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_20241024_151513
0 multin_zz1000_71001_barra_liquidity_botG 67.62 79.45 2.81 107.30 -4.09 22.48 -24.69 -63.26 -131.89
1 multin_zz1000_71001_barra_residualvolatility_topG 66.24 78.07 1.43 105.92 -5.47 21.10 -26.07 -64.64 -133.26
2 multin_zz1000_71001_barra_beta_botG 61.49 73.32 -3.32 101.17 -10.22 16.35 -30.82 -69.39 -138.02
3 multin_zz1000_71001_barra_btop_topG 57.65 69.48 -7.16 97.33 -14.06 12.51 -34.66 -73.23 -141.85
4 multin_zz1000_71001_barra_leverage_topG 56.81 68.64 -8.00 96.50 -14.90 11.68 -35.49 -74.07 -142.69
5 multin_zz1000_71001_barra_momentum_topG 39.25 51.08 -25.56 78.93 -32.46 -5.88 -53.06 -91.63 -160.25
6 multin_zz1000_71001_barra_growth_topG 9.44 21.27 -55.37 49.12 -62.27 -35.69 -82.86 -121.44 -190.06
7 multin_zz1000_71001_barra_earningsyield_topG 4.14 15.96 -60.68 43.82 -67.58 -41.00 -88.17 -126.75 -195.37
8 multin_zz1000_71001_barra_nonlinearsize_topG -14.18 -2.35 -78.99 25.50 -85.89 -59.32 -106.49 -145.06 -213.69
9 multin_zz1000_71001_barra_size_topG -19.51 -7.69 -84.32 20.17 -91.23 -64.65 -111.82 -150.39 -219.02