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_20241014_151512
0 multin_zz1000_71001_barra_residualvolatility_topG 124.95 240.59 130.07 297.60 490.67 157.31 -173.47 -179.46 -85.03
1 multin_zz1000_71001_barra_momentum_topG 25.92 141.56 31.03 198.57 391.63 58.28 -272.50 -278.50 -184.06
2 multin_zz1000_71001_barra_growth_topG -11.34 104.30 -6.23 161.31 354.37 21.01 -309.76 -315.76 -221.33
3 multin_zz1000_71001_barra_leverage_topG -46.86 68.78 -41.75 125.79 318.85 -14.51 -345.28 -351.28 -256.84
4 multin_zz1000_71001_barra_nonlinearsize_topG -62.62 53.01 -57.51 110.03 303.09 -30.27 -361.04 -367.04 -272.61
5 multin_zz1000_71001_barra_btop_topG -82.39 33.25 -77.27 90.26 283.33 -50.03 -380.81 -386.80 -292.37
6 multin_zz1000_71001_barra_earningsyield_topG -121.27 -5.63 -116.15 51.38 244.45 -88.91 -419.69 -425.68 -331.25
7 multin_zz1000_71001_barra_size_topG -137.83 -22.19 -132.72 34.82 227.88 -105.48 -436.25 -442.25 -347.82
8 multin_zz1000_71001_barra_liquidity_botG -141.52 -25.89 -136.41 31.13 224.19 -109.17 -439.94 -445.94 -351.51
9 multin_zz1000_71001_barra_beta_botG -141.67 -26.03 -136.56 30.98 224.04 -109.32 -440.09 -446.09 -351.66