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
barraStyle_20241212_151539
0 multin_zz1000_71001_barra_nonlinearsize_botG 117.37 93.74 79.01 81.21 177.59 60.07 -64.64 -157.27 -218.92
1 multin_zz1000_71001_barra_size_botG 117.37 93.74 79.01 81.21 177.59 60.07 -64.64 -157.27 -218.92
2 multin_zz1000_71001_barra_leverage_topG 66.31 42.68 27.96 30.16 126.54 9.01 -115.70 -208.32 -269.97
3 multin_zz1000_71001_barra_beta_botG 64.86 41.23 26.50 28.70 125.09 7.56 -117.15 -209.78 -271.43
4 multin_zz1000_71001_barra_growth_botG 61.20 37.57 22.84 25.04 121.42 3.90 -120.81 -213.44 -275.09
5 multin_zz1000_71001_barra_btop_topG 59.89 36.26 21.54 23.74 120.12 2.59 -122.12 -214.74 -276.40
6 multin_zz1000_71001_barra_liquidity_botG 52.54 28.91 14.18 16.38 112.76 -4.76 -129.47 -222.10 -283.75
7 multin_zz1000_71001_barra_momentum_botG 42.93 19.30 4.58 6.77 103.16 -14.37 -139.08 -231.71 -293.36
8 multin_zz1000_71001_barra_earningsyield_topG 41.86 18.23 3.50 5.70 102.08 -15.44 -140.15 -232.78 -294.43
9 multin_zz1000_71001_barra_residualvolatility_botG 41.25 17.62 2.89 5.09 101.48 -16.05 -140.76 -233.39 -295.04
10 multin_zz1000_71001_barra_residualvolatility_topG 21.26 -2.37 -17.09 -14.90 81.49 -36.04 -160.75 -253.38 -315.03
11 multin_zz1000_71001_barra_liquidity_topG 19.49 -4.14 -18.87 -16.67 79.71 -37.81 -162.52 -255.15 -316.80
12 multin_zz1000_71001_barra_size_topG 11.58 -12.05 -26.78 -24.58 71.80 -45.72 -170.43 -263.06 -324.71
13 multin_zz1000_71001_barra_leverage_botG 5.84 -17.79 -32.51 -30.31 66.07 -51.46 -176.17 -268.79 -330.45
14 multin_zz1000_71001_barra_momentum_topG 1.54 -22.09 -36.81 -34.62 61.77 -55.76 -180.47 -273.10 -334.75
15 multin_zz1000_71001_barra_btop_botG -1.48 -25.11 -39.84 -37.64 58.74 -58.78 -183.49 -276.12 -337.77
16 multin_zz1000_71001_barra_nonlinearsize_topG -3.78 -27.41 -42.13 -39.94 56.45 -61.08 -185.79 -278.42 -340.07
17 multin_zz1000_71001_barra_growth_topG -4.28 -27.91 -42.64 -40.44 55.94 -61.58 -186.29 -278.92 -340.57
18 multin_zz1000_71001_barra_beta_topG -35.66 -59.29 -74.02 -71.82 24.56 -92.96 -217.67 -310.30 -371.95
19 multin_zz1000_71001_barra_earningsyield_botG -40.40 -64.03 -78.75 -76.56 19.83 -97.70 -222.41 -315.04 -376.69