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_20241028_151517
0 multin_zz1000_71001_barra_residualvolatility_topG 167.07 218.67 51.41 329.58 345.81 72.57 -116.07 -53.83 -63.02
1 multin_zz1000_71001_barra_leverage_topG 149.01 200.61 33.35 311.52 327.75 54.51 -134.13 -71.89 -81.09
2 multin_zz1000_71001_barra_btop_topG 111.27 162.87 -4.39 273.78 290.01 16.77 -171.87 -109.63 -118.82
3 multin_zz1000_71001_barra_liquidity_botG 94.34 145.95 -21.31 256.86 273.09 -0.15 -188.79 -126.55 -135.75
4 multin_zz1000_71001_barra_beta_botG 15.80 67.40 -99.86 178.31 194.54 -78.70 -267.34 -205.09 -214.29
5 multin_zz1000_71001_barra_growth_topG 6.53 58.13 -109.13 169.05 185.27 -87.96 -276.61 -214.36 -223.56
6 multin_zz1000_71001_barra_earningsyield_topG -12.81 38.79 -128.47 149.70 165.93 -107.31 -295.95 -233.70 -242.90
7 multin_zz1000_71001_barra_nonlinearsize_topG -19.85 31.75 -135.51 142.66 158.89 -114.35 -302.99 -240.74 -249.94
8 multin_zz1000_71001_barra_momentum_topG -53.63 -2.03 -169.29 108.88 125.11 -148.13 -336.77 -274.53 -283.73
9 multin_zz1000_71001_barra_size_topG -113.36 -61.76 -229.02 49.15 65.38 -207.86 -396.50 -334.25 -343.45