total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -181,819 3,980,946 121 42,170,036 -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 0.142 5,410 1.0000 -1 0.0000 -1,000 3.4740 -3,474 3,474 -495
10 1519.HK @JTGLO1 HK 1.3996 4.0000 0.040 9,787 1.0000 -1 -0.0031 -24,600 1.3265 -32,633 32,633 -1,310
17 9896.HK @MINIS7 HK 1.8695 8.0000 0.097 6,755 1.0000 -1 -0.0015 -2,800 5.4580 -15,282 15,282 -1,479
31 6285.TW @WISTR2 TW 0.9808 3.0000 0.025 1,549 1.0000 -1 -0.0107 -28,000 3.9984 -111,956 111,956 -2,826
34 1171.HK @YANZH2 HK 0.9787 4.0000 0.039 4,471 1.0000 -1 -0.0241 -180,000 1.4063 -253,136 253,136 -9,929
35 2057.HK @ZTOEX4 HK 1.1569 9.0000 0.144 8,580 1.0000 -1 0.0000 -650 19.1197 -12,428 12,428 -1,789
41 6890.T @FERRO28 JP 1.6129 1.0000 0.007 1,361 1.0000 -1 -0.0047 -1,700 28.8835 -49,102 49,102 -320
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.219 34,182 1.0000 -1 0.0000 -1,850 14.9895 -27,731 27,731 -6,065
43 9988.HK @ALIBA15 HK 1.7294 6.0000 0.060 404,258 1.0000 -1 0.0000 -1,200 21.1783 -25,414 25,414 -1,529
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.153 1,077 1.0000 -1 -0.0079 -20,000 4.1353 -82,706 82,706 -12,657
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.195 5,677 1.0000 -1 0.0000 -400 5.3010 -2,120 2,120 -414
55 2543.TW @HWANG2 TW 1.0800 1.0000 0.005 658 1.0000 -1 0.0000 -207 2.2885 -474 474 -3
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 -1,085
58 0763.HK @ZTECO2 HK 2.1640 9.0000 0.157 3,727 1.0000 -1 0.0000 -1,600 4.9330 -7,893 7,893 -1,242
62 3363.TWO @FOCIF1 TW 1.4800 1.0000 0.004 1,112 1.0000 -1 -0.0011 -1,000 11.2964 -11,296 11,296 -40
63 NWL.AX @NETWE1 AU 0.6278 1.0000 -0.004 2,799 -1.0000 1 0.0015 747 21.1250 15,780 15,780 -67
71 1801.HK @INNOV87 HK 1.0957 6.0000 0.061 18,762 1.0000 -1 -0.0047 -4,500 10.9494 -49,272 49,272 -3,017
76 2013.HK @WEIMO2 HK 3.0665 6.0000 0.060 1,097 1.0000 -1 -0.0020 -72,000 0.2895 -20,844 20,844 -1,250
77 6979.HK @ZJLDG1 HK 1.8884 4.0000 0.036 3,846 1.0000 -1 0.0000 -1,600 1.1348 -1,816 1,816 -66
78 2252.HK @SHANG384 HK 2.9121 3.0000 0.021 1,378 1.0000 -1 -0.0067 -20,000 3.5383 -70,766 70,766 -1,489
80 0998.HK @CHINA536 HK 0.6376 6.0000 0.069 9,191 1.0000 -1 0.0000 -1,000 0.9650 -965 965 -67
