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_20241202_151513
0 multin_zz1000_71001_barra_residualvolatility_topG 64.06 105.71 22.40 184.44 264.45 44.18 -145.88 -120.73 -84.60
1 multin_zz1000_71001_barra_leverage_topG 53.34 94.99 11.68 173.72 253.72 33.45 -156.61 -131.46 -95.33
2 multin_zz1000_71001_barra_momentum_topG 35.00 76.65 -6.66 155.38 235.39 15.11 -174.95 -149.79 -113.66
3 multin_zz1000_71001_barra_btop_topG 10.09 51.74 -31.57 130.47 210.47 -9.80 -199.86 -174.70 -138.57
4 multin_zz1000_71001_barra_growth_topG 6.03 47.67 -35.64 126.40 206.41 -13.86 -203.92 -178.77 -142.64
5 multin_zz1000_71001_barra_nonlinearsize_topG -20.09 21.56 -61.75 100.29 180.29 -39.98 -230.04 -204.89 -168.76
6 multin_zz1000_71001_barra_liquidity_botG -20.51 21.14 -62.17 99.87 179.87 -40.40 -230.46 -205.31 -169.17
7 multin_zz1000_71001_barra_beta_botG -65.33 -23.68 -106.99 55.05 135.06 -85.21 -275.27 -250.12 -213.99
8 multin_zz1000_71001_barra_size_topG -68.83 -27.18 -110.50 51.54 131.55 -88.72 -278.78 -253.63 -217.50
9 multin_zz1000_71001_barra_earningsyield_topG -76.58 -34.93 -118.25 43.79 123.80 -96.47 -286.53 -261.38 -225.25