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_20241106_151520
0 multin_zz1000_71001_barra_leverage_topG 49.01 68.98 3.76 133.63 87.44 16.68 -19.57 -46.52 -6.25
1 multin_zz1000_71001_barra_residualvolatility_topG 47.08 67.05 1.83 131.70 85.51 14.76 -21.50 -48.45 -8.17
2 multin_zz1000_71001_barra_growth_topG 45.63 65.59 0.37 130.25 84.05 13.30 -22.95 -49.91 -9.63
3 multin_zz1000_71001_barra_btop_topG 18.15 38.12 -27.10 102.77 56.58 -14.17 -50.43 -77.38 -37.10
4 multin_zz1000_71001_barra_nonlinearsize_topG 4.08 24.05 -41.17 88.70 42.51 -28.24 -64.50 -91.45 -51.17
5 multin_zz1000_71001_barra_liquidity_botG -1.35 18.62 -46.60 83.27 37.08 -33.68 -69.93 -96.88 -56.61
6 multin_zz1000_71001_barra_earningsyield_topG -23.06 -3.09 -68.31 61.56 15.37 -55.39 -91.64 -118.59 -78.32
7 multin_zz1000_71001_barra_size_topG -28.97 -9.01 -74.23 55.65 9.45 -61.30 -97.55 -124.51 -84.23
8 multin_zz1000_71001_barra_beta_botG -37.75 -17.79 -83.01 46.86 0.67 -70.08 -106.33 -133.29 -93.01
9 multin_zz1000_71001_barra_momentum_topG -44.23 -24.26 -89.48 40.39 -5.80 -76.55 -112.81 -139.76 -99.48