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_20241127_151527
0 multin_zz1000_71001_barra_momentum_topG 0.45 28.77 61.53 56.36 230.22 95.33 -11.87 1.10 11.01
1 multin_zz1000_71001_barra_nonlinearsize_topG -21.24 7.08 39.84 34.67 208.53 73.64 -33.56 -20.59 -10.68
2 multin_zz1000_71001_barra_size_topG -25.75 2.56 35.33 30.15 204.01 69.12 -38.07 -25.11 -15.19
3 multin_zz1000_71001_barra_growth_topG -32.13 -3.81 28.95 23.78 197.64 62.74 -44.45 -31.49 -21.57
4 multin_zz1000_71001_barra_residualvolatility_topG -61.63 -33.32 -0.55 -5.72 168.13 33.24 -73.95 -60.99 -51.07
5 multin_zz1000_71001_barra_earningsyield_topG -104.93 -76.61 -43.85 -49.02 124.84 -10.05 -117.25 -104.28 -94.37
6 multin_zz1000_71001_barra_liquidity_botG -110.55 -82.23 -49.47 -54.64 119.22 -15.68 -122.87 -109.91 -99.99
7 multin_zz1000_71001_barra_leverage_topG -121.55 -93.24 -60.47 -65.65 108.21 -26.68 -133.87 -120.91 -110.99
8 multin_zz1000_71001_barra_btop_topG -132.29 -103.97 -71.21 -76.38 97.48 -37.42 -144.61 -131.65 -121.73
9 multin_zz1000_71001_barra_beta_botG -143.95 -115.63 -82.87 -88.04 85.82 -49.07 -156.27 -143.30 -133.39