total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -175,236 3,967,149 118 42,267,143 -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 0.146 5,330 1.0000 -1 0.0000 -1,000 3.4225 -3,423 3,423 -500
17 9896.HK @MINIS7 HK 1.8695 6.0000 0.071 6,847 1.0000 -1 -0.0015 -2,800 5.5326 -15,491 15,491 -1,104
31 6285.TW @WISTR2 TW 0.9808 2.0000 0.021 1,546 1.0000 -1 -0.0106 -28,000 3.9911 -111,752 111,752 -2,307
34 1171.HK @YANZH2 HK 0.9787 3.0000 0.030 4,471 1.0000 -1 -0.0247 -184,000 1.4063 -258,763 258,763 -7,842
35 2057.HK @ZTOEX4 HK 1.1569 8.0000 0.111 8,500 1.0000 -1 0.0000 -650 18.9397 -12,311 12,311 -1,364
41 6890.T @FERRO28 JP 1.6129 1.0000 0.007 1,309 1.0000 -1 -0.0045 -1,700 27.7750 -47,218 47,218 -343
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.239 33,772 1.0000 -1 0.0000 -1,850 14.8095 -27,398 27,398 -6,540
43 9988.HK @ALIBA15 HK 1.7294 8.0000 0.112 397,629 1.0000 -1 0.0000 -1,200 20.8311 -24,997 24,997 -2,811
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.146 1,103 1.0000 -1 -0.0081 -20,000 4.2357 -84,714 84,714 -12,335
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.256 5,321 1.0000 -1 0.0000 -400 4.9691 -1,988 1,988 -508
55 2543.TW @HWANG2 TW 1.0800 1.0000 0.002 672 1.0000 -1 0.0000 -207 2.3360 -484 484 -1
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.199 4,495 1.0000 -1 0.0000 -600 9.0838 -5,450 5,450 -1,086
58 0763.HK @ZTECO2 HK 2.1640 9.0000 0.129 3,818 1.0000 -1 0.0000 -1,600 5.0540 -8,086 8,086 -1,047
63 NWL.AX @NETWE1 AU 0.6278 2.0000 -0.012 2,805 -1.0000 1 0.0017 851 21.1704 18,016 18,016 -221
71 1801.HK @INNOV87 HK 1.0957 7.0000 0.077 18,784 1.0000 -1 -0.0047 -4,500 10.9624 -49,331 49,331 -3,809
76 2013.HK @WEIMO2 HK 3.0665 5.0000 0.051 1,121 1.0000 -1 -0.0020 -72,000 0.2959 -21,307 21,307 -1,095
77 6979.HK @ZJLDG1 HK 1.8884 5.0000 0.046 3,819 1.0000 -1 0.0000 -1,600 1.1271 -1,803 1,803 -82
78 2252.HK @SHANG384 HK 2.9121 4.0000 0.042 1,352 1.0000 -1 -0.0066 -20,000 3.4714 -69,428 69,428 -2,936
80 0998.HK @CHINA536 HK 0.6376 5.0000 0.047 9,105 1.0000 -1 0.0000 -1,000 0.9560 -956 956 -45
82 5871.TW @CHAIL1 TW 1.0783 8.0000 0.098 5,799 1.0000 -1 0.0000 -800 3.3884 -2,711 2,711 -267
86 2158.HK @YIDUT1 HK 2.3441 3.0000 0.023 786 1.0000 -1 0.0000 -7,800 0.7385 -5,761 5,761 -134
88 0836.HK @CHINA276 HK 0.5669 3.0000 0.024 4,640 1.0000 -1 -0.0256 -114,000 2.3585 -268,863 268,863 -6,444
99 0853.HK @MICRO183 HK 2.5543 8.0000 0.097 1,857 1.0000 -1 -0.0033 -21,800 1.5659 -34,136 34,136 -3,306
101 1519.TW @FORTU25 TW 1.1179 3.0000 0.027 5,619 1.0000 -1 0.0000 -500 19.5484 -9,774 9,774 -266
