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_20241122_151601
0 multin_zz1000_71001_barra_beta_botG 91.92 111.58 62.24 27.52 -275.06 99.70 564.46 517.72 540.31
1 multin_zz1000_71001_barra_btop_topG 52.77 72.43 23.09 -11.63 -314.21 60.54 525.31 478.56 501.16
2 multin_zz1000_71001_barra_leverage_topG 43.60 63.26 13.92 -20.80 -323.38 51.37 516.14 469.39 491.99
3 multin_zz1000_71001_barra_earningsyield_topG 25.29 44.95 -4.39 -39.11 -341.69 33.06 497.83 451.08 473.68
4 multin_zz1000_71001_barra_size_topG 24.90 44.56 -4.78 -39.51 -342.08 32.67 497.43 450.69 473.29
5 multin_zz1000_71001_barra_liquidity_botG 17.30 36.96 -12.38 -47.10 -349.68 25.07 489.84 443.10 465.69
6 multin_zz1000_71001_barra_residualvolatility_topG 12.51 32.17 -17.17 -51.89 -354.47 20.29 485.05 438.31 460.90
7 multin_zz1000_71001_barra_nonlinearsize_topG 6.27 25.94 -23.40 -58.13 -360.71 14.05 478.81 432.07 454.66
8 multin_zz1000_71001_barra_momentum_topG -18.80 0.86 -48.48 -83.21 -385.78 -11.03 453.73 406.99 429.59
9 multin_zz1000_71001_barra_growth_topG -23.22 -3.55 -52.89 -87.62 -390.20 -15.44 449.32 402.58 425.17