82 5871.TW @CHAIL1 TW 1.0783 6.0000 0.069 5,814 1.0000 -1 0.0000 -800 3.3970 -2,718 2,718 -187
86 2158.HK @YIDUT1 HK 2.3441 4.0000 0.034 764 1.0000 -1 0.0000 -9,800 0.7180 -7,036 7,036 -236
88 0836.HK @CHINA276 HK 0.5669 4.0000 0.039 4,650 1.0000 -1 -0.0257 -114,000 2.3636 -269,448 269,448 -10,452
89 1605.TW @WALSI4 TW 1.2054 2.0000 0.014 3,527 1.0000 -1 0.0000 -145 0.9590 -139 139 -2
99 0853.HK @MICRO183 HK 2.5543 7.0000 0.088 1,848 1.0000 -1 -0.0032 -21,800 1.5581 -33,967 33,967 -2,991
101 1519.TW @FORTU25 TW 1.1179 4.0000 0.041 5,457 1.0000 -1 0.0000 -500 18.9845 -9,492 9,492 -392
105 5880.TW @TWCOO1 TW 0.3673 4.0000 0.040 12,336 1.0000 -1 -0.0164 -219,460 0.7867 -172,646 172,646 -6,969
117 5482.T @AICHI5 JP 0.8477 5.0000 0.054 679 1.0000 -1 -0.0010 -600 17.2511 -10,351 10,351 -564
150 2884.TW @ESUNF1 TW 0.4755 8.0000 0.104 17,167 1.0000 -1 0.0000 -660 1.0614 -701 701 -73
152 9505.T @HOKUR2 JP 0.5498 3.0000 -0.030 1,232 -1.0000 0 0.0000 0 5.8576 0 0 -0
153 271560.KS @ORION55 KR 0.5481 4.0000 -0.035 1,765 -1.0000 1 0.0074 1,091 70.8794 77,329 77,329 -2,707
154 6770.TW @POWER587 TW 1.1765 2.0000 0.013 3,121 1.0000 -1 -0.0041 -46,000 0.9313 -42,842 42,842 -545
156 058470.KQ @LEENO1 KR 0.7559 3.0000 -0.030 3,060 -1.0000 1 0.0182 4,749 40.1533 190,688 190,688 -5,738
158 028050.KS @SAMSU34 KR 0.4681 3.0000 -0.024 3,359 -1.0000 1 0.0079 3,941 21.1591 83,388 83,388 -1,990
159 005930.KS @SAMSU48 KR 0.6061 1.0000 -0.010 378,966 -1.0000 1 0.0059 912 67.3878 61,458 61,458 -598
160 018260.KS @SAMSU530 KR 0.0983 5.0000 -0.050 5,307 -1.0000 1 0.0033 307 114.3148 35,095 35,095 -1,766
161 066570.KS @LGELE11 KR 0.5428 8.0000 -0.114 6,669 -1.0000 1 0.0038 633 62.9884 39,872 39,872 -4,536
164 3939.HK @WANGU1 HK 0.3735 10.0000 0.187 3,903 1.0000 -1 0.0000 -2,000 4.1996 -8,399 8,399 -1,574
165 1385.HK @SHANG12 HK 2.1864 9.0000 0.127 1,452 1.0000 -1 -0.0010 -2,000 5.1080 -10,216 10,216 -1,293
166 9868.HK @XPENG2 HK 2.3317 9.0000 0.150 15,510 1.0000 -1 -0.0020 -2,000 10.5699 -21,140 21,140 -3,180
167 1288.HK @AGRIC28 HK 0.5605 4.0000 0.041 23,572 1.0000 -1 -0.0031 -43,000 0.7668 -32,974 32,974 -1,352
169 138040.KS @MERIT202 KR 0.5745 3.0000 -0.027 13,986 -1.0000 1 0.0048 627 79.8179 50,046 50,046 -1,336
170 9926.HK @AKESO1 HK 1.0918 1.0000 0.001 13,618 1.0000 -1 -0.0056 -4,000 14.7836 -59,135 59,135 -49
