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_20241105_184626
0 multin_zz1000_71001_barra_residualvolatility_topG 29.52 53.33 57.27 119.85 244.63 94.81 70.85 94.40 132.16
1 multin_zz1000_71001_barra_growth_topG -14.50 9.32 13.26 75.84 200.62 50.79 26.83 50.38 88.15
2 multin_zz1000_71001_barra_nonlinearsize_topG -19.43 4.39 8.33 70.91 195.69 45.86 21.91 45.45 83.22
3 multin_zz1000_71001_barra_leverage_topG -20.75 3.07 7.01 69.59 194.36 44.54 20.58 44.13 81.90
4 multin_zz1000_71001_barra_btop_topG -37.24 -13.42 -9.48 53.10 177.88 28.05 4.10 27.64 65.41
5 multin_zz1000_71001_barra_momentum_topG -52.29 -28.47 -24.53 38.05 162.83 13.01 -10.95 12.60 50.36
6 multin_zz1000_71001_barra_size_topG -55.90 -32.08 -28.14 34.44 159.22 9.39 -14.56 8.98 46.75
7 multin_zz1000_71001_barra_liquidity_botG -117.15 -93.33 -89.39 -26.81 97.97 -51.86 -75.81 -52.27 -14.50
8 multin_zz1000_71001_barra_earningsyield_topG -125.78 -101.96 -98.02 -35.44 89.34 -60.49 -84.44 -60.90 -23.13
9 multin_zz1000_71001_barra_beta_botG -156.11 -132.29 -128.36 -65.78 59.00 -90.82 -114.78 -91.23 -53.47