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_20241031_151545
0 multin_zz1000_71001_barra_residualvolatility_topG 69.13 121.14 47.86 224.07 229.67 60.43 -71.53 2.63 1.58
1 multin_zz1000_71001_barra_leverage_topG 54.44 106.45 33.17 209.38 214.98 45.74 -86.21 -12.06 -13.11
2 multin_zz1000_71001_barra_growth_topG 31.15 83.17 9.89 186.10 191.70 22.46 -109.50 -35.34 -36.39
3 multin_zz1000_71001_barra_btop_topG 24.51 76.52 3.24 179.45 185.05 15.81 -116.14 -41.99 -43.04
4 multin_zz1000_71001_barra_liquidity_botG -19.01 33.00 -40.27 135.93 141.54 -27.71 -159.66 -85.51 -86.56
5 multin_zz1000_71001_barra_nonlinearsize_topG -37.03 14.98 -58.29 117.91 123.52 -45.73 -177.68 -103.53 -104.57
6 multin_zz1000_71001_barra_earningsyield_topG -65.03 -13.01 -86.29 89.92 95.52 -73.72 -205.68 -131.52 -132.57
7 multin_zz1000_71001_barra_momentum_topG -92.82 -40.81 -114.09 62.12 67.72 -101.52 -233.47 -159.32 -160.37
8 multin_zz1000_71001_barra_size_topG -96.38 -44.37 -117.64 58.56 64.17 -105.08 -237.03 -162.88 -163.92
9 multin_zz1000_71001_barra_beta_botG -136.69 -84.67 -157.95 18.26 23.86 -145.38 -277.34 -203.18 -204.23