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
barraStyle_20240924_151530
0 multin_zz1000_71001_barra_momentum_botG 70.00 21.00 141.94 24.99 455.86 150.12 -162.55 -175.23 -164.36
1 multin_zz1000_71001_barra_earningsyield_topG 66.30 17.30 138.24 21.29 452.16 146.42 -166.25 -178.93 -168.05
2 multin_zz1000_71001_barra_btop_topG 32.08 -16.92 104.02 -12.93 417.94 112.20 -200.47 -213.15 -202.28
3 multin_zz1000_71001_barra_nonlinearsize_topG 29.36 -19.63 101.30 -15.64 415.23 109.49 -203.18 -215.86 -204.99
4 multin_zz1000_71001_barra_size_topG 14.78 -34.22 86.72 -30.23 400.64 94.90 -217.76 -230.45 -219.57
5 multin_zz1000_71001_barra_leverage_topG 1.62 -47.38 73.56 -43.39 387.48 81.74 -230.93 -243.61 -232.74
6 multin_zz1000_71001_barra_liquidity_botG -24.47 -73.46 47.47 -69.48 361.39 55.65 -257.01 -269.70 -258.82
7 multin_zz1000_71001_barra_growth_topG -27.10 -76.10 44.84 -72.11 358.76 53.02 -259.65 -272.33 -261.45
8 multin_zz1000_71001_barra_beta_botG -30.53 -79.52 41.41 -75.54 355.33 49.59 -263.07 -275.76 -264.88
9 multin_zz1000_71001_barra_leverage_botG -31.89 -80.88 40.05 -76.90 353.98 48.24 -264.43 -277.12 -266.24
10 multin_zz1000_71001_barra_residualvolatility_botG -32.50 -81.50 39.44 -77.51 353.36 47.62 -265.05 -277.73 -266.86
11 multin_zz1000_71001_barra_beta_topG -34.13 -83.12 37.82 -79.13 351.74 46.00 -266.67 -279.35 -268.48
12 multin_zz1000_71001_barra_btop_botG -39.75 -88.74 32.20 -84.75 346.12 40.38 -272.29 -284.97 -274.10
13 multin_zz1000_71001_barra_momentum_topG -39.98 -88.97 31.96 -84.99 345.88 40.14 -272.52 -285.21 -274.33
14 multin_zz1000_71001_barra_growth_botG -41.15 -90.14 30.80 -86.15 344.72 38.98 -273.69 -286.37 -275.50
15 multin_zz1000_71001_barra_earningsyield_botG -44.90 -93.89 27.04 -89.91 340.97 35.23 -277.44 -290.13 -279.25
16 multin_zz1000_71001_barra_residualvolatility_topG -64.61 -113.60 7.33 -109.61 321.26 15.52 -297.15 -309.83 -298.96
17 multin_zz1000_71001_barra_liquidity_topG -76.67 -125.66 -4.73 -121.68 309.20 3.45 -309.21 -321.90 -311.02
18 multin_zz1000_71001_barra_nonlinearsize_botG -78.19 -127.18 -6.24 -123.19 307.68 1.94 -310.73 -323.41 -312.54
19 multin_zz1000_71001_barra_size_botG -78.19 -127.18 -6.25 -123.19 307.68 1.94 -310.73 -323.41 -312.54