174 5110.T @SUMIT46 JP 0.9852 1.0000 0.003 2,288 1.0000 -1 -0.0074 -6,300 12.2508 -77,180 77,180 -223
178 009540.KS @HYUND30 KR 0.2894 1.0000 -0.002 14,328 -1.0000 1 0.0064 217 311.4503 67,585 67,585 -125
181 6134.T @FUJIM6 JP 0.8885 5.0000 0.051 1,854 1.0000 0 -0.0000 0 18.9552 0 0 0
187 8366.T @SHIGA1 JP 0.8737 1.0000 0.008 2,162 1.0000 -1 -0.0023 -600 40.7264 -24,436 24,436 -190
188 8932.TWO @HORNG1 TW 0.8969 2.0000 0.011 937 1.0000 -1 0.0000 -291 6.1602 -1,793 1,793 -20
190 2801.TW @CHANG17 TW 0.3166 3.0000 0.024 7,073 1.0000 -1 -0.0043 -69,650 0.6534 -45,510 45,510 -1,108
192 2858.HK @YIXIN1 HK 2.0217 7.0000 0.089 1,094 1.0000 -1 -0.0015 -48,000 0.3358 -16,119 16,119 -1,435
197 2880.TW @HUANA1 TW 0.3887 6.0000 0.063 13,504 1.0000 -1 0.0000 -710 0.9704 -689 689 -43
198 005290.KQ @DONGJ1 KR 1.1860 1.0000 -0.008 1,022 -1.0000 1 0.0019 672 29.2247 19,639 19,639 -162
200 039490.KS @KIWOO1 KR 0.8380 4.0000 -0.039 4,828 -1.0000 1 0.0000 11 182.9596 2,013 2,013 -79
201 032640.KS @LGTEL1 KR 0.1658 2.0000 -0.010 2,806 -1.0000 1 0.0000 371 10.5307 3,907 3,907 -40
202 251270.KS @NETMA8 KR 0.5393 5.0000 -0.052 1,976 -1.0000 1 0.0081 2,176 38.9662 84,790 84,790 -4,451
208 042670.KS @DAEWO5 KR 0.9038 6.0000 -0.059 1,456 -1.0000 1 0.0000 350 11.8644 4,153 4,153 -247
211 2142.HK @HBMHL1 HK 2.0065 8.0000 0.107 1,264 1.0000 -1 0.0000 -6,000 1.5955 -9,573 9,573 -1,026
216 2276.HK @SHANG389 HK 0.4139 8.0000 0.102 1,907 1.0000 -1 0.0000 -2,000 4.9665 -9,933 9,933 -1,013
217 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.022 41,057 1.0000 -1 -0.0071 -2,800 26.7114 -74,792 74,792 -1,619
219 3774.T @INTER396 JP 0.1580 2.0000 -0.016 2,700 -1.0000 1 0.0000 500 17.9485 8,974 8,974 -147
228 2883.HK @CHINA258 HK 1.1030 8.0000 0.106 1,643 1.0000 -1 -0.0090 -104,000 0.9071 -94,337 94,337 -9,968
229 1138.HK @CHINA282 HK 1.3277 8.0000 0.117 1,649 1.0000 -1 -0.0046 -38,000 1.2725 -48,355 48,355 -5,650
234 2423.HK @KEHOL3 HK 2.0487 8.0000 0.110 13,894 1.0000 -1 -0.0165 -28,000 6.1862 -173,214 173,214 -19,057
236 2887.TW @TAISH4 TW 0.5281 4.0000 0.035 15,763 1.0000 -1 -0.0043 -71,000 0.6339 -45,007 45,007 -1,587
237 033500.KQ @FINET1 KR 0.1966 4.0000 -0.043 400 -1.0000 1 0.0017 813 21.5082 17,486 17,486 -748
