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_20241018_151542
0 multin_zz1000_71001_barra_growth_topG -17.34 19.00 120.14 65.71 426.39 112.07 -212.92 -210.85 -113.04
1 multin_zz1000_71001_barra_nonlinearsize_topG -40.49 -4.15 96.99 42.56 403.24 88.92 -236.07 -234.00 -136.19
2 multin_zz1000_71001_barra_size_topG -63.06 -26.72 74.42 19.99 380.67 66.35 -258.64 -256.57 -158.76
3 multin_zz1000_71001_barra_residualvolatility_topG -74.55 -38.22 62.93 8.50 369.17 54.86 -270.13 -268.06 -170.25
4 multin_zz1000_71001_barra_momentum_topG -97.38 -61.05 40.10 -14.33 346.34 32.03 -292.96 -290.89 -193.08
5 multin_zz1000_71001_barra_liquidity_botG -190.26 -153.93 -52.79 -107.21 253.46 -60.85 -385.84 -383.77 -285.96
6 multin_zz1000_71001_barra_earningsyield_topG -216.39 -180.05 -78.91 -133.34 227.33 -86.98 -411.97 -409.90 -312.09
7 multin_zz1000_71001_barra_leverage_topG -218.80 -182.47 -81.33 -135.76 224.92 -89.39 -414.38 -412.31 -314.51
8 multin_zz1000_71001_barra_btop_topG -240.77 -204.44 -103.29 -157.72 202.95 -111.36 -436.35 -434.28 -336.47
9 multin_zz1000_71001_barra_beta_botG -260.82 -224.49 -123.35 -177.78 182.90 -131.41 -456.40 -454.33 -356.53