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_20241022_151513
0 multin_zz1000_71001_barra_leverage_topG 134.27 94.09 95.85 123.51 178.72 67.21 25.77 -3.02 12.26
1 multin_zz1000_71001_barra_earningsyield_topG 112.07 71.90 73.65 101.32 156.53 45.01 3.57 -25.22 -9.94
2 multin_zz1000_71001_barra_btop_topG 98.95 58.78 60.53 88.20 143.41 31.89 -9.55 -38.34 -23.06
3 multin_zz1000_71001_barra_beta_botG 94.69 54.51 56.27 83.93 139.14 27.63 -13.81 -42.60 -27.32
4 multin_zz1000_71001_barra_liquidity_botG 85.71 45.54 47.29 74.96 130.17 18.65 -22.79 -51.58 -36.30
5 multin_zz1000_71001_barra_growth_topG 33.39 -6.78 -5.03 22.64 77.85 -33.67 -75.11 -103.90 -88.62
6 multin_zz1000_71001_barra_size_topG 21.89 -18.29 -16.53 11.13 66.34 -45.18 -86.62 -115.41 -100.12
7 multin_zz1000_71001_barra_nonlinearsize_topG 19.95 -20.23 -18.47 9.19 64.40 -47.12 -88.56 -117.35 -102.06
8 multin_zz1000_71001_barra_momentum_topG 13.43 -26.75 -24.99 2.67 57.88 -53.63 -95.07 -123.86 -108.58
9 multin_zz1000_71001_barra_residualvolatility_topG -4.50 -44.68 -42.92 -15.26 39.95 -71.57 -113.01 -141.80 -126.51