total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -230,787 4,326,190 121 39,457,932 -0.006

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
2 9896.HK @MINIS7 HK 1.2089 5 0.069 3,180 1.0000 -1 -0.0008 -2,800 3.0551 -8,554 8,554 -588
5 6446.TW @PHARM121 TW 0.3011 1 0.006 14,827 1.0000 -1 -0.0064 -1,919 35.0991 -67,355 67,355 -382
15 0916.HK @CHINA1173 HK 0.7366 7 0.112 2,411 1.0000 -1 -0.0044 -63,000 0.7268 -45,789 45,789 -5,117
16 1378.HK @CHINA1377 HK 1.6293 8 0.119 10,794 1.0000 -1 -0.0027 -9,500 2.9710 -28,224 28,224 -3,372
17 2002.TW @CHINA152 TW 0.7156 8 0.126 7,473 1.0000 -1 -0.0132 -234,000 0.5922 -138,575 138,575 -17,502
20 2400.HK @XDINC1 HK 1.5932 5 0.061 2,613 1.0000 -1 -0.0003 -600 5.3401 -3,204 3,204 -195
27 5871.TW @CHAIL1 TW 0.5766 7 0.104 6,351 1.0000 -1 -0.0095 -26,800 3.7109 -99,453 99,453 -10,340
28 2158.HK @YIDUT1 HK 2.3274 3 -0.036 576 -1.0000 0 0.0000 0 0.5649 0 0 -0
30 5880.TW @TWCOO1 TW 0.2568 7 0.113 12,438 1.0000 -1 -0.0156 -206,460 0.7932 -163,766 163,766 -18,565
45 2801.TW @CHANG17 TW 0.2654 7 0.106 8,151 1.0000 -1 -0.0053 -73,650 0.7530 -55,459 55,459 -5,881
46 2880.TW @HUANA1 TW 0.5087 8 0.116 17,516 1.0000 -1 -0.0002 -1,710 1.2586 -2,152 2,152 -250
52 0285.HK @BYDEL1 HK 1.8720 8 0.136 2,276 1.0000 -1 -0.0051 -18,000 2.9710 -53,478 53,478 -7,248
61 3360.HK @FAREA51 HK 0.5082 4 0.050 3,304 1.0000 -1 -0.0070 -87,000 0.8467 -73,660 73,660 -3,699
62 3105.T @NISSH18 JP 1.0649 1 0.002 2,329 1.0000 -1 -0.0012 -900 13.7534 -12,378 12,378 -27
65 2027.TW @TACHE1 TW 0.4928 7 0.110 3,306 1.0000 -1 -0.0014 -11,000 1.3468 -14,814 14,814 -1,626
66 0220.HK @UNIPR8 HK 0.3065 3 0.044 4,004 1.0000 -1 -0.0005 -6,000 0.9270 -5,562 5,562 -246
72 2039.HK @CHINA1532 HK 1.7264 10 0.204 591 1.0000 -1 -0.0002 -1,900 0.9347 -1,776 1,776 -362
74 2207.TW @HOTAI2 TW 0.5697 3 0.031 5,696 1.0000 -1 -0.0116 -8,000 15.2612 -122,089 122,089 -3,773
75 6807.T @JAPAN182 JP 0.9356 2 0.016 718 1.0000 -1 -0.0041 -2,900 15.0198 -43,558 43,558 -709
91 0354.HK @CHINA265 HK 1.6162 1 0.011 1,022 1.0000 -1 -0.0003 -8,000 0.4157 -3,325 3,325 -37
95 2211.TW @EVERG40 TW 0.4790 8 0.130 713 1.0000 -1 -0.0003 -1,000 2.7152 -2,715 2,715 -353
