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_20241209_151524
0 multin_zz1000_71001_barra_liquidity_botG 87.61 68.29 30.80 28.12 13.81 -25.61 -102.21 -32.63 -80.82
1 multin_zz1000_71001_barra_beta_botG 81.53 62.21 24.72 22.04 7.73 -31.69 -108.29 -38.71 -86.89
2 multin_zz1000_71001_barra_earningsyield_topG 69.35 50.02 12.53 9.86 -4.46 -43.88 -120.47 -50.90 -99.08
3 multin_zz1000_71001_barra_growth_topG 31.88 12.55 -24.94 -27.61 -41.92 -81.35 -157.94 -88.36 -136.55
4 multin_zz1000_71001_barra_size_topG 30.11 10.78 -26.71 -29.38 -43.70 -83.12 -159.71 -90.14 -138.32
5 multin_zz1000_71001_barra_btop_topG 22.62 3.30 -34.19 -36.87 -51.18 -90.60 -167.20 -97.62 -145.81
6 multin_zz1000_71001_barra_residualvolatility_topG 18.65 -0.68 -38.17 -40.85 -55.16 -94.58 -171.18 -101.60 -149.78
7 multin_zz1000_71001_barra_nonlinearsize_topG 12.65 -6.68 -44.17 -46.85 -61.16 -100.58 -177.18 -107.60 -155.78
8 multin_zz1000_71001_barra_leverage_topG 9.43 -9.89 -47.38 -50.06 -64.37 -103.79 -180.39 -110.81 -159.00
9 multin_zz1000_71001_barra_momentum_topG -7.95 -27.27 -64.76 -67.44 -81.75 -121.17 -197.77 -128.19 -176.38