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_20241112_151529
0 multin_zz1000_71001_barra_beta_botG 98.35 69.85 85.47 67.62 -35.01 23.52 91.30 -16.64 -202.59
1 multin_zz1000_71001_barra_earningsyield_topG 91.78 63.28 78.91 61.05 -41.58 16.96 84.73 -23.20 -209.16
2 multin_zz1000_71001_barra_liquidity_botG 79.65 51.15 66.78 48.92 -53.70 4.83 72.60 -35.33 -221.29
3 multin_zz1000_71001_barra_btop_topG 49.97 21.47 37.10 19.24 -83.38 -24.85 42.92 -65.01 -250.97
4 multin_zz1000_71001_barra_leverage_topG 40.30 11.80 27.43 9.57 -93.06 -34.52 33.25 -74.68 -260.64
5 multin_zz1000_71001_barra_size_topG 23.86 -4.64 10.99 -6.87 -109.49 -50.96 16.81 -91.12 -277.08
6 multin_zz1000_71001_barra_nonlinearsize_topG 13.25 -15.25 0.37 -17.48 -120.11 -61.58 6.19 -101.74 -287.70
7 multin_zz1000_71001_barra_growth_topG 0.50 -28.00 -12.37 -30.23 -132.86 -74.32 -6.55 -114.48 -300.44
8 multin_zz1000_71001_barra_momentum_topG -0.63 -29.13 -13.50 -31.36 -133.98 -75.45 -7.68 -115.61 -301.57
9 multin_zz1000_71001_barra_residualvolatility_topG -29.61 -58.11 -42.48 -60.34 -162.96 -104.43 -36.66 -144.59 -330.55