96 9921.TW @GIANT6 TW 0.5814 3 0.041 1,075 1.0000 -1 -0.0003 -1,000 2.7430 -2,743 2,743 -111
97 2548.TW @HUAKU1 TW 0.4064 7 0.112 891 1.0000 -1 -0.0052 -17,850 3.0491 -54,427 54,427 -6,116
98 8069.TWO @PRIME74 TW 1.1807 9 0.147 6,000 1.0000 -1 -0.0034 -6,000 5.9065 -35,439 35,439 -5,221
103 9914.TW @MERID8 TW 0.4100 2 0.017 729 1.0000 -1 -0.0002 -1,000 2.4399 -2,440 2,440 -41
108 2128.HK @CHINA1258 HK 1.5241 6 0.084 1,586 1.0000 -1 -0.0024 -50,000 0.5113 -25,566 25,566 -2,137
126 2890.TW @SINOP13 TW 0.4579 9 0.143 17,622 1.0000 -1 -0.0068 -60,180 1.1921 -71,743 71,743 -10,252
127 3076.T @AIHOL1 JP 0.4816 1 0.004 896 1.0000 -1 -0.0046 -2,900 16.6738 -48,354 48,354 -172
128 0694.HK @BEIJI30 HK 0.8842 1 0.014 366 1.0000 -1 -0.0028 -138,000 0.2117 -29,210 29,210 -400
137 0836.HK @CHINA276 HK 0.5401 2 0.016 4,826 1.0000 -1 -0.0252 -108,000 2.4533 -264,956 264,956 -4,255
140 4373.T @SIMPL48 JP 0.3424 2 -0.018 1,425 -1.0000 1 0.0012 2,000 6.3900 12,780 12,780 -232
155 8366.T @SHIGA1 JP 0.6255 1 -0.002 3,896 -1.0000 0 0.0000 0 16.2038 0 0 -0
158 1030.HK @FUTUR69 HK 1.6672 4 0.055 483 1.0000 -1 -0.0029 -168,000 0.1798 -30,205 30,205 -1,650
161 9409.T @TVASA1 JP 0.3213 1 -0.012 1,298 -1.0000 1 0.0029 1,600 18.9808 30,369 30,369 -350
168 NEC.AX @NINEE1 AU 0.4442 2 -0.027 801 -1.0000 1 0.0032 51,917 0.6562 34,069 34,069 -929
170 0902.HK @HUANE3 HK 0.5836 4 0.052 3,139 1.0000 -1 -0.0069 -94,000 0.7676 -72,156 72,156 -3,749
172 2380.HK @CHINA318 HK 0.4789 1 0.011 1,562 1.0000 -1 -0.0150 -435,000 0.3609 -156,972 156,972 -1,677
174 1301.TW @FORMO9 TW 1.1777 9 0.153 10,245 1.0000 -1 -0.0059 -32,000 1.9390 -62,047 62,047 -9,475
182 1585.HK @YADEA1 HK 0.6039 6 0.085 1,495 1.0000 -1 -0.0005 -4,000 1.2981 -5,192 5,192 -440
186 9866.HK @NIOIN7 HK 1.4904 2 0.019 8,915 1.0000 -1 -0.0036 -7,990 4.6745 -37,349 37,349 -703
190 SEAT.SI @SEMBC4 SG 0.9374 1 0.005 5,631 1.0000 -1 -0.0158 -100,400 1.6503 -165,693 165,693 -808
204 4061.T @DENKI3 JP 0.9275 1 0.000 1,996 1.0000 -1 -0.0021 -1,000 22.5389 -22,539 22,539 -11
215 YANZ.SI @YANGZ73 SG 1.1442 1 0.005 365 1.0000 -1 -0.0014 -90,500 0.1666 -15,076 15,076 -81
242 6479.T @MINEB3 JP 1.2620 4 0.045 10,111 1.0000 -1 -0.0014 -600 23.6741 -14,204 14,204 -641
