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_20241008_151536
0 multin_zz1000_71001_barra_beta_topG 631.07 775.98 627.44 894.26 1492.39 570.74 -412.24 -427.40 -358.07
1 multin_zz1000_71001_barra_liquidity_topG 368.67 513.59 365.05 631.87 1230.00 308.35 -674.63 -689.79 -620.46
2 multin_zz1000_71001_barra_earningsyield_botG 296.38 441.29 292.76 559.57 1157.71 236.05 -746.92 -762.08 -692.76
3 multin_zz1000_71001_barra_momentum_botG 286.74 431.66 283.12 549.94 1148.07 226.42 -756.56 -771.72 -702.40
4 multin_zz1000_71001_barra_btop_botG 273.58 418.49 269.96 536.77 1134.91 213.25 -769.73 -784.89 -715.56
5 multin_zz1000_71001_barra_leverage_botG 248.06 392.98 244.44 511.26 1109.39 187.74 -795.24 -810.40 -741.07
6 multin_zz1000_71001_barra_residualvolatility_topG 231.68 376.60 228.06 494.88 1093.01 171.36 -811.62 -826.78 -757.46
7 multin_zz1000_71001_barra_growth_topG 223.04 367.96 219.42 486.24 1084.37 162.72 -820.26 -835.42 -766.10
8 multin_zz1000_71001_barra_nonlinearsize_botG -20.69 124.22 -24.31 242.50 840.64 -81.02 -1064.00 -1079.15 -1009.83
9 multin_zz1000_71001_barra_size_botG -20.69 124.22 -24.31 242.50 840.64 -81.02 -1064.00 -1079.15 -1009.83
10 multin_zz1000_71001_barra_nonlinearsize_topG -71.44 73.48 -75.06 191.75 789.89 -131.76 -1114.74 -1129.90 -1060.58
11 multin_zz1000_71001_barra_growth_botG -145.56 -0.64 -149.18 117.63 715.77 -205.88 -1188.86 -1204.02 -1134.70
12 multin_zz1000_71001_barra_momentum_topG -188.15 -43.24 -191.77 75.04 673.18 -248.48 -1231.46 -1246.62 -1177.29
13 multin_zz1000_71001_barra_liquidity_botG -208.90 -63.98 -212.52 54.29 652.43 -269.22 -1252.20 -1267.36 -1198.04
14 multin_zz1000_71001_barra_size_topG -226.93 -82.01 -230.55 36.26 634.40 -287.25 -1270.23 -1285.39 -1216.07
15 multin_zz1000_71001_barra_residualvolatility_botG -241.46 -96.54 -245.08 21.73 619.87 -301.78 -1284.76 -1299.92 -1230.60
16 multin_zz1000_71001_barra_earningsyield_topG -314.64 -169.73 -318.26 -51.45 546.69 -374.96 -1357.94 -1373.10 -1303.78
17 multin_zz1000_71001_barra_leverage_topG -338.49 -193.57 -342.11 -75.29 522.84 -398.81 -1381.79 -1396.95 -1327.63
18 multin_zz1000_71001_barra_btop_topG -379.93 -235.02 -383.55 -116.74 481.40 -440.26 -1423.24 -1438.39 -1369.07
19 multin_zz1000_71001_barra_beta_botG -502.12 -357.21 -505.74 -238.93 359.21 -562.45 -1545.42 -1560.58 -1491.26