105 5880.TW @TWCOO1 TW 0.3673 4.0000 0.040 12,338 1.0000 -1 -0.0164 -219,460 0.7868 -172,676 172,676 -6,946
117 5482.T @AICHI5 JP 0.8477 5.0000 0.046 691 1.0000 -1 -0.0010 -600 17.5536 -10,532 10,532 -481
150 2884.TW @ESUNF1 TW 0.4755 7.0000 0.083 17,179 1.0000 -1 0.0000 -660 1.0621 -701 701 -58
153 271560.KS @ORION55 KR 0.5481 5.0000 -0.056 1,778 -1.0000 1 0.0080 1,177 71.4041 84,043 84,043 -4,688
154 6770.TW @POWER587 TW 1.1765 1.0000 0.008 3,057 1.0000 -1 -0.0040 -46,000 0.9123 -41,964 41,964 -351
156 058470.KQ @LEENO1 KR 0.7559 4.0000 -0.040 3,062 -1.0000 1 0.0189 4,935 40.1735 198,256 198,256 -7,924
158 028050.KS @SAMSU34 KR 0.4681 1.0000 -0.009 3,150 -1.0000 1 0.0079 4,174 19.8422 82,822 82,822 -769
159 005930.KS @SAMSU48 KR 0.6061 5.0000 -0.047 387,407 -1.0000 1 0.0060 912 68.8889 62,827 62,827 -2,929
160 018260.KS @SAMSU530 KR 0.0983 7.0000 -0.083 5,449 -1.0000 1 0.0034 308 117.3766 36,152 36,152 -2,985
161 066570.KS @LGELE11 KR 0.5428 8.0000 -0.122 6,628 -1.0000 1 0.0040 663 62.6009 41,504 41,504 -5,068
164 3939.HK @WANGU1 HK 0.3735 10.0000 0.187 3,943 1.0000 -1 0.0000 -2,000 4.2434 -8,487 8,487 -1,588
165 1385.HK @SHANG12 HK 2.1864 8.0000 0.116 1,525 1.0000 -1 -0.0010 -2,000 5.3628 -10,726 10,726 -1,245
166 9868.HK @XPENG2 HK 2.3317 9.0000 0.141 15,642 1.0000 -1 -0.0020 -2,000 10.6600 -21,320 21,320 -3,016
167 1288.HK @AGRIC28 HK 0.5605 3.0000 0.028 23,137 1.0000 -1 0.0000 -13,000 0.7527 -9,785 9,785 -275
169 138040.KS @MERIT202 KR 0.5745 5.0000 -0.045 14,299 -1.0000 1 0.0049 627 81.6047 51,166 51,166 -2,323
170 9926.HK @AKESO1 HK 1.0918 4.0000 0.036 13,808 1.0000 -1 -0.0057 -4,000 14.9896 -59,958 59,958 -2,181
178 009540.KS @HYUND30 KR 0.2894 5.0000 -0.050 14,849 -1.0000 1 0.0067 218 322.7857 70,367 70,367 -3,542
187 8366.T @SHIGA1 JP 0.8737 1.0000 0.000 2,145 1.0000 -1 -0.0023 -600 40.4120 -24,247 24,247 -8
190 2801.TW @CHANG17 TW 0.3166 2.0000 0.016 7,124 1.0000 -1 -0.0044 -69,650 0.6581 -45,839 45,839 -752
192 2858.HK @YIXIN1 HK 2.0217 7.0000 0.080 1,102 1.0000 -1 -0.0015 -48,000 0.3384 -16,243 16,243 -1,306
197 2880.TW @HUANA1 TW 0.3887 6.0000 0.058 13,512 1.0000 -1 0.0000 -710 0.9709 -689 689 -40
198 005290.KQ @DONGJ1 KR 1.1860 3.0000 -0.022 1,022 -1.0000 1 0.0019 672 29.2394 19,649 19,649 -440
199 017800.KS @HYUND21 KR 0.3339 2.0000 -0.014 1,729 -1.0000 1 0.0013 227 58.9678 13,386 13,386 -191
200 039490.KS @KIWOO1 KR 0.8380 5.0000 -0.056 4,931 -1.0000 1 0.0000 11 186.8943 2,056 2,056 -115
201 032640.KS @LGTEL1 KR 0.1658 3.0000 -0.022 2,789 -1.0000 1 0.0000 371 10.4661 3,883 3,883 -87
202 251270.KS @NETMA8 KR 0.5393 7.0000 -0.077 2,005 -1.0000 1 0.0082 2,176 39.5447 86,049 86,049 -6,612
