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_20241101_151540
0 multin_zz1000_71001_barra_size_topG 222.60 36.37 349.93 -81.57 -81.93 323.74 604.14 571.00 490.81
1 multin_zz1000_71001_barra_earningsyield_topG 212.33 26.10 339.67 -91.83 -92.20 313.47 593.88 560.74 480.55
2 multin_zz1000_71001_barra_btop_topG 194.00 7.77 321.33 -110.17 -110.53 295.14 575.54 542.40 462.21
3 multin_zz1000_71001_barra_beta_botG 185.09 -1.14 312.43 -119.07 -119.44 286.23 566.64 533.50 453.31
4 multin_zz1000_71001_barra_leverage_topG 117.76 -68.47 245.09 -186.41 -186.77 218.90 499.30 466.16 385.97
5 multin_zz1000_71001_barra_liquidity_botG 107.03 -79.20 234.37 -197.13 -197.49 208.17 488.58 455.44 375.25
6 multin_zz1000_71001_barra_nonlinearsize_topG 62.11 -124.12 189.44 -242.05 -242.42 163.25 443.65 410.51 330.33
7 multin_zz1000_71001_barra_momentum_topG 20.34 -165.89 147.67 -283.82 -284.19 121.48 401.88 368.74 288.55
8 multin_zz1000_71001_barra_growth_topG -77.62 -263.85 49.71 -381.79 -382.15 23.52 303.92 270.78 190.59
9 multin_zz1000_71001_barra_residualvolatility_topG -278.96 -465.19 -151.63 -583.12 -583.49 -177.82 102.58 69.44 -10.74