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_20241107_151533
0 multin_zz1000_71001_barra_btop_topG 176.84 165.96 120.95 49.87 348.70 109.87 -50.79 -64.09 -34.25
1 multin_zz1000_71001_barra_leverage_topG 143.24 132.36 87.36 16.28 315.11 76.27 -84.38 -97.69 -67.85
2 multin_zz1000_71001_barra_liquidity_botG 86.62 75.74 30.74 -40.34 258.49 19.65 -141.00 -154.31 -124.47
3 multin_zz1000_71001_barra_earningsyield_topG 76.25 65.37 20.37 -50.71 248.12 9.28 -151.37 -164.68 -134.84
4 multin_zz1000_71001_barra_momentum_topG 57.70 46.82 1.81 -69.27 229.56 -9.27 -169.93 -183.23 -153.39
5 multin_zz1000_71001_barra_beta_botG 43.72 32.84 -12.17 -83.25 215.58 -23.25 -183.91 -197.21 -167.37
6 multin_zz1000_71001_barra_size_topG 42.55 31.67 -13.34 -84.41 214.42 -24.42 -185.07 -198.38 -168.54
7 multin_zz1000_71001_barra_nonlinearsize_topG 38.78 27.90 -17.11 -88.19 210.64 -28.19 -188.85 -202.15 -172.31
8 multin_zz1000_71001_barra_residualvolatility_topG 31.98 21.10 -23.91 -94.98 203.85 -34.99 -195.64 -208.95 -179.11
9 multin_zz1000_71001_barra_growth_topG 11.46 0.58 -44.43 -115.50 183.33 -55.51 -216.16 -229.47 -199.63