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_20241025_151532
0 multin_zz1000_71001_barra_growth_topG 77.44 126.04 35.10 193.10 268.98 19.46 -131.50 -164.84 -263.08
1 multin_zz1000_71001_barra_residualvolatility_topG 58.77 107.37 16.42 174.43 250.31 0.79 -150.17 -183.52 -281.75
2 multin_zz1000_71001_barra_leverage_topG 44.48 93.08 2.14 160.14 236.02 -13.50 -164.46 -197.80 -296.04
3 multin_zz1000_71001_barra_liquidity_botG 28.47 77.07 -13.88 144.13 220.01 -29.51 -180.47 -213.82 -312.05
4 multin_zz1000_71001_barra_btop_topG -0.99 47.61 -43.34 114.67 190.55 -58.97 -209.93 -243.28 -341.51
5 multin_zz1000_71001_barra_nonlinearsize_topG -3.11 45.49 -45.46 112.55 188.43 -61.09 -212.05 -245.40 -343.63
6 multin_zz1000_71001_barra_earningsyield_topG -9.70 38.90 -52.04 105.96 181.85 -67.67 -218.63 -251.98 -350.21
7 multin_zz1000_71001_barra_momentum_topG -70.51 -21.91 -112.86 45.15 121.03 -128.49 -279.45 -312.80 -411.03
8 multin_zz1000_71001_barra_size_topG -81.90 -33.30 -124.25 33.76 109.64 -139.88 -290.84 -324.18 -422.42
9 multin_zz1000_71001_barra_beta_botG -83.29 -34.69 -125.63 32.37 108.26 -141.26 -292.22 -325.57 -423.80