strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20240829_183412
0 multin_zz1000_71001_barra_growth_topG 29.37 59.78 30.93 214.12 190.14 37.78 -58.46 -53.97 -68.68
1 multin_zz1000_71001_barra_nonlinearsize_topG 2.27 32.68 3.83 187.02 163.04 10.69 -85.55 -81.07 -95.77
2 multin_zz1000_71001_barra_residualvolatility_topG -29.02 1.38 -27.47 155.73 131.74 -20.61 -116.85 -112.36 -127.07
3 multin_zz1000_71001_barra_liquidity_botG -35.61 -5.21 -34.05 149.14 125.16 -27.20 -123.44 -118.95 -133.66
4 multin_zz1000_71001_barra_earningsyield_topG -48.66 -18.26 -47.11 136.08 112.10 -40.25 -136.49 -132.01 -146.71
5 multin_zz1000_71001_barra_leverage_topG -77.15 -46.75 -75.60 107.60 83.61 -68.74 -164.98 -160.49 -175.20
6 multin_zz1000_71001_barra_momentum_topG -86.59 -56.18 -85.03 98.16 74.18 -78.17 -174.41 -169.93 -184.63
7 multin_zz1000_71001_barra_size_topG -109.68 -79.27 -108.12 75.07 51.09 -101.26 -197.50 -193.02 -207.72
8 multin_zz1000_71001_barra_btop_topG -129.71 -99.31 -128.15 55.04 31.06 -121.30 -217.54 -213.05 -227.76
9 multin_zz1000_71001_barra_beta_botG -155.87 -125.46 -154.31 28.88 4.90 -147.46 -243.70 -239.21 -253.92