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_20241015_151517
0 multin_zz1000_71001_barra_residualvolatility_topG 96.57 147.15 24.77 169.29 -89.29 19.39 197.82 214.02 208.31
1 multin_zz1000_71001_barra_momentum_topG 33.05 83.63 -38.74 105.77 -152.81 -44.13 134.30 150.50 144.79
2 multin_zz1000_71001_barra_growth_topG 27.34 77.92 -44.46 100.06 -158.52 -49.84 128.59 144.79 139.08
3 multin_zz1000_71001_barra_liquidity_botG 24.79 75.37 -47.00 97.51 -161.07 -52.39 126.04 142.24 136.53
4 multin_zz1000_71001_barra_leverage_topG 18.76 69.34 -53.04 91.48 -167.10 -58.43 120.01 136.20 130.49
5 multin_zz1000_71001_barra_beta_botG 8.45 59.03 -63.34 81.17 -177.41 -68.73 109.70 125.90 120.19
6 multin_zz1000_71001_barra_btop_topG -5.70 44.88 -77.49 67.02 -191.56 -82.88 95.55 111.75 106.04
7 multin_zz1000_71001_barra_nonlinearsize_topG -6.32 44.26 -78.12 66.40 -192.18 -83.51 94.93 111.12 105.41
8 multin_zz1000_71001_barra_earningsyield_topG -27.75 22.83 -99.54 44.97 -213.61 -104.93 73.50 89.70 83.99
9 multin_zz1000_71001_barra_size_topG -60.60 -10.02 -132.39 12.12 -246.46 -137.78 40.65 56.85 51.14