1.0000 1 0.0000 371 10.5124 3,900 3,900 -83
202 251270.KS @NETMA8 KR 0.5393 7.0000 -0.078 1,959 -1.0000 1 0.0080 2,176 38.6299 84,059 84,059 -6,586
208 042670.KS @DAEWO5 KR 0.9038 4.0000 -0.036 1,367 -1.0000 1 0.0000 490 11.1386 5,458 5,458 -194
210 9901.HK @NEWOR8 HK 1.1867 3.0000 0.022 8,993 1.0000 -1 -0.0045 -8,000 5.8881 -47,105 47,105 -1,017
211 2142.HK @HBMHL1 HK 2.0065 7.0000 0.093 1,333 1.0000 -1 -0.0010 -6,000 1.6825 -10,095 10,095 -943
216 2276.HK @SHANG389 HK 0.4139 7.0000 0.092 1,961 1.0000 -1 -0.0010 -2,000 5.1080 -10,216 10,216 -940
217 UOBH.SI @UTDOS11 SG 0.5067 4.0000 0.041 41,027 1.0000 -1 -0.0071 -2,800 26.6883 -74,727 74,727 -3,081
219 3774.T @INTER396 JP 0.1580 3.0000 -0.026 2,690 -1.0000 1 0.0000 500 17.8839 8,942 8,942 -229
221 0857.HK @PETRO74 HK 0.8920 6.0000 0.073 21,185 1.0000 0 0.0000 0 1.0041 0 0 0
226 032830.KS @SAMSU501 KR 0.4680 3.0000 0.028 16,856 1.0000 -1 0.0000 -61 112.3714 -6,855 6,855 -189
229 2883.HK @CHINA258 HK 1.1030 8.0000 0.114 1,606 1.0000 -1 -0.0088 -104,000 0.8870 -92,243 92,243 -10,486
230 1138.HK @CHINA282 HK 1.3277 8.0000 0.099 1,707 1.0000 -1 -0.0050 -40,000 1.3169 -52,677 52,677 -5,214
235 2423.HK @KEHOL3 HK 2.0487 8.0000 0.097 13,959 1.0000 -1 -0.0166 -28,000 6.2151 -174,023 174,023 -16,886
238 033500.KQ @FINET1 KR 0.1966 4.0000 -0.037 398 -1.0000 1 0.0017 813 21.3907 17,391 17,391 -647
245 3896.HK @KINGS113 HK 2.8296 7.0000 0.089 2,205 1.0000 -1 -0.0011 -14,000 0.8535 -11,949 11,949 -1,062
246 2881.TW @FUBON8 TW 0.6606 4.0000 0.043 34,844 1.0000 -1 -0.0220 -77,850 2.9614 -230,542 230,542 -9,802
248 2695.T @KURAC1 JP 0.4434 1.0000 -0.001 584 -1.0000 1 0.0037 1,700 23.1177 39,300 39,300 -37
252 6078.HK @HYGEI5 HK 2.1590 1.0000 0.001 1,064 1.0000 -1 -0.0036 -22,000 1.7198 -37,837 37,837 -33
253 1302.HK @LIFET16 HK 1.5401 6.0000 0.059 1,228 1.0000 -1 0.0000 -36,000 0.2652 -9,547 9,547 -564
257 DOW.AX @DOWNE2 AU 0.4353 2.0000 -0.011 3,354 -1.0000 1 0.0000 527 5.0150 2,643 2,643 -29
261 2871.T @NICHI31 JP 0.0093 3.0000 -0.030 3,035 -1.0000 1 0.0000 300 11.8109 3,543 3,543 -105
268 TLS.AX @TELST3 AU -0.0508 4.0000 -0.033 36,445 -1.0000 1 0.0049 15,983 3.2109 51,320 51,320 -1,711
276 0285.HK @BYDEL1 HK 2.3017 9.0000 0.138 3,966 1.0000 -1 -0.0030 -6,000 5.1776 -31,065 31,065 -4,290
279 6098.HK @COUNT118 HK 1.8982 10.0000 0.179 2,159 1.0000 -1 0.0000 -2,000 0.8071 -1,614 1,614 -288
283 3107.T @DAIWA21 JP 0.6709 2.0000 -0.012 1,832 -1.0000 1 0.0000 100 19.0083 1,901 1,901 -22
284 DBSM.SI @DBSGR2 SG 0.6941 7.0000 0.081 114,753 1.0000 0 0.0000 0 40.4342 0 0 0
287 9449.T @GLOBA80 JP 0.7266 2.0000 0.012 1,676 1.0000 -1 0.0000 -100 23.1045 -2,310 2,310 -28
292 8377.T @HOKUG1 JP 1.2572 2.0000 0.011 2,937 1.0000 -1 0.0000 -100 23.7877 -2,379 2,379 -25
