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_20240930_151509
0 multin_zz1000_71001_barra_growth_topG 174.61 247.03 180.84 434.34 1283.29 100.42 -1144.19 -1203.92 -1156.06
1 multin_zz1000_71001_barra_residualvolatility_topG 171.61 244.03 177.84 431.33 1280.29 97.41 -1147.19 -1206.92 -1159.07
2 multin_zz1000_71001_barra_nonlinearsize_topG -37.35 35.07 -31.12 222.38 1071.33 -111.54 -1356.15 -1415.88 -1368.02
3 multin_zz1000_71001_barra_momentum_topG -125.48 -53.06 -119.26 134.24 983.20 -199.68 -1444.28 -1504.02 -1456.16
4 multin_zz1000_71001_barra_liquidity_botG -126.00 -53.59 -119.78 133.72 982.67 -200.20 -1444.81 -1504.54 -1456.68
5 multin_zz1000_71001_barra_earningsyield_topG -151.96 -79.54 -145.74 107.76 956.72 -226.16 -1470.76 -1530.49 -1482.64
6 multin_zz1000_71001_barra_size_topG -160.95 -88.53 -154.72 98.77 947.73 -235.15 -1479.75 -1539.48 -1491.63
7 multin_zz1000_71001_barra_leverage_topG -184.31 -111.90 -178.09 75.41 924.36 -258.51 -1503.12 -1562.85 -1514.99
8 multin_zz1000_71001_barra_btop_topG -228.59 -156.18 -222.37 31.13 880.08 -302.79 -1547.40 -1607.13 -1559.27
9 multin_zz1000_71001_barra_beta_botG -275.51 -203.09 -269.29 -15.79 833.17 -349.71 -1594.31 -1654.04 -1606.19