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_20240830_151504
0 multin_zz1000_71001_barra_residualvolatility_topG 77.87 87.90 57.17 123.21 270.07 69.76 -61.64 -39.59 8.66
1 multin_zz1000_71001_barra_growth_topG 20.04 30.06 -0.66 65.38 212.24 11.92 -119.47 -97.42 -49.17
2 multin_zz1000_71001_barra_leverage_topG 10.59 20.62 -10.10 55.93 202.80 2.48 -128.92 -106.87 -58.62
3 multin_zz1000_71001_barra_nonlinearsize_topG -16.21 -6.19 -36.91 29.13 175.99 -24.33 -155.73 -133.68 -85.43
4 multin_zz1000_71001_barra_btop_topG -16.70 -6.68 -37.40 28.64 175.50 -24.82 -156.21 -134.16 -85.91
5 multin_zz1000_71001_barra_momentum_topG -33.19 -23.17 -53.89 12.15 159.01 -41.31 -172.71 -150.65 -102.40
6 multin_zz1000_71001_barra_size_topG -34.17 -24.15 -54.87 11.16 158.03 -42.29 -173.69 -151.64 -103.39
7 multin_zz1000_71001_barra_liquidity_botG -49.50 -39.47 -70.19 -4.16 142.71 -57.61 -189.01 -166.96 -118.71
8 multin_zz1000_71001_barra_earningsyield_topG -49.74 -39.72 -70.44 -4.41 142.46 -57.86 -189.26 -167.21 -118.96
9 multin_zz1000_71001_barra_beta_botG -102.17 -92.15 -122.87 -56.83 90.03 -110.29 -241.69 -219.63 -171.38