244 3896.HK @KINGS113 HK 2.8296 7.0000 0.088 2,160 1.0000 -1 -0.0011 -14,000 0.8363 -11,709 11,709 -1,031
245 2881.TW @FUBON8 TW 0.6606 5.0000 0.057 35,151 1.0000 -1 -0.0222 -77,850 2.9875 -232,573 232,573 -13,142
247 2695.T @KURAC1 JP 0.4434 1.0000 -0.000 581 -1.0000 1 0.0031 1,400 22.9949 32,193 32,193 -7
251 6078.HK @HYGEI5 HK 2.1590 1.0000 0.009 1,057 1.0000 -1 -0.0042 -26,000 1.7087 -44,426 44,426 -407
252 1302.HK @LIFET16 HK 1.5401 5.0000 0.050 1,263 1.0000 -1 0.0000 -36,000 0.2728 -9,820 9,820 -490
259 2871.T @NICHI31 JP 0.0093 3.0000 -0.030 3,056 -1.0000 1 0.0000 300 11.8922 3,568 3,568 -107
266 TLS.AX @TELST3 AU -0.0508 3.0000 -0.025 36,232 -1.0000 1 0.0045 14,730 3.1921 47,020 47,020 -1,187
268 3397.T @TORID1 JP 0.4972 2.0000 0.015 2,382 1.0000 0 0.0000 0 30.5283 0 0 0
269 3591.T @WACOA2 JP 0.2823 1.0000 0.005 1,978 1.0000 -1 0.0000 -100 37.6735 -3,767 3,767 -19
274 0285.HK @BYDEL1 HK 2.3017 10.0000 0.177 3,702 1.0000 -1 -0.0028 -6,000 4.8327 -28,996 28,996 -5,127
277 6098.HK @COUNT118 HK 1.8982 10.0000 0.174 2,168 1.0000 -1 0.0000 -2,000 0.8106 -1,621 1,621 -282
279 3107.T @DAIWA21 JP 0.6709 2.0000 -0.010 1,844 -1.0000 1 0.0000 100 19.1328 1,913 1,913 -19
281 8354.T @FUKUO4 JP 0.9381 2.0000 0.014 5,483 1.0000 -1 -0.0025 -900 28.6861 -25,817 25,817 -356
282 0011.HK @HANGS2 HK 0.8723 8.0000 0.119 36,636 1.0000 -1 -0.0073 -3,900 19.5314 -76,172 76,172 -9,047
283 6324.T @HARMO10 JP 1.7338 1.0000 0.004 1,232 1.0000 -1 -0.0013 -700 19.6855 -13,780 13,780 -55
286 8377.T @HOKUG1 JP 1.2572 2.0000 0.018 2,936 1.0000 -1 0.0000 -100 23.7845 -2,378 2,378 -42
297 2282.T @NIPPO99 JP -0.0118 2.0000 -0.010 3,765 -1.0000 1 0.0000 200 37.9893 7,598 7,598 -77
305 1803.T @SHIMI2 JP 0.3202 4.0000 0.037 7,968 1.0000 0 0.0000 0 13.3956 0 0 0
320 0881.HK @ZHONG36 HK 2.3989 8.0000 0.101 1,212 1.0000 -1 0.0000 -2,000 1.6521 -3,304 3,304 -335
327 6505.TW @FORMO17 TW 0.8461 2.0000 0.014 2,592 1.0000 -1 -0.0019 -13,000 1.5116 -19,651 19,651 -280
331 REH.AX @REECE4 AU 0.2212 8.0000 -0.097 2,863 -1.0000 0 0.0000 0 7.5131 0 0 -0
337 186A.T @ASTRO35 JP 1.3146 4.0000 -0.034 700 -1.0000 0 0.0000 0 5.1648 0 0 -0
340 5406.T @KOBES3 JP 0.7936 2.0000 0.017 4,640 1.0000 -1 0.0000 -200 11.7080 -2,342 2,342 -39
342 6723.T @NECEL1 JP 1.5606 1.0000 0.006 22,744 1.0000 -1 -0.0023 -2,000 12.1587 -24,317 24,317 -135