303 2282.T @NIPPO99 JP -0.0118 1.0000 -0.006 3,747 -1.0000 1 0.0000 200 37.8109 7,562 7,562 -47
320 0669.HK @TECHT5 HK 1.2809 3.0000 0.028 22,814 1.0000 0 0.0000 0 12.4611 0 0 0
327 0881.HK @ZHONG36 HK 2.3989 8.0000 0.109 1,236 1.0000 -1 0.0000 -2,000 1.6838 -3,368 3,368 -367
334 6505.TW @FORMO17 TW 0.8461 3.0000 0.028 2,438 1.0000 -1 -0.0018 -13,000 1.4218 -18,484 18,484 -509
346 7012.T @KAWAS12 JP 1.7409 4.0000 0.036 10,962 1.0000 -1 -0.0062 -1,000 65.2803 -65,280 65,280 -2,328
347 5406.T @KOBES3 JP 0.7936 2.0000 0.015 4,610 1.0000 -1 0.0000 -200 11.6318 -2,326 2,326 -36
350 4612.T @NIPPO90 JP 1.1604 1.0000 0.002 7,193 1.0000 -1 -0.0035 -5,400 6.7430 -36,412 36,412 -73
353 1164.HK @VITAL12 HK 1.0674 1.0000 0.005 1,447 1.0000 -1 0.0000 -5,000 0.4428 -2,214 2,214 -11
355 COL.AX @COLES10 AU -0.2404 4.0000 -0.032 20,192 -1.0000 1 0.0033 2,294 15.0449 34,513 34,513 -1,102
356 2603.TW @EVERG16 TW 0.6878 9.0000 0.129 12,880 1.0000 0 0.0000 0 5.9489 0 0 0
358 5803.T @FUJIK9 JP 1.7006 2.0000 0.019 32,727 1.0000 0 0.0000 0 110.6136 0 0 0
366 8697.T @OSAKA14 JP 0.7665 1.0000 -0.003 12,708 -1.0000 0 0.0000 0 12.1658 0 0 -0
367 055550.KS @SHINH4 KR 0.4986 2.0000 -0.019 23,983 -1.0000 1 0.0000 59 51.9990 3,068 3,068 -57
386 6098.T @RECRU27 JP 0.7094 5.0000 0.044 82,060 1.0000 0 0.0000 0 52.4710 0 0 0
388 9502.T @CHUBU2 JP 0.2857 3.0000 -0.022 10,620 -1.0000 0 0.0000 0 14.0100 0 0 -0
392 6946.T @NIPPO79 JP 1.3233 6.0000 -0.058 283 -1.0000 0 0.0000 0 31.3101 0 0 -0
403 7013.T @ISHIK5 JP 0.9143 3.0000 0.026 20,398 1.0000 0 0.0000 0 18.8391 0 0 0
406 4151.T @KYOWA7 JP -0.0444 2.0000 0.015 7,959 1.0000 0 0.0000 0 15.1410 0 0 0
408 6269.T @MODEC1 JP 1.4202 1.0000 0.002 3,249 1.0000 -1 0.0000 -100 55.9204 -5,592 5,592 -9
431 6821.HK @ASYMC3 HK 2.3619 10.0000 0.220 323 1.0000 0 0.0000 0 11.7209 0 0 0
432 3993.HK @CHINA535 HK 2.0007 10.0000 0.250 7,454 1.0000 0 0.0000 0 1.8949 0 0 0
433 4483.T @JMDCI1 JP 0.5456 7.0000 -0.093 956 -1.0000 0 0.0000 0 31.7811 0 0 -0
436 9992.HK @POPMA2 HK 1.0910 10.0000 0.279 43,289 1.0000 0 0.0000 0 32.2342 0 0 0
442 4540.T @TSUMU3 JP 0.5716 4.0000 -0.041 1,850 -1.0000 0 0.0000 0 24.1061 0 0 -0
461 600570.SH @HANGZ8 CN 1.9115 1.0000 0.007 6,692 1.0000 -1 0.0000 -80 4.4705 -358 358 -2
469 603881.SH @SHANG248 CN 1.7813 1.0000 -0.008 1,825 -1.0000 1 0.0000 74 4.7036 348 348 -3
471 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,660 NaN 1 -0.0000 85 20.0687 1,706 1,706 nan
479 688772.SH @ZHUHA19 CN 2.1002 5.0000 -0.043 3,390 -1.0000 1 0.0000 68 3.6517 248 248 -11
483 300379.ZK @BEIJI135 CN 1.5826 NaN nan 179 NaN -1 -0.0000 -89 0.3202 -28 28 nan
492 688063.SH @PYLON10 CN 2.1404 2.0000 0.018 1,493 1.0000 -1 0.0000 -70 9.0814 -636 636 -12
