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_20241211_151655
0 multin_zz1000_71001_barra_leverage_topG 64.48 110.72 35.33 214.91 199.02 73.98 62.13 70.10 82.78
1 multin_zz1000_71001_barra_btop_topG 25.47 71.70 -3.68 175.90 160.00 34.97 23.11 31.09 43.77
2 multin_zz1000_71001_barra_momentum_topG 10.27 56.50 -18.89 160.69 144.80 19.76 7.91 15.89 28.57
3 multin_zz1000_71001_barra_residualvolatility_topG 2.96 49.20 -26.19 153.39 137.50 12.46 0.61 8.58 21.27
4 multin_zz1000_71001_barra_nonlinearsize_topG -4.12 42.12 -33.27 146.31 130.42 5.38 -6.47 1.50 14.18
5 multin_zz1000_71001_barra_liquidity_botG -6.32 39.92 -35.47 144.11 128.22 3.18 -8.67 -0.70 11.98
6 multin_zz1000_71001_barra_growth_topG -17.69 28.54 -46.84 132.74 116.84 -8.20 -20.05 -12.07 0.61
7 multin_zz1000_71001_barra_beta_botG -25.63 20.60 -54.78 124.80 108.90 -16.14 -27.99 -20.01 -7.33
8 multin_zz1000_71001_barra_earningsyield_topG -33.56 12.68 -62.71 116.87 100.98 -24.06 -35.91 -27.94 -15.26
9 multin_zz1000_71001_barra_size_topG -86.55 -40.31 -115.70 63.88 47.99 -77.05 -88.90 -80.93 -68.24