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_20241125_151509
0 multin_zz1000_71001_barra_liquidity_botG 152.10 205.51 40.61 227.29 175.86 -38.52 -259.61 -253.98 -316.67
1 multin_zz1000_71001_barra_growth_topG 112.76 166.17 1.27 187.95 136.52 -77.86 -298.95 -293.32 -356.01
2 multin_zz1000_71001_barra_leverage_topG 65.76 119.18 -45.73 140.96 89.53 -124.85 -345.94 -340.31 -403.00
3 multin_zz1000_71001_barra_earningsyield_topG 60.85 114.26 -50.65 136.04 84.61 -129.77 -350.86 -345.23 -407.92
4 multin_zz1000_71001_barra_btop_topG 38.71 92.13 -72.78 113.90 62.48 -151.91 -372.99 -367.37 -430.05
5 multin_zz1000_71001_barra_beta_botG 28.56 81.98 -82.93 103.76 52.33 -162.06 -383.14 -377.51 -440.20
6 multin_zz1000_71001_barra_residualvolatility_topG 13.69 67.10 -97.80 88.88 37.46 -176.93 -398.02 -392.39 -455.07
7 multin_zz1000_71001_barra_nonlinearsize_topG -2.17 51.25 -113.66 73.03 21.60 -192.79 -413.87 -408.25 -470.93
8 multin_zz1000_71001_barra_momentum_topG -51.56 1.86 -163.05 23.63 -27.79 -242.18 -463.26 -457.64 -520.32
9 multin_zz1000_71001_barra_size_topG -75.01 -21.60 -186.50 0.18 -51.24 -265.63 -486.72 -481.09 -543.77