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_20241129_151551
0 multin_zz1000_71001_barra_momentum_topG 23.40 27.35 15.77 73.54 192.77 48.11 -113.03 -134.68 -80.43
1 multin_zz1000_71001_barra_nonlinearsize_topG 1.97 5.92 -5.67 52.11 171.34 26.68 -134.46 -156.12 -101.86
2 multin_zz1000_71001_barra_growth_topG 0.35 4.30 -7.29 50.49 169.72 25.06 -136.09 -157.74 -103.49
3 multin_zz1000_71001_barra_residualvolatility_topG -6.57 -2.62 -14.20 43.57 162.80 18.14 -143.00 -164.66 -110.40
4 multin_zz1000_71001_barra_size_topG -24.46 -20.51 -32.10 25.68 144.91 0.25 -160.89 -182.55 -128.29
5 multin_zz1000_71001_barra_earningsyield_topG -46.32 -42.36 -53.95 3.82 123.05 -21.61 -182.75 -204.40 -150.15
6 multin_zz1000_71001_barra_liquidity_botG -47.86 -43.91 -55.50 2.28 121.51 -23.15 -184.29 -205.95 -151.69
7 multin_zz1000_71001_barra_beta_botG -79.63 -75.68 -87.27 -29.49 89.73 -54.93 -216.07 -237.72 -183.47
8 multin_zz1000_71001_barra_btop_topG -81.22 -77.27 -88.86 -31.09 88.14 -56.52 -217.66 -239.31 -185.06
9 multin_zz1000_71001_barra_leverage_topG -85.81 -81.86 -93.45 -35.67 83.56 -61.10 -222.24 -243.90 -189.64