208 042670.KS @DAEWO5 KR 0.9038 5.0000 -0.046 1,379 -1.0000 1 0.0000 490 11.2346 5,505 5,505 -252
211 2142.HK @HBMHL1 HK 2.0065 7.0000 0.095 1,321 1.0000 -1 -0.0010 -6,000 1.6675 -10,005 10,005 -948
216 2276.HK @SHANG389 HK 0.4139 8.0000 0.096 1,934 1.0000 -1 -0.0010 -2,000 5.0360 -10,072 10,072 -966
217 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.030 40,897 1.0000 -1 -0.0071 -2,800 26.6056 -74,496 74,496 -2,218
219 3774.T @INTER396 JP 0.1580 3.0000 -0.026 2,705 -1.0000 1 0.0000 500 17.9814 8,991 8,991 -236
225 032830.KS @SAMSU501 KR 0.4680 2.0000 0.015 16,726 1.0000 -1 0.0000 -61 111.5078 -6,802 6,802 -99
228 2883.HK @CHINA258 HK 1.1030 8.0000 0.100 1,655 1.0000 -1 -0.0091 -104,000 0.9135 -95,007 95,007 -9,532
229 1138.HK @CHINA282 HK 1.3277 8.0000 0.110 1,649 1.0000 -1 -0.0046 -38,000 1.2725 -48,355 48,355 -5,307
234 2423.HK @KEHOL3 HK 2.0487 7.0000 0.090 13,883 1.0000 -1 -0.0165 -28,000 6.1811 -173,071 173,071 -15,527
237 033500.KQ @FINET1 KR 0.1966 5.0000 -0.050 396 -1.0000 1 0.0016 813 21.2745 17,296 17,296 -869
244 3896.HK @KINGS113 HK 2.8296 7.0000 0.085 2,164 1.0000 -1 -0.0011 -14,000 0.8376 -11,727 11,727 -992
245 2881.TW @FUBON8 TW 0.6606 3.0000 0.025 35,115 1.0000 -1 -0.0221 -77,850 2.9844 -232,335 232,335 -5,699
247 2695.T @KURAC1 JP 0.4434 2.0000 -0.015 585 -1.0000 1 0.0038 1,700 23.1678 39,385 39,385 -572
251 6078.HK @HYGEI5 HK 2.1590 1.0000 0.001 1,065 1.0000 -1 -0.0036 -22,000 1.7216 -37,874 37,874 -54
252 1302.HK @LIFET16 HK 1.5401 6.0000 0.063 1,240 1.0000 -1 0.0000 -36,000 0.2676 -9,635 9,635 -603
255 DOW.AX @DOWNE2 AU 0.4353 1.0000 -0.005 3,302 -1.0000 1 0.0000 527 4.9374 2,602 2,602 -12
259 2871.T @NICHI31 JP 0.0093 4.0000 -0.039 3,050 -1.0000 1 0.0000 300 11.8669 3,560 3,560 -140
266 TLS.AX @TELST3 AU -0.0508 4.0000 -0.033 36,232 -1.0000 1 0.0045 14,730 3.1921 47,020 47,020 -1,563
274 0285.HK @BYDEL1 HK 2.3017 9.0000 0.154 3,795 1.0000 -1 -0.0028 -6,000 4.9536 -29,722 29,722 -4,582
277 6098.HK @COUNT118 HK 1.8982 10.0000 0.181 2,161 1.0000 -1 0.0000 -2,000 0.8080 -1,616 1,616 -292
278 3387.T @CREAT35 JP 0.3273 1.0000 -0.001 1,269 -1.0000 0 -0.0000 0 5.0548 0 0 -0
280 4568.T @DAIIC31 JP 0.4211 1.0000 0.000 50,957 1.0000 0 0.0000 0 26.8997 0 0 0
281 3107.T @DAIWA21 JP 0.6709 2.0000 -0.014 1,829 -1.0000 1 0.0000 100 18.9818 1,898 1,898 -27
284 9449.T @GLOBA80 JP 0.7266 1.0000 0.006 1,683 1.0000 0 0.0000 0 23.1941 0 0 0
289 8377.T @HOKUG1 JP 1.2572 2.0000 0.013 2,890 1.0000 -1 0.0000 -100 23.4047 -2,340 2,340 -30
291 DNL.AX @INCIT3 AU 0.5548 1.0000 -0.003 3,739 -1.0000 1 0.0163 82,151 2.0827 171,092 171,092 -455
300 2282.T @NIPPO99 JP -0.0118 2.0000 -0.015 3,746 -1.0000 1 0.0000 200 37.8056 7,561 7,561 -113
