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_20241217_151558
0 multin_zz1000_71001_barra_size_topG 154.85 46.69 386.50 -87.99 -59.56 453.45 877.85 936.73 941.82
1 multin_zz1000_71001_barra_earningsyield_topG 36.91 -71.25 268.56 -205.93 -177.50 335.51 759.91 818.79 823.88
2 multin_zz1000_71001_barra_nonlinearsize_topG -7.79 -115.95 223.86 -250.63 -222.20 290.81 715.21 774.09 779.18
3 multin_zz1000_71001_barra_beta_botG -20.92 -129.08 210.73 -263.76 -235.33 277.68 702.07 760.96 766.05
4 multin_zz1000_71001_barra_btop_topG -38.23 -146.39 193.42 -281.07 -252.64 260.37 684.76 743.65 748.74
5 multin_zz1000_71001_barra_leverage_topG -119.66 -227.81 111.99 -362.50 -334.07 178.94 603.34 662.22 667.31
6 multin_zz1000_71001_barra_liquidity_botG -127.22 -235.38 104.43 -370.06 -341.64 171.37 595.77 654.65 659.75
7 multin_zz1000_71001_barra_momentum_topG -141.66 -249.82 89.99 -384.50 -356.08 156.94 581.33 640.21 645.31
8 multin_zz1000_71001_barra_growth_topG -149.26 -257.42 82.39 -392.10 -363.67 149.34 573.73 632.62 637.71
9 multin_zz1000_71001_barra_residualvolatility_topG -285.56 -393.72 -53.91 -528.40 -499.97 13.04 437.43 496.32 501.41