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_20241203_151523
0 multin_zz1000_71001_barra_btop_topG 91.39 99.75 42.23 68.89 75.52 44.42 14.60 -3.96 -38.82
1 multin_zz1000_71001_barra_leverage_topG 77.44 85.80 28.29 54.94 61.58 30.47 0.66 -17.90 -52.77
2 multin_zz1000_71001_barra_beta_botG 62.10 70.46 12.95 39.60 46.24 15.13 -14.68 -33.24 -68.11
3 multin_zz1000_71001_barra_momentum_topG 54.45 62.82 5.30 31.95 38.59 7.49 -22.33 -40.89 -75.76
4 multin_zz1000_71001_barra_earningsyield_topG 52.89 61.26 3.74 30.39 37.03 5.92 -23.89 -42.45 -77.32
5 multin_zz1000_71001_barra_residualvolatility_topG 51.29 59.65 2.14 28.79 35.43 4.32 -25.49 -44.05 -78.92
6 multin_zz1000_71001_barra_liquidity_botG 30.85 39.22 -18.30 8.36 14.99 -16.11 -45.93 -64.49 -99.35
7 multin_zz1000_71001_barra_size_topG 8.34 16.70 -40.82 -14.16 -7.52 -38.63 -68.45 -87.01 -121.87
8 multin_zz1000_71001_barra_growth_topG 0.46 8.82 -48.69 -22.04 -15.40 -46.51 -76.32 -94.88 -129.75
9 multin_zz1000_71001_barra_nonlinearsize_topG -3.16 5.21 -52.31 -25.66 -19.02 -50.13 -79.94 -98.50 -133.37