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_20241213_151536
0 multin_zz1000_71001_barra_beta_botG 57.51 24.22 9.63 83.06 -149.02 7.47 154.74 46.53 -26.41
1 multin_zz1000_71001_barra_residualvolatility_topG 55.37 22.07 7.48 80.92 -151.17 5.33 152.60 44.39 -28.56
2 multin_zz1000_71001_barra_liquidity_botG 26.15 -7.14 -21.73 51.70 -180.38 -23.89 123.38 15.17 -57.77
3 multin_zz1000_71001_barra_growth_topG 16.34 -16.95 -31.55 41.89 -190.20 -33.70 113.57 5.36 -67.59
4 multin_zz1000_71001_barra_size_topG 13.19 -20.10 -34.69 38.74 -193.34 -36.85 110.42 2.21 -70.74
5 multin_zz1000_71001_barra_momentum_topG 7.97 -25.32 -39.91 33.52 -198.56 -42.07 105.21 -3.01 -75.95
6 multin_zz1000_71001_barra_earningsyield_topG 4.12 -29.17 -43.76 29.67 -202.41 -45.92 101.35 -6.86 -79.80
7 multin_zz1000_71001_barra_nonlinearsize_topG 3.35 -29.94 -44.53 28.91 -203.18 -46.69 100.59 -7.63 -80.57
8 multin_zz1000_71001_barra_leverage_topG -12.10 -45.40 -59.99 13.45 -218.64 -62.14 85.13 -23.08 -96.03
9 multin_zz1000_71001_barra_btop_topG -35.09 -68.39 -82.98 -9.54 -241.63 -85.13 62.14 -46.07 -119.02