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_20241119_151526
0 multin_zz1000_71001_barra_growth_topG 66.71 151.94 21.62 257.55 326.41 39.56 -333.12 -290.70 -332.12
1 multin_zz1000_71001_barra_momentum_topG 42.14 127.37 -2.95 232.98 301.85 15.00 -357.69 -315.26 -356.69
2 multin_zz1000_71001_barra_residualvolatility_topG 32.55 117.78 -12.55 223.38 292.25 5.40 -367.28 -324.86 -366.28
3 multin_zz1000_71001_barra_nonlinearsize_topG -34.92 50.31 -80.01 155.92 224.78 -62.07 -434.75 -392.33 -433.75
4 multin_zz1000_71001_barra_liquidity_botG -61.07 24.16 -106.17 129.76 198.63 -88.22 -460.91 -418.48 -459.91
5 multin_zz1000_71001_barra_earningsyield_topG -114.01 -28.78 -159.10 76.83 145.69 -141.16 -513.84 -471.42 -512.84
6 multin_zz1000_71001_barra_leverage_topG -118.08 -32.85 -163.18 72.75 141.62 -145.23 -517.91 -475.49 -516.92
7 multin_zz1000_71001_barra_size_topG -125.10 -39.87 -170.20 65.73 134.60 -152.25 -524.94 -482.51 -523.94
8 multin_zz1000_71001_barra_beta_botG -146.84 -61.61 -191.94 43.99 112.86 -173.99 -546.67 -504.25 -545.68
9 multin_zz1000_71001_barra_btop_topG -181.57 -96.34 -226.67 9.26 78.13 -208.72 -581.40 -538.98 -580.40