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_20240906_151524
0 multin_zz1000_71001_barra_beta_botG 57.31 25.77 79.60 -32.42 -112.87 124.65 360.87 357.54 354.24
1 multin_zz1000_71001_barra_momentum_topG 49.56 18.01 71.85 -40.18 -120.62 116.89 353.11 349.79 346.49
2 multin_zz1000_71001_barra_leverage_topG 39.98 8.44 62.27 -49.75 -130.19 107.32 343.54 340.21 336.92
3 multin_zz1000_71001_barra_btop_topG 38.96 7.42 61.25 -50.77 -131.21 106.30 342.52 339.20 335.90
4 multin_zz1000_71001_barra_size_topG 22.32 -9.23 44.61 -67.41 -147.86 89.66 325.88 322.55 319.25
5 multin_zz1000_71001_barra_nonlinearsize_topG 5.29 -26.25 27.58 -84.44 -164.88 72.63 308.85 305.52 302.23
6 multin_zz1000_71001_barra_earningsyield_topG -0.81 -32.35 21.48 -90.54 -170.99 66.53 302.75 299.42 296.12
7 multin_zz1000_71001_barra_liquidity_botG -2.52 -34.06 19.77 -92.25 -172.70 64.82 301.04 297.71 294.41
8 multin_zz1000_71001_barra_residualvolatility_topG -10.94 -42.48 11.35 -100.67 -181.11 56.40 292.62 289.29 286.00
9 multin_zz1000_71001_barra_growth_topG -74.02 -105.57 -51.73 -163.75 -244.20 -6.68 229.54 226.21 222.91