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_20241104_151513
0 multin_zz1000_71001_barra_growth_topG 42.21 80.95 43.06 105.39 242.44 4.43 -317.22 -306.04 -250.57
1 multin_zz1000_71001_barra_liquidity_botG -13.29 25.45 -12.44 49.89 186.95 -51.07 -372.72 -361.54 -306.07
2 multin_zz1000_71001_barra_nonlinearsize_topG -31.81 6.92 -30.96 31.36 168.42 -69.60 -391.25 -380.06 -324.60
3 multin_zz1000_71001_barra_earningsyield_topG -45.99 -7.25 -45.14 17.19 154.25 -83.77 -405.42 -394.24 -338.77
4 multin_zz1000_71001_barra_momentum_topG -48.39 -9.65 -47.53 14.79 151.85 -86.17 -407.82 -396.64 -341.17
5 multin_zz1000_71001_barra_size_topG -50.39 -11.65 -49.54 12.79 149.85 -88.17 -409.82 -398.64 -343.17
6 multin_zz1000_71001_barra_btop_topG -96.59 -57.85 -95.73 -33.41 103.65 -134.37 -456.02 -444.84 -389.37
7 multin_zz1000_71001_barra_leverage_topG -96.89 -58.15 -96.04 -33.71 103.34 -134.67 -456.32 -445.14 -389.67
8 multin_zz1000_71001_barra_beta_botG -114.58 -75.84 -113.73 -51.40 85.65 -152.36 -474.01 -462.83 -407.36
9 multin_zz1000_71001_barra_residualvolatility_topG -129.58 -90.84 -128.73 -66.40 70.65 -167.36 -489.01 -477.83 -422.36