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_20240919_151539
0 multin_zz1000_71001_barra_leverage_topG 61.55 119.09 11.46 167.77 247.71 -18.20 -198.03 -213.80 -214.99
1 multin_zz1000_71001_barra_liquidity_botG 58.02 115.55 7.92 164.24 244.17 -21.74 -201.56 -217.34 -218.53
2 multin_zz1000_71001_barra_residualvolatility_topG 47.17 104.70 -2.93 153.38 233.32 -32.59 -212.41 -228.19 -229.38
3 multin_zz1000_71001_barra_btop_topG 42.65 100.18 -7.45 148.86 228.80 -37.11 -216.93 -232.71 -233.90
4 multin_zz1000_71001_barra_earningsyield_topG 22.83 80.36 -27.26 129.05 208.99 -56.93 -236.75 -252.53 -253.71
5 multin_zz1000_71001_barra_growth_topG 18.54 76.07 -31.56 124.76 204.70 -61.22 -241.04 -256.82 -258.00
6 multin_zz1000_71001_barra_nonlinearsize_topG -9.21 48.32 -59.31 97.01 176.94 -88.97 -268.79 -284.57 -285.76
7 multin_zz1000_71001_barra_beta_botG -61.43 -3.90 -111.53 44.79 124.73 -141.19 -321.01 -336.79 -337.97
8 multin_zz1000_71001_barra_size_topG -81.51 -23.98 -131.61 24.70 104.64 -161.27 -341.09 -356.87 -358.06
9 multin_zz1000_71001_barra_momentum_topG -85.07 -27.54 -135.16 21.15 101.09 -164.83 -344.65 -360.43 -361.61