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_20241009_151544
0 multin_zz1000_71001_barra_size_topG 67.82 -21.84 237.83 3.07 -692.77 357.13 1465.17 1374.03 1447.31
1 multin_zz1000_71001_barra_beta_botG 63.17 -26.48 233.18 -1.58 -697.41 352.48 1460.53 1369.39 1442.66
2 multin_zz1000_71001_barra_momentum_topG 21.55 -68.10 191.57 -43.20 -739.03 310.86 1418.91 1327.77 1401.04
3 multin_zz1000_71001_barra_nonlinearsize_topG 10.78 -78.87 180.80 -53.97 -749.80 300.09 1408.14 1317.00 1390.27
4 multin_zz1000_71001_barra_btop_topG -79.01 -168.67 91.00 -143.76 -839.60 210.29 1318.34 1227.20 1300.48
5 multin_zz1000_71001_barra_earningsyield_topG -92.27 -181.93 77.74 -157.02 -852.86 197.03 1305.08 1213.94 1287.22
6 multin_zz1000_71001_barra_leverage_topG -104.85 -194.51 65.16 -169.60 -865.44 184.45 1292.50 1201.36 1274.64
7 multin_zz1000_71001_barra_liquidity_botG -118.75 -208.41 51.26 -183.50 -879.34 170.55 1278.60 1187.46 1260.74
8 multin_zz1000_71001_barra_residualvolatility_topG -169.85 -259.51 0.16 -234.60 -930.44 119.46 1227.50 1136.36 1209.64
9 multin_zz1000_71001_barra_growth_topG -188.47 -278.13 -18.46 -253.22 -949.06 100.83 1208.88 1117.74 1191.02