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_20240903_151505
0 multin_zz1000_71001_barra_growth_topG 13.29 -9.13 -3.78 73.89 102.61 18.10 -12.27 -3.83 24.95
1 multin_zz1000_71001_barra_nonlinearsize_topG 5.99 -16.44 -11.08 66.58 95.30 10.80 -19.58 -11.13 17.64
2 multin_zz1000_71001_barra_residualvolatility_topG -12.20 -34.62 -29.26 48.40 77.12 -7.38 -37.76 -29.32 -0.54
3 multin_zz1000_71001_barra_earningsyield_topG -17.50 -39.92 -34.57 43.09 71.81 -12.69 -43.07 -34.62 -5.84
4 multin_zz1000_71001_barra_liquidity_botG -28.37 -50.79 -45.43 32.23 60.95 -23.56 -53.93 -45.49 -16.71
5 multin_zz1000_71001_barra_leverage_topG -37.20 -59.62 -54.27 23.39 52.11 -32.39 -62.77 -54.32 -25.54
6 multin_zz1000_71001_barra_btop_topG -59.38 -81.80 -76.44 1.22 29.94 -54.57 -84.94 -76.50 -47.72
7 multin_zz1000_71001_barra_size_topG -60.03 -82.45 -77.10 0.56 29.28 -55.22 -85.60 -77.15 -48.37
8 multin_zz1000_71001_barra_momentum_topG -86.05 -108.47 -103.12 -25.45 3.27 -81.24 -111.61 -103.17 -74.39
9 multin_zz1000_71001_barra_beta_botG -96.95 -119.37 -114.01 -36.35 -7.63 -92.14 -122.51 -114.07 -85.29