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_20241016_151553
0 multin_zz1000_71001_barra_btop_topG 121.35 170.02 95.57 215.26 150.78 79.91 82.70 -39.13 -9.77
1 multin_zz1000_71001_barra_leverage_topG 91.68 140.35 65.90 185.59 121.11 50.24 53.03 -68.80 -39.44
2 multin_zz1000_71001_barra_beta_botG 57.00 105.67 31.22 150.92 86.44 15.57 18.36 -103.48 -74.11
3 multin_zz1000_71001_barra_earningsyield_topG 28.97 77.65 3.20 122.89 58.41 -12.46 -9.67 -131.51 -102.14
4 multin_zz1000_71001_barra_liquidity_botG 24.05 72.72 -1.73 117.97 53.48 -17.38 -14.59 -136.43 -107.06
5 multin_zz1000_71001_barra_residualvolatility_topG 19.12 67.79 -6.66 113.04 48.55 -22.31 -19.52 -141.36 -111.99
6 multin_zz1000_71001_barra_momentum_topG -6.15 42.52 -31.93 87.76 23.28 -47.59 -44.80 -166.63 -137.27
7 multin_zz1000_71001_barra_nonlinearsize_topG -15.09 33.58 -40.87 78.82 14.34 -56.53 -53.74 -175.57 -146.21
8 multin_zz1000_71001_barra_growth_topG -40.11 8.56 -65.89 53.81 -10.68 -81.54 -78.75 -200.59 -171.23
9 multin_zz1000_71001_barra_size_topG -60.21 -11.54 -85.99 33.71 -30.78 -101.65 -98.85 -220.69 -191.33