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_20240911_151514
0 multin_zz1000_71001_barra_nonlinearsize_topG 5.39 -9.38 83.40 34.45 7.68 67.47 98.77 87.92 119.99
1 multin_zz1000_71001_barra_growth_topG -6.04 -20.81 71.97 23.02 -3.74 56.04 87.34 76.49 108.56
2 multin_zz1000_71001_barra_size_topG -13.58 -28.35 64.43 15.48 -11.29 48.50 79.80 68.95 101.02
3 multin_zz1000_71001_barra_earningsyield_topG -24.23 -39.00 53.78 4.84 -21.93 37.85 69.15 58.30 90.37
4 multin_zz1000_71001_barra_liquidity_botG -47.92 -62.69 30.09 -18.86 -45.62 14.16 45.46 34.61 66.68
5 multin_zz1000_71001_barra_leverage_topG -67.98 -82.74 10.03 -38.91 -65.68 -5.90 25.40 14.55 46.62
6 multin_zz1000_71001_barra_momentum_topG -77.14 -91.90 0.87 -48.07 -74.84 -15.06 16.24 5.39 37.47
7 multin_zz1000_71001_barra_residualvolatility_topG -78.99 -93.76 -0.98 -49.93 -76.70 -16.92 14.39 3.54 35.61
8 multin_zz1000_71001_barra_btop_topG -79.88 -94.65 -1.87 -50.82 -77.58 -17.80 13.50 2.65 34.72
9 multin_zz1000_71001_barra_beta_botG -83.04 -97.80 -5.02 -53.97 -80.74 -20.96 10.34 -0.51 31.57