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_20241128_151521
0 multin_zz1000_71001_barra_leverage_topG 149.38 175.07 59.22 187.40 94.54 33.25 -4.50 -17.71 -70.76
1 multin_zz1000_71001_barra_btop_topG 129.95 155.63 39.78 167.97 75.10 13.81 -23.94 -37.15 -90.20
2 multin_zz1000_71001_barra_liquidity_botG 119.98 145.66 29.81 158.00 65.13 3.84 -33.91 -47.12 -100.17
3 multin_zz1000_71001_barra_residualvolatility_topG 62.36 88.05 -27.80 100.38 7.52 -53.77 -91.52 -104.73 -157.78
4 multin_zz1000_71001_barra_earningsyield_topG 53.22 78.91 -36.94 91.25 -1.62 -62.91 -100.66 -113.87 -166.92
5 multin_zz1000_71001_barra_beta_botG 49.22 74.91 -40.94 87.25 -5.62 -66.91 -104.66 -117.87 -170.92
6 multin_zz1000_71001_barra_growth_topG 42.28 67.96 -47.89 80.30 -12.57 -73.86 -111.61 -124.82 -177.87
7 multin_zz1000_71001_barra_momentum_topG 41.32 67.01 -48.84 79.34 -13.52 -74.81 -112.57 -125.77 -178.82
8 multin_zz1000_71001_barra_nonlinearsize_topG -15.08 10.60 -105.25 22.94 -69.93 -131.22 -168.97 -182.18 -235.23
9 multin_zz1000_71001_barra_size_topG -22.67 3.02 -112.83 15.35 -77.51 -138.80 -176.56 -189.76 -242.81