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_20240926_151505
0 multin_zz1000_71001_barra_btop_topG 48.21 13.81 147.98 29.79 425.17 168.84 -61.86 -44.94 -10.83
1 multin_zz1000_71001_barra_nonlinearsize_topG 27.60 -6.80 127.37 9.18 404.56 148.23 -82.47 -65.55 -31.44
2 multin_zz1000_71001_barra_earningsyield_topG 18.17 -16.23 117.93 -0.25 395.13 138.80 -91.91 -74.98 -40.87
3 multin_zz1000_71001_barra_leverage_topG 16.46 -17.94 116.22 -1.96 393.42 137.09 -93.62 -76.69 -42.58
4 multin_zz1000_71001_barra_size_topG 8.46 -25.94 108.22 -9.96 385.42 129.09 -101.62 -84.69 -50.58
5 multin_zz1000_71001_barra_liquidity_botG -52.06 -86.46 47.71 -70.48 324.90 68.57 -162.13 -145.21 -111.10
6 multin_zz1000_71001_barra_growth_topG -73.48 -107.88 26.28 -91.90 303.48 47.15 -183.56 -166.63 -132.52
7 multin_zz1000_71001_barra_beta_botG -108.19 -142.59 -8.43 -126.61 268.76 12.43 -218.27 -201.35 -167.24
8 multin_zz1000_71001_barra_residualvolatility_topG -115.33 -149.73 -15.57 -133.75 261.62 5.29 -225.41 -208.49 -174.38
9 multin_zz1000_71001_barra_momentum_topG -121.76 -156.16 -21.99 -140.18 255.20 -1.13 -231.83 -214.91 -180.80