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_20240910_151536
0 multin_zz1000_71001_barra_growth_topG 54.80 77.48 18.30 69.61 79.60 -31.21 -128.99 -147.19 -152.80
1 multin_zz1000_71001_barra_liquidity_botG 18.42 41.11 -18.08 33.23 43.22 -67.59 -165.37 -183.57 -189.18
2 multin_zz1000_71001_barra_residualvolatility_topG -2.50 20.18 -39.00 12.31 22.30 -88.51 -186.29 -204.49 -210.11
3 multin_zz1000_71001_barra_momentum_topG -13.70 8.99 -50.20 1.11 11.10 -99.71 -197.49 -215.69 -221.30
4 multin_zz1000_71001_barra_nonlinearsize_topG -17.39 5.29 -53.90 -2.59 7.40 -103.40 -201.19 -219.38 -225.00
5 multin_zz1000_71001_barra_earningsyield_topG -20.86 1.82 -57.36 -6.05 3.94 -106.87 -204.65 -222.85 -228.47
6 multin_zz1000_71001_barra_size_topG -21.49 1.19 -57.99 -6.68 3.31 -107.50 -205.28 -223.48 -229.10
7 multin_zz1000_71001_barra_leverage_topG -40.07 -17.39 -76.58 -25.27 -15.28 -126.08 -223.87 -242.06 -247.68
8 multin_zz1000_71001_barra_btop_topG -45.06 -22.38 -81.57 -30.26 -20.27 -131.07 -228.86 -247.05 -252.67
9 multin_zz1000_71001_barra_beta_botG -55.94 -33.26 -92.45 -41.14 -31.15 -141.95 -239.74 -257.93 -263.55