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
barraStyle_20241018_151542
0 multin_zz1000_71001_barra_beta_topG 117.78 154.11 255.25 200.82 561.50 247.18 -77.81 -75.73 22.07
1 multin_zz1000_71001_barra_btop_botG 64.87 101.21 202.35 147.92 508.60 194.28 -130.71 -128.64 -30.83
2 multin_zz1000_71001_barra_earningsyield_botG 49.66 85.99 187.13 132.71 493.38 179.07 -145.92 -143.85 -46.04
3 multin_zz1000_71001_barra_momentum_botG 2.16 38.50 139.64 85.21 445.89 131.57 -193.42 -191.35 -93.54
4 multin_zz1000_71001_barra_leverage_botG -12.95 23.38 124.52 70.10 430.77 116.46 -208.53 -206.46 -108.65
5 multin_zz1000_71001_barra_growth_topG -17.34 19.00 120.14 65.71 426.39 112.07 -212.92 -210.85 -113.04
6 multin_zz1000_71001_barra_liquidity_topG -20.10 16.23 117.37 62.95 423.62 109.31 -215.68 -213.61 -115.80
7 multin_zz1000_71001_barra_nonlinearsize_topG -40.49 -4.15 96.99 42.56 403.24 88.92 -236.07 -234.00 -136.19
8 multin_zz1000_71001_barra_size_topG -63.06 -26.72 74.42 19.99 380.67 66.35 -258.64 -256.57 -158.76
9 multin_zz1000_71001_barra_residualvolatility_topG -74.55 -38.22 62.93 8.50 369.17 54.86 -270.13 -268.06 -170.25
10 multin_zz1000_71001_barra_momentum_topG -97.38 -61.05 40.10 -14.33 346.34 32.03 -292.96 -290.89 -193.08
11 multin_zz1000_71001_barra_residualvolatility_botG -148.33 -111.99 -10.85 -65.28 295.40 -18.92 -343.91 -341.84 -244.03
12 multin_zz1000_71001_barra_nonlinearsize_botG -176.89 -140.56 -39.42 -93.85 266.83 -47.48 -372.47 -370.40 -272.60
13 multin_zz1000_71001_barra_size_botG -176.89 -140.56 -39.42 -93.85 266.83 -47.48 -372.47 -370.40 -272.60
14 multin_zz1000_71001_barra_growth_botG -178.98 -142.65 -41.51 -95.93 264.74 -49.57 -374.56 -372.49 -274.68
15 multin_zz1000_71001_barra_liquidity_botG -190.26 -153.93 -52.79 -107.21 253.46 -60.85 -385.84 -383.77 -285.96
16 multin_zz1000_71001_barra_earningsyield_topG -216.39 -180.05 -78.91 -133.34 227.33 -86.98 -411.97 -409.90 -312.09
17 multin_zz1000_71001_barra_leverage_topG -218.80 -182.47 -81.33 -135.76 224.92 -89.39 -414.38 -412.31 -314.51
18 multin_zz1000_71001_barra_btop_topG -240.77 -204.44 -103.29 -157.72 202.95 -111.36 -436.35 -434.28 -336.47
19 multin_zz1000_71001_barra_beta_botG -260.82 -224.49 -123.35 -177.78 182.90 -131.41 -456.40 -454.33 -356.53