343 4612.T @NIPPO90 JP 1.1604 1.0000 0.006 7,096 1.0000 -1 -0.0030 -4,700 6.6518 -31,263 31,263 -197
358 4507.T @SHION2 JP 0.1643 6.0000 0.064 14,346 1.0000 0 0.0000 0 16.1261 0 0 0
384 6367.T @DAIKI4 JP 0.7971 4.0000 0.037 34,771 1.0000 0 0.0000 0 118.6262 0 0 0
390 6269.T @MODEC1 JP 1.4202 1.0000 0.003 3,314 1.0000 -1 0.0000 -100 57.0432 -5,704 5,704 -16
394 268A.T @RIGAK1 JP 2.4878 1.0000 0.000 852 1.0000 -1 0.0000 -300 6.2899 -1,887 1,887 -0
430 9861.T @YOSHI3 JP 0.1733 2.0000 -0.013 1,349 -1.0000 1 0.0000 200 20.7185 4,144 4,144 -54
432 6504.T @FUJIE6 JP 1.2015 7.0000 0.076 10,442 1.0000 0 0.0000 0 69.9388 0 0 0
433 5803.T @FUJIK9 JP 1.7006 1.0000 0.003 33,569 1.0000 0 0.0000 0 113.4614 0 0 0
434 4483.T @JMDCI1 JP 0.5456 7.0000 -0.084 954 -1.0000 0 0.0000 0 31.7126 0 0 -0
440 9992.HK @POPMA2 HK 1.0910 10.0000 0.295 40,156 1.0000 0 0.0000 0 29.9018 0 0 0
444 6273.T @SMCCO2 JP 0.9431 7.0000 0.089 18,969 1.0000 0 0.0000 0 333.7061 0 0 0
448 9880.HK @UBTEC1 HK 2.8562 7.0000 0.077 6,898 1.0000 0 0.0000 0 17.1897 0 0 0
455 600176.SH @CHINA130 CN 0.9931 2.0000 0.010 4,650 1.0000 -1 0.0000 -79 2.1511 -170 170 -2
465 601333.SH @GUANG102 CN 0.6361 1.0000 -0.006 1,429 -1.0000 1 0.0000 11,378 0.4771 5,428 5,428 -31
469 300847.ZK @HGTEC1 CN 1.2044 1.0000 -0.003 282 -1.0000 1 0.0027 11,300 2.5090 28,351 28,351 -91
476 603881.SH @SHANG248 CN 1.7813 1.0000 -0.002 1,780 -1.0000 1 0.0000 74 4.5885 340 340 -1
477 603866.SH @SHENY21 CN 1.2660 1.0000 -0.007 1,232 -1.0000 1 0.0000 76 0.7704 59 59 -0
478 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,590 NaN 1 -0.0000 85 19.2256 1,634 1,634 nan
486 688772.SH @ZHUHA19 CN 2.1002 3.0000 -0.026 3,260 -1.0000 1 0.0000 68 3.5123 239 239 -6
490 300379.ZK @BEIJI135 CN 1.5826 NaN nan 174 NaN -1 -0.0000 -89 0.3115 -28 28 nan
492 300866.ZK @ANKER10 CN 1.7541 3.0000 -0.020 9,254 -1.0000 1 0.0000 9 17.2596 155 155 -3
499 688063.SH @PYLON10 CN 2.1404 2.0000 0.013 1,469 1.0000 -1 0.0000 -70 8.9357 -626 626 -8
501 688208.SH @AUTEL3 CN 2.2496 1.0000 0.009 3,497 1.0000 -1 0.0000 -58 5.2186 -303 303 -3
505 603799.SH @ZHEJI183 CN 1.7430 7.0000 0.080 14,048 1.0000 -1 0.0000 -61 8.8052 -537 537 -43
507 300347.ZK @HANGZ25 CN 1.6411 3.0000 -0.020 5,450 -1.0000 1 0.0000 35 7.3852 258 258 -5
