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_20240902_151508
0 multin_zz1000_71001_barra_beta_botG 107.85 97.98 63.21 70.80 -98.30 36.83 228.15 255.48 252.37
1 multin_zz1000_71001_barra_liquidity_botG 85.11 75.24 40.48 48.07 -121.03 14.09 205.42 232.75 229.64
2 multin_zz1000_71001_barra_btop_topG 55.47 45.60 10.83 18.42 -150.68 -15.56 175.77 203.10 199.99
3 multin_zz1000_71001_barra_momentum_topG 53.61 43.74 8.97 16.56 -152.54 -17.42 173.91 201.24 198.13
4 multin_zz1000_71001_barra_leverage_topG 40.13 30.26 -4.51 3.08 -166.02 -30.90 160.43 187.76 184.65
5 multin_zz1000_71001_barra_earningsyield_topG 39.01 29.14 -5.62 1.96 -167.14 -32.01 159.32 186.64 183.54
6 multin_zz1000_71001_barra_size_topG 34.20 24.33 -10.43 -2.84 -171.94 -36.82 154.51 181.84 178.73
7 multin_zz1000_71001_barra_residualvolatility_topG 28.80 18.93 -15.84 -8.25 -177.35 -42.22 149.10 176.43 173.32
8 multin_zz1000_71001_barra_growth_topG 3.70 -6.17 -40.93 -33.34 -202.44 -67.32 124.01 151.34 148.23
9 multin_zz1000_71001_barra_nonlinearsize_topG -9.50 -19.37 -54.14 -46.55 -215.65 -80.53 110.80 138.13 135.02