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_20240905_151531
0 multin_zz1000_71001_barra_leverage_topG 29.62 66.09 2.91 89.62 107.35 5.86 -106.11 -159.76 -115.69
1 multin_zz1000_71001_barra_residualvolatility_topG 28.86 65.33 2.16 88.87 106.60 5.11 -106.87 -160.51 -116.44
2 multin_zz1000_71001_barra_btop_topG 20.25 56.72 -6.46 80.25 97.98 -3.51 -115.48 -169.13 -125.06
3 multin_zz1000_71001_barra_liquidity_botG 8.86 45.33 -17.84 68.87 86.60 -14.89 -126.87 -180.51 -136.44
4 multin_zz1000_71001_barra_nonlinearsize_topG -4.64 31.83 -31.35 55.36 73.09 -28.40 -140.37 -194.02 -149.95
5 multin_zz1000_71001_barra_growth_topG -5.49 30.98 -32.19 54.52 72.25 -29.25 -141.22 -194.86 -150.79
6 multin_zz1000_71001_barra_earningsyield_topG -12.71 23.77 -39.41 47.30 65.03 -36.46 -148.43 -202.08 -158.01
7 multin_zz1000_71001_barra_momentum_topG -18.28 18.20 -44.98 41.73 59.46 -42.03 -154.00 -207.65 -163.58
8 multin_zz1000_71001_barra_beta_botG -28.27 8.20 -54.97 31.74 49.47 -52.03 -164.00 -217.65 -173.58
9 multin_zz1000_71001_barra_size_topG -44.00 -7.53 -70.70 16.01 33.74 -67.75 -179.73 -233.37 -189.30