494 688208.SH @AUTEL3 CN 2.2496 3.0000 0.022 3,499 1.0000 -1 0.0000 -58 5.2205 -303 303 -7
495 688169.SH @BEIJI316 CN 1.4726 1.0000 0.010 6,517 1.0000 -1 0.0000 -38 25.1515 -956 956 -10
498 603799.SH @ZHEJI183 CN 1.7430 8.0000 0.100 14,031 1.0000 -1 0.0000 -61 8.7949 -536 536 -53
506 688222.SH @HITGE1 CN 2.0690 5.0000 -0.045 960 -1.0000 1 0.0000 36 3.2373 117 117 -5
511 688599.SH @TRINA7 CN 1.7948 5.0000 -0.051 3,890 -1.0000 1 0.0000 89 2.5140 224 224 -11
512 603355.SH @KINGC7 CN 1.4974 2.0000 0.019 656 1.0000 -1 0.0000 -13 3.0927 -40 40 -1
513 300532.ZK @NEWTR5 CN 1.8685 4.0000 -0.032 812 -1.0000 1 0.0000 56 1.7921 100 100 -3
514 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.053 1,377 -1.0000 1 0.0000 48 2.8567 137 137 -7
515 600248.SH @YANGL1 CN 0.8861 1.0000 0.001 685 1.0000 -1 0.0000 -64 0.5548 -36 36 -0
518 000538.ZK @YUNNA10 CN 0.5527 6.0000 0.061 5,817 1.0000 -1 0.0000 -80 7.9522 -636 636 -39
531 601169.SH @BANKO53 CN 0.3224 1.0000 0.009 13,879 1.0000 -1 0.0000 -34 0.8006 -27 27 -0
547 002821.ZK @ASYMC1 CN 1.8133 4.0000 0.042 3,255 1.0000 -1 0.0000 -63 15.0364 -947 947 -40
552 601579.SH @KUAIJ1 CN 0.4901 5.0000 -0.055 628 -1.0000 1 0.0000 95 3.1966 304 304 -17
556 603659.SH @PUTAI1 CN 1.6755 7.0000 0.084 6,359 1.0000 -1 0.0000 -26 3.7205 -97 97 -8
559 002595.ZK @SHAND94 CN 0.6249 1.0000 0.008 6,348 1.0000 -1 0.0000 -95 7.9353 -754 754 -6
565 000425.ZK @XUZHO2 CN 0.7580 3.0000 0.029 13,472 1.0000 -1 0.0000 -97 1.5702 -152 152 -4
566 603357.SH @ANHUI116 CN 0.9922 3.0000 -0.028 357 -1.0000 1 0.0000 80 1.2008 96 96 -3
568 600346.SH @DALIA15 CN 0.9274 6.0000 0.073 6,154 1.0000 -1 0.0000 -86 2.3005 -198 198 -15
570 600528.SH @CHINA221 CN 0.9657 1.0000 -0.008 1,229 -1.0000 1 0.0000 8 1.2289 10 10 -0
575 600125.SH @DALIA3 CN 0.7391 1.0000 0.007 816 1.0000 -1 0.0000 -68 0.8933 -61 61 -0
595 600673.SH @CHENG11 CN 0.9792 1.0000 0.004 4,919 1.0000 -1 0.0000 -19 2.9185 -55 55 -0
605 600141.SH @HUBEI6 CN 1.3131 5.0000 0.051 2,668 1.0000 -1 0.0000 -47 3.7781 -178 178 -9
618 002371.ZK @BEIJI84 CN 0.8734 1.0000 0.007 23,679 1.0000 -1 0.0000 -50 57.3718 -2,869 2,869 -20
641 688012.SH @ADVAN315 CN 1.3181 1.0000 0.000 17,313 1.0000 -1 0.0000 -56 37.8761 -2,121 2,121 -0
677 002594.ZK @BYDCO4 CN 1.3351 5.0000 0.049 72,754 1.0000 0 0.0000 0 14.7134 0 0 0
741 601318.SH @PINGA4 CN 1.0206 4.0000 0.037 79,131 1.0000 -1 -0.0204 -26,200 8.1572 -213,720 213,720 -7,852
771 GULF_n.BK @GULFD3 TH NaN NaN nan 13,546 NaN -1 -0.0000 -13 1.3738 -18 18 nan
773 KCE_n.BK @KCEEL3 TH 0.8418 1.0000 -0.006 934 -1.0000 1 0.0024 31,900 0.7905 25,216 25,216 -139
781 BBL_n.BK @BANGK27 TH 0.2356 1.0000 0.009 9,112 1.0000 -1 -0.0025 -5,600 4.7736 -26,732 26,732 -252