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_20241010_151509
0 multin_zz1000_71001_barra_beta_botG 317.67 274.07 205.39 92.59 195.92 77.63 -84.74 -235.58 -100.51
1 multin_zz1000_71001_barra_earningsyield_topG 262.85 219.25 150.58 37.77 141.10 22.81 -139.55 -290.40 -155.32
2 multin_zz1000_71001_barra_btop_topG 233.63 190.03 121.36 8.55 111.89 -6.41 -168.77 -319.61 -184.54
3 multin_zz1000_71001_barra_leverage_topG 208.60 165.00 96.32 -16.48 86.85 -31.44 -193.81 -344.65 -209.58
4 multin_zz1000_71001_barra_liquidity_botG 205.07 161.47 92.79 -20.01 83.32 -34.97 -197.34 -348.18 -213.11
5 multin_zz1000_71001_barra_momentum_topG 189.38 145.78 77.11 -35.70 67.63 -50.66 -213.02 -363.86 -228.79
6 multin_zz1000_71001_barra_size_topG 125.98 82.38 13.70 -99.10 4.23 -114.06 -276.43 -427.27 -292.20
7 multin_zz1000_71001_barra_residualvolatility_topG 87.93 44.34 -24.34 -137.14 -33.81 -152.11 -314.47 -465.31 -330.24
8 multin_zz1000_71001_barra_nonlinearsize_topG 52.57 8.98 -59.70 -172.51 -69.17 -187.47 -349.83 -500.67 -365.60
9 multin_zz1000_71001_barra_growth_topG 48.70 5.11 -63.57 -176.38 -73.04 -191.34 -353.70 -504.54 -369.47