245 VENM.SI @VENTU23 SG 0.8293 5 0.069 3,623 1.0000 -1 -0.0061 -5,100 12.5518 -64,014 64,014 -4,449
247 0696.HK @TRAVE10 HK 1.0145 5 0.074 1,002 1.0000 -1 -0.0001 -1,000 1.0749 -1,075 1,075 -79
250 2105.TW @CHENG13 TW 0.2988 8 0.119 2,819 1.0000 -1 -0.0114 -124,000 0.9664 -119,832 119,832 -14,296
253 1314.TW @CHINA198 TW 0.3839 6 0.076 968 1.0000 -1 -0.0025 -102,000 0.2557 -26,086 26,086 -1,979
262 PMV.AX @PREMI98 AU 0.1638 2 -0.021 964 -1.0000 1 0.0026 2,836 9.5920 27,203 27,203 -569
273 0371.HK @SHANG47 HK 0.3632 3 0.036 1,355 1.0000 -1 -0.0047 -166,000 0.2996 -49,742 49,742 -1,768
274 1409.TW @SHINK23 TW 0.7157 7 0.107 1,052 1.0000 -1 -0.0005 -7,000 0.7221 -5,055 5,055 -543
282 REA.AX @REALE5 AU 0.3350 1 -0.009 5,271 -1.0000 1 0.0002 15 106.0002 1,590 1,590 -15
284 2855.TW @PRESI5 TW 0.7165 5 0.072 2,189 1.0000 -1 -0.0061 -47,000 1.3669 -64,242 64,242 -4,638
291 6005.TW @CAPIT67 TW 0.8259 5 0.072 2,336 1.0000 -1 -0.0011 -11,000 1.0762 -11,838 11,838 -850
295 2889.TW @WATER39 TW 0.4323 6 0.087 1,628 1.0000 -1 -0.0024 -52,000 0.4871 -25,327 25,327 -2,205
302 0817.HK @FRANS12 HK 2.0825 3 0.031 1,410 1.0000 -1 -0.0004 -28,000 0.1683 -4,713 4,713 -144
324 2883.HK @CHINA258 HK 0.7837 5 0.065 1,628 1.0000 -1 -0.0043 -50,000 0.8989 -44,947 44,947 -2,944
328 0631.HK @SANYH2 HK 1.8205 5 0.069 1,120 1.0000 -1 -0.0003 -3,000 0.9461 -2,838 2,838 -195
334 2245.HK @LYGEN1 HK 1.4408 3 0.045 1,017 1.0000 -1 -0.0007 -4,000 1.8464 -7,385 7,385 -331
342 7261.T @MAZDA2 JP 0.9533 1 0.014 4,114 1.0000 -1 -0.0018 -2,700 6.8538 -18,505 18,505 -264
343 6645.T @OMRON4 JP 1.2707 2 0.015 6,897 1.0000 -1 -0.0006 -200 33.4391 -6,688 6,688 -97
363 KPLM.SI @KEPPE20 SG 0.8089 4 0.048 16,151 1.0000 -1 -0.0123 -14,600 8.8715 -129,524 129,524 -6,256
364 3899.HK @ENRIC2 HK 1.2806 7 0.108 682 1.0000 -1 -0.0009 -10,000 0.9793 -9,793 9,793 -1,059
379 0179.HK @JOHNS42 HK 2.0792 10 0.179 2,056 1.0000 -1 -0.0002 -1,000 2.2008 -2,201 2,201 -394
386 6963.T @ROHMC2 JP 1.3591 1 0.003 10,397 1.0000 -1 -0.0016 -600 28.6115 -17,167 17,167 -45
399 3941.T @RENGO2 JP 0.5782 1 0.001 2,418 1.0000 -1 -0.0003 -400 8.9197 -3,568 3,568 -2
400 0551.HK @YUEYU3 HK 0.7891 4 0.048 1,372 1.0000 -1 -0.0079 -47,500 1.7456 -82,917 82,917 -3,954
