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_20240925_151510
0 multin_zz1000_71001_barra_btop_topG 120.06 128.19 89.86 72.99 216.43 75.33 -27.22 -45.74 -26.27
1 multin_zz1000_71001_barra_residualvolatility_topG 77.34 85.47 47.14 30.27 173.71 32.61 -69.94 -88.46 -68.99
2 multin_zz1000_71001_barra_leverage_topG 73.73 81.86 43.53 26.66 170.10 29.00 -73.55 -92.07 -72.61
3 multin_zz1000_71001_barra_earningsyield_topG 42.51 50.65 12.31 -4.56 138.88 -2.21 -104.77 -123.28 -103.82
4 multin_zz1000_71001_barra_beta_botG 34.06 42.19 3.86 -13.01 130.43 -10.67 -113.23 -131.74 -112.28
5 multin_zz1000_71001_barra_growth_topG 19.58 27.71 -10.63 -27.50 115.94 -25.15 -127.71 -146.22 -126.76
6 multin_zz1000_71001_barra_liquidity_botG 17.02 25.16 -13.18 -30.05 113.39 -27.70 -130.26 -148.77 -129.31
7 multin_zz1000_71001_barra_momentum_topG 12.63 20.76 -17.57 -34.44 109.00 -32.10 -134.65 -153.17 -133.71
8 multin_zz1000_71001_barra_size_topG 7.06 15.19 -23.14 -40.01 103.43 -37.67 -140.22 -158.74 -139.27
9 multin_zz1000_71001_barra_nonlinearsize_topG -6.10 2.03 -36.30 -53.17 90.27 -50.82 -153.38 -171.90 -152.43