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
barraStyle_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_residualvolatility_botG 27.95 -3.59 50.24 -61.78 -142.22 95.29 331.51 328.19 324.89
5 multin_zz1000_71001_barra_size_topG 22.32 -9.23 44.61 -67.41 -147.86 89.66 325.88 322.55 319.25
6 multin_zz1000_71001_barra_growth_botG 22.22 -9.32 44.51 -67.51 -147.95 89.56 325.78 322.46 319.16
7 multin_zz1000_71001_barra_nonlinearsize_topG 5.29 -26.25 27.58 -84.44 -164.88 72.63 308.85 305.52 302.23
8 multin_zz1000_71001_barra_earningsyield_topG -0.81 -32.35 21.48 -90.54 -170.99 66.53 302.75 299.42 296.12
9 multin_zz1000_71001_barra_liquidity_botG -2.52 -34.06 19.77 -92.25 -172.70 64.82 301.04 297.71 294.41
10 multin_zz1000_71001_barra_residualvolatility_topG -10.94 -42.48 11.35 -100.67 -181.11 56.40 292.62 289.29 286.00
11 multin_zz1000_71001_barra_earningsyield_botG -26.43 -57.97 -4.14 -116.16 -196.60 40.91 277.13 273.81 270.51
12 multin_zz1000_71001_barra_liquidity_topG -32.01 -63.56 -9.72 -121.74 -202.19 35.33 271.55 268.22 264.92
13 multin_zz1000_71001_barra_btop_botG -32.90 -64.44 -10.61 -122.63 -203.07 34.44 270.66 267.34 264.04
14 multin_zz1000_71001_barra_size_botG -52.75 -84.29 -30.46 -142.48 -222.92 14.59 250.81 247.48 244.19
15 multin_zz1000_71001_barra_nonlinearsize_botG -52.75 -84.29 -30.46 -142.48 -222.92 14.59 250.81 247.48 244.19
16 multin_zz1000_71001_barra_leverage_botG -54.74 -86.28 -32.45 -144.47 -224.91 12.60 248.82 245.50 242.20
17 multin_zz1000_71001_barra_growth_topG -74.02 -105.57 -51.73 -163.75 -244.20 -6.68 229.54 226.21 222.91
18 multin_zz1000_71001_barra_beta_topG -90.16 -121.71 -67.87 -179.89 -260.34 -22.82 213.40 210.07 206.77
19 multin_zz1000_71001_barra_momentum_botG -91.59 -123.13 -69.30 -181.32 -261.76 -24.25 211.97 208.64 205.35