402 0165.HK @CHINA236 HK 2.2708 1 0.004 1,328 1.0000 -1 -0.0023 -30,000 0.7880 -23,640 23,640 -85
406 0066.HK @MASST2 HK 0.5344 1 0.005 25,574 1.0000 -1 -0.0057 -14,500 4.1084 -59,572 59,572 -297
418 1999.HK @MANWA3 HK 1.3908 4 0.050 564 1.0000 -1 -0.0040 -104,800 0.3966 -41,559 41,559 -2,094
433 0384.HK @CHINA237 HK 0.7305 1 0.005 2,696 1.0000 -1 -0.0152 -213,400 0.7498 -159,999 159,999 -844
438 0363.HK @SHANG43 HK 0.6933 3 0.044 690 1.0000 -1 -0.0003 -2,000 1.7163 -3,433 3,433 -150
443 1818.HK @ZHAOJ1 HK 1.4935 4 0.057 5,985 1.0000 -1 -0.0025 -10,000 2.5961 -25,961 25,961 -1,479
471 STO.AX @SANTO10 AU -0.0204 1 -0.004 18,070 -1.0000 1 0.0005 1,006 5.5639 5,597 5,597 -22
496 9904.TW @POUCH1 TW 0.6333 7 0.093 1,823 1.0000 -1 -0.0003 -4,000 0.7546 -3,018 3,018 -282
497 1171.HK @YANZH2 HK 0.5311 1 0.013 4,775 1.0000 -1 -0.0137 -96,000 1.5021 -144,199 144,199 -1,893
499 1898.HK @CHINA484 HK 0.3545 3 0.034 5,739 1.0000 -1 -0.0016 -12,000 1.3975 -16,770 16,770 -577
504 6770.T @ALPSE2 JP 0.9333 2 0.027 2,531 1.0000 -1 -0.0023 -1,800 13.2194 -23,795 23,795 -641
518 6269.T @MODEC1 JP 0.9927 1 0.010 3,723 1.0000 -1 -0.0006 -100 64.0830 -6,408 6,408 -61
527 352820.KS @BIGHI3 KR 0.9309 1 0.000 5,510 1.0000 -1 -0.0009 -62 145.2482 -9,005 9,005 -2
528 042660.KS @DAEWO6 KR 1.4798 1 0.012 11,441 1.0000 -1 -0.0046 -804 60.2232 -48,419 48,419 -575
530 005830.KS @DONGB1 KR 0.8169 9 0.166 7,158 1.0000 -1 -0.0004 -39 115.0339 -4,486 4,486 -743
534 001450.KS @HYUND54 KR 0.3682 9 0.153 2,357 1.0000 -1 -0.0009 -357 27.6451 -9,869 9,869 -1,509
535 175330.KS @JEONB1 KR 0.6931 6 0.087 2,613 1.0000 -1 -0.0006 -324 18.4301 -5,971 5,971 -518
538 373220.KS @LGENE1 KR 1.1281 4 0.046 11,093 1.0000 -1 -0.0010 -47 225.7514 -10,610 10,610 -492
542 277810.KQ @RAINB29 KR 1.5745 1 0.010 3,616 1.0000 -1 -0.0007 -26 286.7283 -7,455 7,455 -74
543 006400.KS @SAMSU45 KR 1.4182 5 0.072 19,141 1.0000 -1 -0.0039 -139 293.2370 -40,760 40,760 -2,943
544 010140.KS @SAMSU53 KR 1.2819 3 0.040 11,736 1.0000 -1 -0.0088 -5,900 15.6896 -92,568 92,568 -3,710
547 402340.KS @SKSQU1 KR 2.3809 6 0.087 68,179 1.0000 -1 -0.0019 -26 759.8128 -19,755 19,755 -1,709
552 079550.KS @LIGNE3 KR 0.8343 3 0.035 7,121 1.0000 -1 -0.0003 -7 522.0715 -3,655 3,655 -127
