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_20241011_151503
0 multin_zz1000_71001_barra_beta_botG 157.77 125.47 138.18 17.80 -262.32 160.63 570.17 615.70 577.82
1 multin_zz1000_71001_barra_btop_topG 152.61 120.31 133.02 12.64 -267.48 155.47 565.01 610.54 572.66
2 multin_zz1000_71001_barra_earningsyield_topG 105.78 73.48 86.19 -34.19 -314.31 108.64 518.18 563.71 525.83
3 multin_zz1000_71001_barra_leverage_topG 104.05 71.75 84.46 -35.92 -316.04 106.92 516.45 561.98 524.10
4 multin_zz1000_71001_barra_size_topG 82.33 50.03 62.74 -57.64 -337.76 85.20 494.73 540.26 502.38
5 multin_zz1000_71001_barra_liquidity_botG 78.86 46.56 59.27 -61.12 -341.23 81.72 491.26 536.79 498.90
6 multin_zz1000_71001_barra_momentum_topG 78.42 46.12 58.83 -61.55 -341.67 81.29 490.82 536.35 498.47
7 multin_zz1000_71001_barra_residualvolatility_topG 3.90 -28.40 -15.69 -136.07 -416.19 6.77 416.30 461.83 423.95
8 multin_zz1000_71001_barra_nonlinearsize_topG -10.55 -42.85 -30.14 -150.52 -430.64 -7.69 401.85 447.38 409.50
9 multin_zz1000_71001_barra_growth_topG -75.86 -108.16 -95.45 -215.83 -495.95 -72.99 336.54 382.07 344.19