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_20240912_151508
0 multin_zz1000_71001_barra_btop_topG 72.68 75.32 47.60 78.21 36.65 72.75 203.69 198.66 210.65
1 multin_zz1000_71001_barra_leverage_topG 66.49 69.13 41.42 72.03 30.46 66.56 197.50 192.47 204.47
2 multin_zz1000_71001_barra_liquidity_botG 43.13 45.77 18.05 48.66 7.10 43.20 174.14 169.11 181.10
3 multin_zz1000_71001_barra_earningsyield_topG 34.71 37.36 9.64 40.25 -1.32 34.79 165.72 160.69 172.69
4 multin_zz1000_71001_barra_beta_botG 13.06 15.70 -12.02 18.59 -22.97 13.13 144.07 139.04 151.03
5 multin_zz1000_71001_barra_size_topG -2.29 0.36 -27.36 3.25 -38.32 -2.21 128.73 123.69 135.69
6 multin_zz1000_71001_barra_growth_topG -3.98 -1.33 -29.05 1.56 -40.01 -3.90 127.03 122.00 134.00
7 multin_zz1000_71001_barra_residualvolatility_topG -6.64 -3.99 -31.71 -1.10 -42.67 -6.57 124.37 119.34 131.34
8 multin_zz1000_71001_barra_momentum_topG -7.05 -4.40 -32.12 -1.51 -43.07 -6.97 123.97 118.93 130.93
9 multin_zz1000_71001_barra_nonlinearsize_topG -7.98 -5.33 -33.05 -2.44 -44.01 -7.90 123.03 118.00 130.00