323 0881.HK @ZHONG36 HK 2.3989 8.0000 0.108 1,228 1.0000 -1 0.0000 -2,000 1.6739 -3,348 3,348 -361
330 6505.TW @FORMO17 TW 0.8461 3.0000 0.029 2,483 1.0000 -1 -0.0018 -13,000 1.4482 -18,827 18,827 -537
333 034230.KS @PARAD13 KR 0.4210 1.0000 -0.006 769 -1.0000 1 0.0016 1,217 13.4215 16,334 16,334 -93
343 5406.T @KOBES3 JP 0.7936 1.0000 0.008 4,639 1.0000 -1 0.0000 -200 11.7057 -2,341 2,341 -18
349 1164.HK @VITAL12 HK 1.0674 1.0000 0.008 1,417 1.0000 -1 0.0000 -5,000 0.4336 -2,168 2,168 -16
360 055550.KS @SHINH4 KR 0.4986 1.0000 -0.003 23,878 -1.0000 1 0.0000 59 51.7715 3,055 3,055 -9
379 9501.T @TOKYO49 JP 0.7951 4.0000 -0.033 8,282 -1.0000 0 0.0000 0 5.1535 0 0 -0
385 WBC.AX @WESTP10 AU 0.2208 2.0000 -0.019 87,079 -1.0000 0 0.0000 0 25.4590 0 0 -0
389 4519.T @CHUGA4 JP 0.4023 4.0000 0.037 31,951 1.0000 0 0.0000 0 47.5730 0 0 0
401 STO.AX @SANTO10 AU 0.4934 4.0000 0.035 13,296 1.0000 0 0.0000 0 4.0939 0 0 0
427 6821.HK @ASYMC3 HK 2.3619 10.0000 0.223 320 1.0000 0 0.0000 0 11.6314 0 0 0
428 9626.HK @BILIB6 HK 2.5812 4.0000 0.037 8,327 1.0000 0 0.0000 0 28.7440 0 0 0
433 5631.T @JAPAN191 JP 1.3456 3.0000 -0.026 4,979 -1.0000 0 0.0000 0 66.9036 0 0 -0
435 4483.T @JMDCI1 JP 0.5456 8.0000 -0.101 968 -1.0000 0 0.0000 0 32.1717 0 0 -0
436 6141.T @MORIS3 JP 1.3077 2.0000 -0.012 2,975 -1.0000 0 0.0000 0 20.9037 0 0 -0
437 3659.T @NEXON2 JP 0.6670 6.0000 0.074 8,622 1.0000 0 0.0000 0 20.4824 0 0 0
442 6302.T @SUMIT36 JP 0.8567 4.0000 -0.035 2,975 -1.0000 0 0.0000 0 24.2077 0 0 -0
444 9861.T @YOSHI3 JP 0.1733 2.0000 -0.020 1,345 -1.0000 1 0.0000 300 20.6536 6,196 6,196 -126
449 600176.SH @CHINA130 CN 0.9931 1.0000 0.010 4,704 1.0000 -1 0.0000 -79 2.1762 -172 172 -2
462 600570.SH @HANGZ8 CN 1.9115 1.0000 0.004 6,631 1.0000 -1 0.0000 -80 4.4311 -354 354 -2
471 603866.SH @SHENY21 CN 1.2660 1.0000 -0.002 1,226 -1.0000 1 0.0000 76 0.7666 58 58 -0
472 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,625 NaN 1 -0.0000 85 19.6563 1,671 1,671 nan
480 688772.SH @ZHUHA19 CN 2.1002 2.0000 -0.019 3,274 -1.0000 1 0.0000 68 3.5269 240 240 -5
484 300379.ZK @BEIJI135 CN 1.5826 NaN nan 170 NaN -1 -0.0000 -89 0.3047 -27 27 nan
486 300866.ZK @ANKER10 CN 1.7541 1.0000 -0.005 9,194 -1.0000 1 0.0000 9 17.1487 154 154 -1
493 688063.SH @PYLON10 CN 2.1404 3.0000 0.024 1,475 1.0000 -1 0.0000 -70 8.9717 -628 628 -15
495 688208.SH @AUTEL3 CN 2.2496 2.0000 0.019 3,482 1.0000 -1 0.0000 -58 5.1949 -301 301 -6
499 603799.SH @ZHEJI183 CN 1.7430 7.0000 0.090 13,821 1.0000 -1 0.0000 -61 8.6628 -528 528 -48
507 688222.SH @HITGE1 CN 2.0690 5.0000 -0.045 952 -1.0000 1 0.0000 36 3.2124 116 116 -5
