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_20241218_151541
0 multin_zz1000_71001_barra_momentum_topG 31.97 47.32 38.93 66.09 119.64 83.82 99.39 117.22 170.85
1 multin_zz1000_71001_barra_nonlinearsize_topG -4.77 10.58 2.19 29.35 82.90 47.07 62.65 80.47 134.11
2 multin_zz1000_71001_barra_growth_topG -14.57 0.78 -7.61 19.55 73.10 37.28 52.85 70.67 124.31
3 multin_zz1000_71001_barra_residualvolatility_topG -18.30 -2.95 -11.34 15.82 69.37 33.55 49.12 66.95 120.58
4 multin_zz1000_71001_barra_size_topG -23.66 -8.31 -16.70 10.46 64.01 28.19 43.76 61.59 115.22
5 multin_zz1000_71001_barra_earningsyield_topG -60.93 -45.58 -53.97 -26.81 26.74 -9.09 6.49 24.31 77.95
6 multin_zz1000_71001_barra_btop_topG -62.35 -47.01 -55.40 -28.24 25.31 -10.51 5.06 22.89 76.52
7 multin_zz1000_71001_barra_beta_botG -64.26 -48.91 -57.30 -30.14 23.41 -12.41 3.16 20.98 74.62
8 multin_zz1000_71001_barra_liquidity_botG -72.57 -57.22 -65.61 -38.45 15.10 -20.72 -5.15 12.67 66.31
9 multin_zz1000_71001_barra_leverage_topG -77.03 -61.68 -70.07 -42.91 10.64 -25.18 -9.61 8.22 61.85