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_20241008_151536
0 multin_zz1000_71001_barra_residualvolatility_topG 231.68 376.60 228.06 494.88 1093.01 171.36 -811.62 -826.78 -757.46
1 multin_zz1000_71001_barra_growth_topG 223.04 367.96 219.42 486.24 1084.37 162.72 -820.26 -835.42 -766.10
2 multin_zz1000_71001_barra_nonlinearsize_topG -71.44 73.48 -75.06 191.75 789.89 -131.76 -1114.74 -1129.90 -1060.58
3 multin_zz1000_71001_barra_momentum_topG -188.15 -43.24 -191.77 75.04 673.18 -248.48 -1231.46 -1246.62 -1177.29
4 multin_zz1000_71001_barra_liquidity_botG -208.90 -63.98 -212.52 54.29 652.43 -269.22 -1252.20 -1267.36 -1198.04
5 multin_zz1000_71001_barra_size_topG -226.93 -82.01 -230.55 36.26 634.40 -287.25 -1270.23 -1285.39 -1216.07
6 multin_zz1000_71001_barra_earningsyield_topG -314.64 -169.73 -318.26 -51.45 546.69 -374.96 -1357.94 -1373.10 -1303.78
7 multin_zz1000_71001_barra_leverage_topG -338.49 -193.57 -342.11 -75.29 522.84 -398.81 -1381.79 -1396.95 -1327.63
8 multin_zz1000_71001_barra_btop_topG -379.93 -235.02 -383.55 -116.74 481.40 -440.26 -1423.24 -1438.39 -1369.07
9 multin_zz1000_71001_barra_beta_botG -502.12 -357.21 -505.74 -238.93 359.21 -562.45 -1545.42 -1560.58 -1491.26