512 688599.SH @TRINA7 CN 1.7948 5.0000 -0.046 3,789 -1.0000 1 0.0000 89 2.4486 218 218 -10
514 300532.ZK @NEWTR5 CN 1.8685 3.0000 -0.031 804 -1.0000 1 0.0000 56 1.7733 99 99 -3
515 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.052 1,359 -1.0000 1 0.0000 48 2.8193 135 135 -7
516 600248.SH @YANGL1 CN 0.8861 1.0000 0.005 683 1.0000 -1 0.0000 -64 0.5532 -35 35 -0
519 000538.ZK @YUNNA10 CN 0.5527 6.0000 0.059 5,798 1.0000 -1 0.0000 -80 7.9257 -634 634 -37
532 601169.SH @BANKO53 CN 0.3224 1.0000 0.004 13,997 1.0000 -1 0.0000 -34 0.8073 -27 27 -0
533 002819.ZK @BEIJI198 CN 1.2846 1.0000 0.003 594 1.0000 -1 0.0000 -91 3.9636 -361 361 -1
548 002821.ZK @ASYMC1 CN 1.8133 5.0000 0.048 3,207 1.0000 -1 0.0000 -63 14.8138 -933 933 -45
553 601579.SH @KUAIJ1 CN 0.4901 4.0000 -0.039 607 -1.0000 1 0.0000 95 3.0888 293 293 -12
557 603659.SH @PUTAI1 CN 1.6755 8.0000 0.100 6,268 1.0000 -1 0.0000 -26 3.6673 -95 95 -10
560 002595.ZK @SHAND94 CN 0.6249 2.0000 0.014 6,346 1.0000 -1 0.0000 -95 7.9327 -754 754 -11
566 000425.ZK @XUZHO2 CN 0.7580 1.0000 0.008 13,600 1.0000 -1 0.0000 -97 1.5851 -154 154 -1
567 603357.SH @ANHUI116 CN 0.9922 3.0000 -0.029 357 -1.0000 1 0.0000 80 1.2004 96 96 -3
569 600346.SH @DALIA15 CN 0.9274 5.0000 0.044 6,245 1.0000 -1 0.0000 -86 2.3349 -201 201 -9
571 600528.SH @CHINA221 CN 0.9657 1.0000 -0.010 1,232 -1.0000 1 0.0000 8 1.2327 10 10 -0
576 600125.SH @DALIA3 CN 0.7391 1.0000 0.005 825 1.0000 -1 0.0000 -68 0.9028 -61 61 -0
606 600141.SH @HUBEI6 CN 1.3131 5.0000 0.049 2,617 1.0000 -1 0.0000 -47 3.7066 -174 174 -9
619 002371.ZK @BEIJI84 CN 0.8734 4.0000 0.032 23,434 1.0000 -1 0.0000 -50 56.7772 -2,839 2,839 -92
660 001979.ZK @CHINA1978 CN 0.9521 4.0000 0.033 5,530 1.0000 0 0.0000 0 1.3872 0 0 0
677 688097.SH @BOZHO1 CN 2.1867 7.0000 0.083 803 1.0000 0 0.0000 0 4.6094 0 0 0
711 600490.SH @SHANG23 CN 1.7751 1.0000 0.002 2,166 1.0000 -1 0.0000 -2,000 1.1934 -2,387 2,387 -5
727 300408.ZK @CHAOZ1 CN 1.4204 2.0000 0.015 8,535 1.0000 -1 0.0000 -1,200 6.7477 -8,097 8,097 -124
739 601318.SH @PINGA4 CN 1.0206 3.0000 0.029 79,282 1.0000 -1 -0.0204 -26,200 8.1728 -214,128 214,128 -6,124
777 GULF_n.BK @GULFD3 TH NaN NaN nan 13,586 NaN -1 0.0000 -13 1.3779 -18 18 nan
779 KCE_n.BK @KCEEL3 TH 0.8418 1.0000 -0.008 927 -1.0000 1 0.0024 31,900 0.7841 25,013 25,013 -207
787 BBL_n.BK @BANGK27 TH 0.2356 2.0000 0.013 9,271 1.0000 -1 -0.0026 -5,600 4.8569 -27,199 27,199 -363
788 KBANK_n.BK @KASIK3 TH 0.1743 1.0000 0.008 11,444 1.0000 -1 -0.0277 -52,900 5.4963 -290,757 290,757 -2,216
792 SCB_n.BK @SCBXP1 TH 0.1930 5.0000 0.046 13,688 1.0000 -1 -0.0027 -7,000 4.0652 -28,456 28,456 -1,304