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_20240927_151527
0 multin_zz1000_71001_barra_momentum_botG 149.07 154.24 215.00 245.43 678.70 190.62 -286.02 -295.99 -265.66
1 multin_zz1000_71001_barra_beta_topG 140.83 146.00 206.76 237.20 670.47 182.39 -294.25 -304.23 -273.90
2 multin_zz1000_71001_barra_liquidity_topG 56.66 61.83 122.59 153.03 586.30 98.22 -378.43 -388.40 -358.07
3 multin_zz1000_71001_barra_btop_botG 49.22 54.39 115.14 145.58 578.85 90.77 -385.87 -395.84 -365.51
4 multin_zz1000_71001_barra_growth_topG 46.97 52.14 112.90 143.33 576.60 88.52 -388.12 -398.09 -367.76
5 multin_zz1000_71001_barra_earningsyield_botG 40.26 45.43 106.19 136.62 569.90 81.81 -394.83 -404.80 -374.47
6 multin_zz1000_71001_barra_leverage_botG 33.00 38.17 98.93 129.36 562.64 74.55 -402.09 -412.06 -381.73
7 multin_zz1000_71001_barra_nonlinearsize_topG 14.46 19.63 80.38 110.82 544.09 56.01 -420.63 -430.60 -400.27
8 multin_zz1000_71001_barra_residualvolatility_topG 13.87 19.03 79.79 110.23 543.50 55.42 -421.22 -431.20 -400.86
9 multin_zz1000_71001_barra_size_topG -61.54 -56.37 4.39 34.83 468.10 -19.98 -496.63 -506.60 -476.27
10 multin_zz1000_71001_barra_size_botG -81.88 -76.71 -15.95 14.48 447.76 -40.33 -516.97 -526.94 -496.61
11 multin_zz1000_71001_barra_nonlinearsize_botG -81.88 -76.71 -15.95 14.48 447.76 -40.33 -516.97 -526.94 -496.61
12 multin_zz1000_71001_barra_leverage_topG -89.43 -84.26 -23.51 6.93 440.20 -47.88 -524.52 -534.49 -504.16
13 multin_zz1000_71001_barra_earningsyield_topG -93.06 -87.90 -27.14 3.30 436.57 -51.51 -528.15 -538.13 -507.80
14 multin_zz1000_71001_barra_growth_botG -98.90 -93.73 -32.97 -2.53 430.74 -57.34 -533.99 -543.96 -513.63
15 multin_zz1000_71001_barra_liquidity_botG -126.90 -121.73 -60.97 -30.53 402.74 -85.34 -561.99 -571.96 -541.63
16 multin_zz1000_71001_barra_residualvolatility_botG -149.59 -144.42 -83.66 -53.23 380.05 -108.04 -584.68 -594.65 -564.32
17 multin_zz1000_71001_barra_btop_topG -150.15 -144.98 -84.22 -53.79 379.49 -108.60 -585.24 -595.21 -564.88
18 multin_zz1000_71001_barra_momentum_topG -159.84 -154.67 -93.91 -63.48 369.79 -118.29 -594.93 -604.90 -574.57
19 multin_zz1000_71001_barra_beta_botG -235.30 -230.13 -169.38 -138.94 294.33 -193.75 -670.39 -680.36 -650.03