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_20240913_151547
0 multin_zz1000_71001_barra_btop_topG 103.25 78.77 127.80 22.20 -17.39 146.24 409.61 429.62 452.79
1 multin_zz1000_71001_barra_beta_botG 77.96 53.48 102.52 -3.09 -42.67 120.95 384.32 404.34 427.50
2 multin_zz1000_71001_barra_leverage_topG 73.84 49.36 98.39 -7.21 -46.80 116.83 380.20 400.21 423.38
3 multin_zz1000_71001_barra_momentum_topG 57.93 33.46 82.49 -23.12 -62.70 100.93 364.29 384.31 407.48
4 multin_zz1000_71001_barra_size_topG 53.82 29.34 78.38 -27.23 -66.81 96.81 360.18 380.20 403.36
5 multin_zz1000_71001_barra_liquidity_botG 21.48 -2.99 46.04 -59.56 -99.15 64.48 327.85 347.86 371.03
6 multin_zz1000_71001_barra_nonlinearsize_topG 9.83 -14.65 34.39 -71.22 -110.80 52.83 316.19 336.21 359.37
7 multin_zz1000_71001_barra_earningsyield_topG -8.22 -32.70 16.34 -89.27 -128.85 34.77 298.14 318.16 341.32
8 multin_zz1000_71001_barra_residualvolatility_topG -49.45 -73.93 -24.89 -130.50 -170.08 -6.46 256.91 276.93 300.09
9 multin_zz1000_71001_barra_growth_topG -77.75 -102.23 -53.20 -158.80 -198.39 -34.76 228.61 248.62 271.79