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_20241206_151543
0 multin_zz1000_71001_barra_btop_topG 71.25 39.42 80.36 36.95 171.21 102.82 108.12 55.66 -59.67
1 multin_zz1000_71001_barra_leverage_topG 69.68 37.85 78.79 35.38 169.64 101.25 106.55 54.09 -61.24
2 multin_zz1000_71001_barra_nonlinearsize_topG 24.46 -7.38 33.56 -9.85 124.41 56.02 61.33 8.86 -106.46
3 multin_zz1000_71001_barra_earningsyield_topG 20.40 -11.44 29.50 -13.91 120.35 51.96 57.27 4.80 -110.53
4 multin_zz1000_71001_barra_size_topG 18.18 -13.66 27.28 -16.13 118.13 49.74 55.05 2.58 -112.74
5 multin_zz1000_71001_barra_liquidity_botG 17.67 -14.16 26.78 -16.63 117.63 49.24 54.54 2.08 -113.25
6 multin_zz1000_71001_barra_beta_botG 2.20 -29.63 11.31 -32.10 102.16 33.77 39.07 -13.39 -128.72
7 multin_zz1000_71001_barra_growth_topG -24.94 -56.77 -15.83 -59.24 75.02 6.63 11.93 -40.53 -155.86
8 multin_zz1000_71001_barra_residualvolatility_topG -28.00 -59.83 -18.89 -62.30 71.96 3.57 8.87 -43.59 -158.92
9 multin_zz1000_71001_barra_momentum_topG -28.45 -60.29 -19.35 -62.76 71.50 3.11 8.41 -44.05 -159.38