555 347850.KQ @DDPHA1 KR 1.3125 4 -0.057 1,872 -1.0000 0 0.0000 0 40.8339 0 0 -0
572 2015.HK @LIAUT3 HK 1.5919 3 0.030 9,034 1.0000 -1 -0.0096 -16,500 6.1179 -100,946 100,946 -3,056
591 7181.T @JAPAN373 JP 0.5837 2 0.025 5,739 1.0000 -1 -0.0003 -300 10.7965 -3,239 3,239 -80
594 7752.T @RICOH7 JP 0.7037 1 0.012 5,412 1.0000 -1 -0.0011 -1,200 9.4995 -11,399 11,399 -138
598 4938.TW @PEGAT1 TW 0.4777 5 0.066 6,086 1.0000 -1 -0.0036 -14,000 2.7337 -38,272 38,272 -2,530
599 8473.T @SOFTB11 JP 1.1682 1 0.004 10,482 1.0000 -1 -0.0034 -2,100 17.2322 -36,188 36,188 -145
601 1772.HK @GANFE1 HK 2.2175 8 0.119 2,364 1.0000 -1 -0.0029 -6,200 4.8938 -30,342 30,342 -3,605
603 3110.T @NITTO7 JP 2.4571 4 0.050 3,457 1.0000 -1 -0.0002 -100 19.4995 -1,950 1,950 -97
614 2016.HK @CHINA1988 HK 0.5011 2 0.028 936 1.0000 -1 -0.0005 -18,000 0.2984 -5,371 5,371 -150
623 9863.HK @ZHEJI434 HK 1.4117 5 0.062 3,878 1.0000 -1 -0.0027 -6,200 4.6337 -28,729 28,729 -1,790
625 011070.KS @LGINN1 KR 1.2754 10 0.241 5,979 1.0000 -1 -0.0008 -20 428.2083 -8,564 8,564 -2,062
630 0867.HK @CHINA1308 HK 0.8059 1 0.003 3,751 1.0000 -1 -0.0003 -2,000 1.5416 -3,083 3,083 -9
631 003540.KS @DAISH8 KR 1.1175 2 0.028 841 1.0000 -1 -0.0013 -758 17.6422 -13,373 13,373 -378
632 034020.KS @DOOSA22 KR 1.5857 7 0.112 22,150 1.0000 -1 -0.0013 -272 49.3981 -13,436 13,436 -1,509
634 0639.HK @FUSHA1 HK 0.6879 7 0.107 1,059 1.0000 -1 -0.0002 -6,000 0.2971 -1,783 1,783 -191
638 005380.KS @HYUND52 KR 1.5348 9 0.147 43,879 1.0000 -1 -0.0024 -91 274.7384 -25,001 25,001 -3,680
639 0358.HK @JIANG2 HK 2.3112 7 0.106 4,471 1.0000 -1 -0.0046 -11,000 4.4144 -48,558 48,558 -5,130
640 5016.T @NIPPO55 JP 2.8559 2 0.015 21,932 1.0000 -1 -0.0002 -100 23.0088 -2,301 2,301 -35
641 001440.KS @TAIHA2 KR 2.1250 7 0.104 2,154 1.0000 -1 -0.0002 -105 19.2522 -2,021 2,021 -211
658 2018.HK @AACAC1 HK 1.6986 8 0.116 5,733 1.0000 -1 -0.0007 -1,500 4.9602 -7,440 7,440 -863
660 9626.HK @BILIB6 HK 2.1178 5 0.064 5,167 1.0000 -1 -0.0001 -80 17.3287 -1,386 1,386 -89
662 2333.HK @GREAT74 HK 1.2924 5 0.061 2,604 1.0000 -1 -0.0003 -3,000 1.1285 -3,385 3,385 -205
663 2611.HK @GUOTA36 HK 0.9249 5 0.074 5,927 1.0000 -1 -0.0004 -2,000 1.9433 -3,887 3,887 -287
