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_20241126_151548
0 multin_zz1000_71001_barra_beta_botG 97.09 52.96 106.14 0.12 -22.49 72.02 168.26 189.18 122.70
1 multin_zz1000_71001_barra_btop_topG 93.36 49.23 102.41 -3.61 -26.22 68.29 164.53 185.45 118.97
2 multin_zz1000_71001_barra_liquidity_botG 88.85 44.72 97.90 -8.12 -30.73 63.78 160.02 180.94 114.46
3 multin_zz1000_71001_barra_leverage_topG 74.21 30.08 83.26 -22.76 -45.37 49.14 145.38 166.30 99.82
4 multin_zz1000_71001_barra_earningsyield_topG 70.23 26.10 79.28 -26.74 -49.35 45.16 141.40 162.32 95.84
5 multin_zz1000_71001_barra_size_topG 66.74 22.61 75.79 -30.23 -52.84 41.67 137.91 158.83 92.36
6 multin_zz1000_71001_barra_momentum_topG 12.02 -32.11 21.07 -84.94 -107.56 -13.05 83.19 104.11 37.64
7 multin_zz1000_71001_barra_nonlinearsize_topG 5.48 -38.65 14.53 -91.49 -114.10 -19.59 76.65 97.57 31.09
8 multin_zz1000_71001_barra_growth_topG -28.59 -72.72 -19.54 -125.55 -148.17 -53.66 42.58 63.50 -2.97
9 multin_zz1000_71001_barra_residualvolatility_topG -90.03 -134.16 -80.98 -187.00 -209.61 -115.10 -18.86 2.06 -64.42