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_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_liquidity_topG 67.47 119.48 46.20 222.41 228.01 58.77 -73.19 0.97 -0.08
2 multin_zz1000_71001_barra_momentum_botG 67.18 119.19 45.91 222.12 227.72 58.48 -73.47 0.68 -0.37
3 multin_zz1000_71001_barra_leverage_topG 54.44 106.45 33.17 209.38 214.98 45.74 -86.21 -12.06 -13.11
4 multin_zz1000_71001_barra_earningsyield_botG 47.60 99.61 26.34 202.54 208.15 38.90 -93.05 -18.90 -19.94
5 multin_zz1000_71001_barra_beta_topG 44.91 96.92 23.64 199.85 205.45 36.21 -95.74 -21.59 -22.64
6 multin_zz1000_71001_barra_nonlinearsize_botG 44.50 96.51 23.23 199.44 205.05 35.80 -96.15 -22.00 -23.05
7 multin_zz1000_71001_barra_size_botG 44.50 96.51 23.23 199.44 205.05 35.80 -96.15 -22.00 -23.05
8 multin_zz1000_71001_barra_growth_topG 31.15 83.17 9.89 186.10 191.70 22.46 -109.50 -35.34 -36.39
9 multin_zz1000_71001_barra_btop_topG 24.51 76.52 3.24 179.45 185.05 15.81 -116.14 -41.99 -43.04
10 multin_zz1000_71001_barra_leverage_botG 10.05 62.06 -11.22 164.99 170.59 1.35 -130.61 -56.45 -57.50
11 multin_zz1000_71001_barra_btop_botG 3.51 55.52 -17.75 158.46 164.06 -5.18 -137.14 -62.99 -64.03
12 multin_zz1000_71001_barra_growth_botG -5.79 46.23 -27.05 149.16 154.76 -14.48 -146.44 -72.28 -73.33
13 multin_zz1000_71001_barra_liquidity_botG -19.01 33.00 -40.27 135.93 141.54 -27.71 -159.66 -85.51 -86.56
14 multin_zz1000_71001_barra_residualvolatility_botG -33.86 18.15 -55.12 121.08 126.69 -42.56 -174.51 -100.36 -101.41
15 multin_zz1000_71001_barra_nonlinearsize_topG -37.03 14.98 -58.29 117.91 123.52 -45.73 -177.68 -103.53 -104.57
16 multin_zz1000_71001_barra_earningsyield_topG -65.03 -13.01 -86.29 89.92 95.52 -73.72 -205.68 -131.52 -132.57
17 multin_zz1000_71001_barra_momentum_topG -92.82 -40.81 -114.09 62.12 67.72 -101.52 -233.47 -159.32 -160.37
18 multin_zz1000_71001_barra_size_topG -96.38 -44.37 -117.64 58.56 64.17 -105.08 -237.03 -162.88 -163.92
19 multin_zz1000_71001_barra_beta_botG -136.69 -84.67 -157.95 18.26 23.86 -145.38 -277.34 -203.18 -204.23