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
barraStyle_20241025_151532
0 multin_zz1000_71001_barra_momentum_botG 159.36 207.96 117.02 275.02 350.90 101.38 -49.58 -82.92 -181.16
1 multin_zz1000_71001_barra_nonlinearsize_botG 80.41 129.01 38.06 196.07 271.95 22.43 -128.53 -161.88 -260.11
2 multin_zz1000_71001_barra_size_botG 80.41 129.01 38.06 196.07 271.95 22.43 -128.53 -161.88 -260.11
3 multin_zz1000_71001_barra_beta_topG 79.72 128.32 37.38 195.39 271.27 21.75 -129.21 -162.56 -260.79
4 multin_zz1000_71001_barra_growth_topG 77.44 126.04 35.10 193.10 268.98 19.46 -131.50 -164.84 -263.08
5 multin_zz1000_71001_barra_residualvolatility_topG 58.77 107.37 16.42 174.43 250.31 0.79 -150.17 -183.52 -281.75
6 multin_zz1000_71001_barra_leverage_topG 44.48 93.08 2.14 160.14 236.02 -13.50 -164.46 -197.80 -296.04
7 multin_zz1000_71001_barra_residualvolatility_botG 33.20 81.80 -9.14 148.86 224.74 -24.77 -175.73 -209.08 -307.32
8 multin_zz1000_71001_barra_liquidity_botG 28.47 77.07 -13.88 144.13 220.01 -29.51 -180.47 -213.82 -312.05
9 multin_zz1000_71001_barra_earningsyield_botG 23.17 71.77 -19.18 138.83 214.71 -34.81 -185.77 -219.12 -317.35
10 multin_zz1000_71001_barra_liquidity_topG 13.89 62.49 -28.45 129.55 205.44 -44.08 -195.04 -228.39 -326.62
11 multin_zz1000_71001_barra_growth_botG 9.85 58.45 -32.49 125.51 201.40 -48.12 -199.08 -232.43 -330.66
12 multin_zz1000_71001_barra_leverage_botG 9.71 58.31 -32.63 125.37 201.25 -48.26 -199.22 -232.57 -330.80
13 multin_zz1000_71001_barra_btop_topG -0.99 47.61 -43.34 114.67 190.55 -58.97 -209.93 -243.28 -341.51
14 multin_zz1000_71001_barra_nonlinearsize_topG -3.11 45.49 -45.46 112.55 188.43 -61.09 -212.05 -245.40 -343.63
15 multin_zz1000_71001_barra_btop_botG -6.74 41.86 -49.09 108.92 184.80 -64.72 -215.68 -249.03 -347.26
16 multin_zz1000_71001_barra_earningsyield_topG -9.70 38.90 -52.04 105.96 181.85 -67.67 -218.63 -251.98 -350.21
17 multin_zz1000_71001_barra_momentum_topG -70.51 -21.91 -112.86 45.15 121.03 -128.49 -279.45 -312.80 -411.03
18 multin_zz1000_71001_barra_size_topG -81.90 -33.30 -124.25 33.76 109.64 -139.88 -290.84 -324.18 -422.42
19 multin_zz1000_71001_barra_beta_botG -83.29 -34.69 -125.63 32.37 108.26 -141.26 -292.22 -325.57 -423.80