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_20241017_151543
0 multin_zz1000_71001_barra_residualvolatility_topG 64.30 110.97 43.80 146.49 37.80 64.49 141.31 106.20 85.03
1 multin_zz1000_71001_barra_momentum_topG 39.46 86.13 18.96 121.65 12.96 39.65 116.47 81.36 60.19
2 multin_zz1000_71001_barra_growth_topG 18.30 64.97 -2.19 100.49 -8.20 18.49 95.31 60.20 39.03
3 multin_zz1000_71001_barra_nonlinearsize_topG -31.55 15.12 -52.05 50.64 -58.05 -31.36 45.46 10.35 -10.82
4 multin_zz1000_71001_barra_size_topG -56.11 -9.44 -76.61 26.07 -82.61 -55.92 20.90 -14.21 -35.38
5 multin_zz1000_71001_barra_liquidity_botG -65.52 -18.86 -86.02 16.66 -92.03 -65.33 11.48 -23.62 -44.80
6 multin_zz1000_71001_barra_beta_botG -68.19 -21.52 -88.68 14.00 -94.69 -68.00 8.82 -26.29 -47.46
7 multin_zz1000_71001_barra_earningsyield_topG -111.69 -65.02 -132.18 -29.50 -138.19 -111.50 -34.68 -69.79 -90.96
8 multin_zz1000_71001_barra_leverage_topG -142.48 -95.82 -162.98 -60.30 -168.99 -142.29 -65.48 -100.58 -121.76
9 multin_zz1000_71001_barra_btop_topG -166.04 -119.37 -186.54 -83.86 -192.54 -165.85 -89.03 -124.14 -145.31