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_20241121_151513
0 multin_zz1000_71001_barra_liquidity_botG 22.31 51.00 3.56 30.50 38.71 -30.53 -59.12 -71.71 -130.24
1 multin_zz1000_71001_barra_growth_topG 16.56 45.24 -2.19 24.75 32.96 -36.29 -64.88 -77.46 -135.99
2 multin_zz1000_71001_barra_beta_botG 6.68 35.36 -12.07 14.86 23.08 -46.17 -74.76 -87.35 -145.87
3 multin_zz1000_71001_barra_leverage_topG 1.31 30.00 -17.43 9.50 17.72 -51.53 -80.12 -92.71 -151.23
4 multin_zz1000_71001_barra_residualvolatility_topG -2.49 26.20 -21.24 5.70 13.91 -55.33 -83.92 -96.51 -155.04
5 multin_zz1000_71001_barra_momentum_topG -2.93 25.75 -21.68 5.26 13.47 -55.78 -84.37 -96.95 -155.48
6 multin_zz1000_71001_barra_earningsyield_topG -4.63 24.05 -23.38 3.56 11.77 -57.47 -86.07 -98.65 -157.18
7 multin_zz1000_71001_barra_btop_topG -8.65 20.03 -27.40 -0.46 7.75 -61.49 -90.09 -102.67 -161.20
8 multin_zz1000_71001_barra_size_topG -13.02 15.67 -31.76 -4.83 3.39 -65.86 -94.45 -107.04 -165.56
9 multin_zz1000_71001_barra_nonlinearsize_topG -38.66 -9.97 -57.41 -30.47 -22.26 -91.50 -120.09 -132.68 -191.21