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_20241021_151519
0 multin_zz1000_71001_barra_residualvolatility_topG 94.38 174.69 40.22 267.15 291.90 98.96 -98.28 -18.48 -35.26
1 multin_zz1000_71001_barra_growth_topG 47.76 128.08 -6.39 220.53 245.28 52.35 -144.89 -65.09 -81.87
2 multin_zz1000_71001_barra_momentum_topG -34.70 45.61 -88.86 138.07 162.82 -30.12 -227.36 -147.56 -164.34
3 multin_zz1000_71001_barra_nonlinearsize_topG -43.04 37.28 -97.19 129.73 154.48 -38.45 -235.69 -155.89 -172.67
4 multin_zz1000_71001_barra_leverage_topG -97.58 -17.27 -151.73 75.19 99.94 -93.00 -290.24 -210.44 -227.21
5 multin_zz1000_71001_barra_liquidity_botG -100.78 -20.46 -154.93 71.99 96.74 -96.19 -293.43 -213.63 -230.41
6 multin_zz1000_71001_barra_size_topG -107.28 -26.97 -161.43 65.49 90.24 -102.70 -299.94 -220.14 -236.91
7 multin_zz1000_71001_barra_earningsyield_topG -136.32 -56.00 -190.47 36.45 61.20 -131.73 -328.97 -249.17 -265.95
8 multin_zz1000_71001_barra_beta_botG -149.39 -69.08 -203.54 23.38 48.13 -144.81 -342.05 -262.25 -279.03
9 multin_zz1000_71001_barra_btop_topG -175.10 -94.79 -229.26 -2.33 22.42 -170.52 -367.76 -287.96 -304.74