680 071050.KS @DONGW19 KR 1.5420 7 0.100 8,132 1.0000 -1 -0.0002 -12 145.9334 -1,751 1,751 -174
681 051910.KS @LGCHE6 KR 1.7685 10 0.186 8,142 1.0000 -1 -0.0005 -32 177.4495 -5,678 5,678 -1,054
684 2345.TW @ACCTO2 TW 1.2252 10 0.279 35,440 1.0000 0 0.0000 0 68.6520 0 0 0
685 2395.TW @ADVAN60 TW 1.0297 9 0.174 9,984 1.0000 0 0.0000 0 17.9670 0 0 0
687 6856.T @HORIB1 JP 1.3042 6 0.089 6,841 1.0000 0 0.0000 0 161.9774 0 0 0
689 1888.HK @KINGB6 HK 2.1192 9 0.161 5,760 1.0000 -1 -0.0002 -500 4.8097 -2,405 2,405 -388
690 6920.T @LASER19 JP 1.9156 7 0.106 24,842 1.0000 0 0.0000 0 263.4727 0 0 0
692 1515.T @NITTE2 JP 1.9917 1 -0.002 1,113 -1.0000 0 0.0000 0 16.9667 0 0 -0
693 6098.T @RECRU27 JP 0.2327 4 0.055 108,337 1.0000 0 0.0000 0 73.5734 0 0 0
694 8050.T @SEIKO3 JP 1.2144 5 0.067 3,293 1.0000 0 0.0000 0 44.6750 0 0 0
695 7309.T @SHIMA11 JP 0.3946 6 -0.083 8,924 -1.0000 0 0.0000 0 113.3354 0 0 -0
696 3374.TWO @XINTE1 TW 1.4188 9 0.169 1,807 1.0000 0 0.0000 0 11.2874 0 0 0
705 300750.ZK @CONTE31 CN 1.2262 3 0.031 191,976 1.0000 -1 -0.0089 -1,647 56.5562 -93,148 93,148 -2,918
712 603259.SH @WUXIA4 CN 1.1599 1 -0.004 43,369 -1.0000 1 0.0098 5,579 18.4578 102,976 102,976 -398
744 688543.SH @JIANG454 CN 1.1484 3 -0.043 768 -1.0000 1 0.0001 240 5.4694 1,313 1,313 -56
747 600562.SH @JGAOC1 CN 1.4056 1 -0.012 1,684 -1.0000 1 0.0031 9,200 3.5690 32,835 32,835 -392
749 688046.SH @GEMPH1 CN 1.7920 1 -0.014 809 -1.0000 1 0.0008 2,100 3.8688 8,124 8,124 -111
751 000738.ZK @NANFA1 CN 1.2882 1 -0.005 1,718 -1.0000 1 0.0002 700 2.6122 1,829 1,829 -9
756 603699.SH @NEWAY13 CN 1.2894 2 0.015 4,786 1.0000 -1 -0.0002 -400 6.1738 -2,470 2,470 -38
757 600183.SH @GUANG16 CN 1.8320 2 0.027 22,141 1.0000 -1 -0.0048 -2,900 17.5290 -50,834 50,834 -1,378
761 002407.ZK @DOFLU1 CN 1.1908 8 -0.127 5,365 -1.0000 0 0.0000 0 4.5067 0 0 -0
764 601318.SH @PINGA4 CN 0.7715 4 0.049 77,380 1.0000 0 0.0000 0 7.9767 0 0 0
765 688256.SH @CAMBR63 CN 1.8190 10 -0.193 87,510 -1.0000 0 0.0000 0 180.8866 0 0 -0
766 600036.SH @CHINA242 CN 0.3231 3 -0.038 77,615 -1.0000 0 0.0000 0 5.7884 0 0 -0
770 688012.SH @ADVAN315 CN 1.1943 5 -0.070 42,860 -1.0000 0 0.0000 0 57.3669 0 0 -0