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_20241118_151538
0 multin_zz1000_71001_barra_btop_topG 359.85 265.72 411.08 156.49 110.28 432.66 670.73 599.31 642.61
1 multin_zz1000_71001_barra_earningsyield_topG 260.35 166.22 311.58 56.99 10.78 333.16 571.23 499.81 543.11
2 multin_zz1000_71001_barra_leverage_topG 205.10 110.97 256.32 1.74 -44.47 277.90 515.98 444.55 487.85
3 multin_zz1000_71001_barra_beta_botG 148.28 54.15 199.50 -55.08 -101.29 221.08 459.16 387.73 431.03
4 multin_zz1000_71001_barra_liquidity_botG 148.20 54.07 199.43 -55.16 -101.37 221.01 459.09 387.66 430.96
5 multin_zz1000_71001_barra_size_topG 141.79 47.67 193.02 -61.57 -107.78 214.60 452.68 381.25 424.55
6 multin_zz1000_71001_barra_nonlinearsize_topG 59.82 -34.31 111.05 -143.54 -189.75 132.62 370.70 299.27 342.58
7 multin_zz1000_71001_barra_growth_topG -64.24 -158.37 -13.01 -267.60 -313.81 8.56 246.64 175.22 218.52
8 multin_zz1000_71001_barra_momentum_topG -136.39 -230.52 -85.17 -339.76 -385.96 -63.59 174.49 103.06 146.36
9 multin_zz1000_71001_barra_residualvolatility_topG -163.32 -257.45 -112.09 -366.68 -412.89 -90.52 147.56 76.13 119.44