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_20241023_151514
0 multin_zz1000_71001_barra_leverage_topG 74.46 59.56 95.75 57.34 96.43 89.17 121.65 155.70 129.13
1 multin_zz1000_71001_barra_btop_topG 59.53 44.63 80.82 42.41 81.50 74.24 106.72 140.77 114.20
2 multin_zz1000_71001_barra_earningsyield_topG 38.12 23.22 59.42 21.01 60.10 52.84 85.32 119.37 92.79
3 multin_zz1000_71001_barra_growth_topG 25.41 10.51 46.70 8.29 47.38 40.12 72.60 106.65 80.08
4 multin_zz1000_71001_barra_size_topG 14.49 -0.41 35.79 -2.63 36.46 29.21 61.68 95.73 69.16
5 multin_zz1000_71001_barra_liquidity_botG 13.77 -1.13 35.06 -3.35 35.74 28.48 60.96 95.01 68.44
6 multin_zz1000_71001_barra_beta_botG 13.15 -1.75 34.45 -3.97 35.12 27.87 60.34 94.39 67.82
7 multin_zz1000_71001_barra_nonlinearsize_topG 9.00 -5.90 30.30 -8.12 30.98 23.72 56.19 90.24 63.67
8 multin_zz1000_71001_barra_residualvolatility_topG -32.30 -47.20 -11.00 -49.42 -10.32 -17.58 14.89 48.94 22.37
9 multin_zz1000_71001_barra_momentum_topG -61.75 -76.65 -40.46 -78.87 -39.78 -47.04 -14.56 19.49 -7.08