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_20240924_151530
0 multin_zz1000_71001_barra_earningsyield_topG 66.30 17.30 138.24 21.29 452.16 146.42 -166.25 -178.93 -168.05
1 multin_zz1000_71001_barra_btop_topG 32.08 -16.92 104.02 -12.93 417.94 112.20 -200.47 -213.15 -202.28
2 multin_zz1000_71001_barra_nonlinearsize_topG 29.36 -19.63 101.30 -15.64 415.23 109.49 -203.18 -215.86 -204.99
3 multin_zz1000_71001_barra_size_topG 14.78 -34.22 86.72 -30.23 400.64 94.90 -217.76 -230.45 -219.57
4 multin_zz1000_71001_barra_leverage_topG 1.62 -47.38 73.56 -43.39 387.48 81.74 -230.93 -243.61 -232.74
5 multin_zz1000_71001_barra_liquidity_botG -24.47 -73.46 47.47 -69.48 361.39 55.65 -257.01 -269.70 -258.82
6 multin_zz1000_71001_barra_growth_topG -27.10 -76.10 44.84 -72.11 358.76 53.02 -259.65 -272.33 -261.45
7 multin_zz1000_71001_barra_beta_botG -30.53 -79.52 41.41 -75.54 355.33 49.59 -263.07 -275.76 -264.88
8 multin_zz1000_71001_barra_momentum_topG -39.98 -88.97 31.96 -84.99 345.88 40.14 -272.52 -285.21 -274.33
9 multin_zz1000_71001_barra_residualvolatility_topG -64.61 -113.60 7.33 -109.61 321.26 15.52 -297.15 -309.83 -298.96