513 688222.SH @HITGE1 CN 2.0690 6.0000 -0.064 949 -1.0000 1 0.0000 36 3.2008 115 115 -7
518 688599.SH @TRINA7 CN 1.7948 5.0000 -0.055 3,845 -1.0000 1 0.0000 89 2.4851 221 221 -12
520 300532.ZK @NEWTR5 CN 1.8685 5.0000 -0.044 813 -1.0000 1 0.0000 56 1.7933 100 100 -4
521 688106.SH @SUZHO69 CN 1.4983 4.0000 -0.040 1,346 -1.0000 1 0.0000 48 2.7924 134 134 -5
525 000538.ZK @YUNNA10 CN 0.5527 4.0000 0.038 5,807 1.0000 -1 0.0000 -80 7.9380 -635 635 -24
551 688100.SH @WILLF1 CN 1.2615 3.0000 -0.021 979 -1.0000 1 0.0000 65 4.9772 324 324 -7
554 002821.ZK @ASYMC1 CN 1.8133 4.0000 0.038 3,171 1.0000 -1 0.0000 -63 14.6497 -923 923 -35
559 601579.SH @KUAIJ1 CN 0.4901 4.0000 -0.039 590 -1.0000 1 0.0000 95 3.0029 285 285 -11
563 603659.SH @PUTAI1 CN 1.6755 6.0000 0.064 6,377 1.0000 -1 0.0000 -26 3.7312 -97 97 -6
573 603357.SH @ANHUI116 CN 0.9922 5.0000 -0.044 361 -1.0000 1 0.0000 80 1.2138 97 97 -4
605 600000.SH @SPUDO1 CN 0.6372 1.0000 0.000 37,715 1.0000 -1 -0.0050 -28,710 1.8200 -52,252 52,252 -16
612 600141.SH @HUBEI6 CN 1.3131 4.0000 0.042 2,638 1.0000 -1 0.0000 -47 3.7368 -176 176 -7
629 600016.SH @CHINA214 CN 0.5063 6.0000 -0.065 18,424 -1.0000 1 0.0000 80 0.5837 47 47 -3
643 002230.ZK @ANHUI43 CN 1.3901 2.0000 0.012 15,137 1.0000 0 0.0000 0 7.2757 0 0 0
671 002609.ZK @SHENZ94 CN 1.8339 1.0000 -0.008 768 -1.0000 1 0.0050 38,400 1.3724 52,698 52,698 -443
684 300059.ZK @EASTM25 CN 2.3974 6.0000 0.069 56,484 1.0000 0 0.0000 0 3.5740 0 0 0
707 600111.SH @IMONG2 CN 1.2903 2.0000 0.018 15,647 1.0000 -1 0.0000 -900 6.9810 -6,283 6,283 -112
715 600490.SH @SHANG23 CN 1.7751 2.0000 0.013 2,103 1.0000 -1 0.0000 -2,000 1.1591 -2,318 2,318 -30
731 300408.ZK @CHAOZ1 CN 1.4204 3.0000 0.025 8,413 1.0000 0 0.0000 0 6.6513 0 0 0
774 688220.SH @ASRAA1 CN 2.0749 7.0000 -0.080 3,845 -1.0000 0 0.0000 0 13.1314 0 0 -0
788 GULF_n.BK @GULFD3 TH NaN NaN nan 13,609 NaN -1 -0.0000 -13 1.3802 -18 18 nan
790 KCE_n.BK @KCEEL3 TH 0.8418 1.0000 -0.005 928 -1.0000 1 0.0021 28,700 0.7854 22,542 22,542 -124
798 BBL_n.BK @BANGK27 TH 0.2356 5.0000 0.048 9,287 1.0000 -1 -0.0026 -5,600 4.8650 -27,244 27,244 -1,320
799 KBANK_n.BK @KASIK3 TH 0.1743 1.0000 0.008 11,463 1.0000 -1 -0.0277 -52,900 5.5056 -291,244 291,244 -2,396
803 SCB_n.BK @SCBXP1 TH 0.1930 8.0000 0.099 13,711 1.0000 0 0.0000 0 4.0720 0 0 0