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_20241113_195035
0 multin_zz1000_71001_barra_growth_topG 72.32 53.41 41.50 -19.35 46.08 -13.59 -98.66 -90.68 -191.59
1 multin_zz1000_71001_barra_earningsyield_topG 65.37 46.46 34.54 -26.30 39.12 -20.54 -105.62 -97.64 -198.55
2 multin_zz1000_71001_barra_size_topG 51.24 32.33 20.41 -40.43 24.99 -34.67 -119.75 -111.77 -212.68
3 multin_zz1000_71001_barra_beta_botG 45.17 26.27 14.35 -46.50 18.93 -40.73 -125.81 -117.83 -218.74
4 multin_zz1000_71001_barra_momentum_topG 37.78 18.88 6.96 -53.89 11.54 -48.12 -133.20 -125.22 -226.13
5 multin_zz1000_71001_barra_liquidity_botG 36.88 17.97 6.05 -54.79 10.64 -49.03 -134.10 -126.13 -227.03
6 multin_zz1000_71001_barra_nonlinearsize_topG 16.00 -2.91 -14.83 -75.67 -10.25 -69.91 -154.99 -147.01 -247.92
7 multin_zz1000_71001_barra_btop_topG 4.84 -14.07 -25.99 -86.83 -21.40 -81.07 -166.14 -158.17 -259.07
8 multin_zz1000_71001_barra_leverage_topG -15.78 -34.68 -46.60 -107.45 -42.02 -101.68 -186.76 -178.78 -279.69
9 multin_zz1000_71001_barra_residualvolatility_topG -31.02 -49.93 -61.85 -122.69 -57.27 -116.93 -202.01 -194.03 -294.94