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_20241114_151510
0 multin_zz1000_71001_barra_beta_botG 139.97 120.28 143.82 3.58 -169.89 139.57 436.63 487.60 464.46
1 multin_zz1000_71001_barra_earningsyield_topG 99.18 79.49 103.03 -37.21 -210.68 98.78 395.84 446.81 423.67
2 multin_zz1000_71001_barra_btop_topG 88.09 68.40 91.94 -48.30 -221.77 87.69 384.75 435.72 412.59
3 multin_zz1000_71001_barra_size_topG 66.44 46.75 70.29 -69.95 -243.42 66.04 363.10 414.07 390.93
4 multin_zz1000_71001_barra_liquidity_botG 58.95 39.26 62.80 -77.44 -250.91 58.55 355.61 406.58 383.44
5 multin_zz1000_71001_barra_momentum_topG 31.37 11.68 35.22 -105.02 -278.49 30.98 328.03 379.00 355.87
6 multin_zz1000_71001_barra_leverage_topG 28.79 9.11 32.64 -107.60 -281.06 28.40 325.46 376.43 353.29
7 multin_zz1000_71001_barra_nonlinearsize_topG -4.92 -24.61 -1.08 -141.31 -314.78 -5.32 291.74 342.71 319.57
8 multin_zz1000_71001_barra_residualvolatility_topG -29.30 -48.99 -25.45 -165.69 -339.16 -29.70 267.36 318.33 295.19
9 multin_zz1000_71001_barra_growth_topG -37.27 -56.95 -33.42 -173.66 -347.12 -37.66 259.40 310.37 287.23