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_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_residualvolatility_botG 126.62 -59.61 253.95 -177.55 -177.91 227.76 508.16 475.02 394.83
5 multin_zz1000_71001_barra_leverage_topG 117.76 -68.47 245.09 -186.41 -186.77 218.90 499.30 466.16 385.97
6 multin_zz1000_71001_barra_liquidity_botG 107.03 -79.20 234.37 -197.13 -197.49 208.17 488.58 455.44 375.25
7 multin_zz1000_71001_barra_nonlinearsize_topG 62.11 -124.12 189.44 -242.05 -242.42 163.25 443.65 410.51 330.33
8 multin_zz1000_71001_barra_momentum_topG 20.34 -165.89 147.67 -283.82 -284.19 121.48 401.88 368.74 288.55
9 multin_zz1000_71001_barra_growth_botG -46.49 -232.72 80.85 -350.65 -351.02 54.65 335.05 301.92 221.73
10 multin_zz1000_71001_barra_momentum_botG -72.28 -258.51 55.05 -376.44 -376.81 28.86 309.26 276.12 195.93
11 multin_zz1000_71001_barra_growth_topG -77.62 -263.85 49.71 -381.79 -382.15 23.52 303.92 270.78 190.59
12 multin_zz1000_71001_barra_size_botG -96.79 -283.02 30.54 -400.95 -401.32 4.35 284.75 251.61 171.43
13 multin_zz1000_71001_barra_nonlinearsize_botG -96.79 -283.02 30.54 -400.95 -401.32 4.35 284.75 251.61 171.43
14 multin_zz1000_71001_barra_leverage_botG -99.73 -285.96 27.60 -403.90 -404.26 1.41 281.81 248.67 168.48
15 multin_zz1000_71001_barra_earningsyield_botG -179.65 -365.88 -52.32 -483.81 -484.18 -78.51 201.89 168.75 88.57
16 multin_zz1000_71001_barra_btop_botG -185.03 -371.26 -57.70 -489.19 -489.56 -83.89 196.51 163.37 83.18
17 multin_zz1000_71001_barra_beta_topG -267.40 -453.63 -140.07 -571.56 -571.93 -166.26 114.14 81.00 0.82
18 multin_zz1000_71001_barra_residualvolatility_topG -278.96 -465.19 -151.63 -583.12 -583.49 -177.82 102.58 69.44 -10.74
19 multin_zz1000_71001_barra_liquidity_topG -305.28 -491.51 -177.95 -609.44 -609.81 -204.14 76.26 43.12 -37.07