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_20240920_151540
0 multin_zz1000_71001_barra_size_topG 31.29 41.11 4.19 -40.69 -7.10 34.50 139.79 154.37 149.35
1 multin_zz1000_71001_barra_btop_topG 30.23 40.04 3.12 -41.76 -8.17 33.44 138.73 153.31 148.29
2 multin_zz1000_71001_barra_residualvolatility_topG 29.32 39.13 2.21 -42.67 -9.08 32.52 137.81 152.39 147.37
3 multin_zz1000_71001_barra_leverage_topG 26.05 35.86 -1.06 -45.94 -12.35 29.25 134.55 149.12 144.11
4 multin_zz1000_71001_barra_momentum_topG 24.43 34.24 -2.68 -47.56 -13.97 27.63 132.93 147.50 142.49
5 multin_zz1000_71001_barra_beta_botG 9.92 19.73 -17.19 -62.07 -28.48 13.13 118.42 133.00 127.98
6 multin_zz1000_71001_barra_nonlinearsize_topG -14.59 -4.77 -41.69 -86.57 -52.98 -11.38 93.91 108.49 103.47
7 multin_zz1000_71001_barra_liquidity_botG -17.69 -7.87 -44.79 -89.67 -56.08 -14.48 90.81 105.39 100.37
8 multin_zz1000_71001_barra_growth_topG -18.26 -8.44 -45.36 -90.24 -56.65 -15.05 90.24 104.82 99.80
9 multin_zz1000_71001_barra_earningsyield_topG -20.56 -10.74 -47.66 -92.54 -58.95 -17.35 87.94 102.52 97.50