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_20241219_151615
0 multin_zz1000_71001_barra_momentum_topG 9.17 5.28 12.13 14.31 26.62 6.21 -60.42 -85.31 0.65
1 multin_zz1000_71001_barra_growth_topG -3.02 -6.91 -0.06 2.12 14.43 -5.98 -72.61 -97.50 -11.54
2 multin_zz1000_71001_barra_size_topG -14.51 -18.40 -11.55 -9.37 2.94 -17.47 -84.10 -108.99 -23.03
3 multin_zz1000_71001_barra_nonlinearsize_topG -15.79 -19.69 -12.83 -10.66 1.65 -18.76 -85.39 -110.27 -24.31
4 multin_zz1000_71001_barra_liquidity_botG -44.92 -48.81 -41.96 -39.78 -27.47 -47.88 -114.51 -139.40 -53.44
5 multin_zz1000_71001_barra_earningsyield_topG -62.53 -66.42 -59.57 -57.39 -45.08 -65.49 -132.13 -157.01 -71.05
6 multin_zz1000_71001_barra_residualvolatility_topG -71.75 -75.64 -68.79 -66.61 -54.30 -74.71 -141.34 -166.23 -80.27
7 multin_zz1000_71001_barra_btop_topG -80.27 -84.16 -77.31 -75.13 -62.82 -83.23 -149.87 -174.75 -88.79
8 multin_zz1000_71001_barra_leverage_topG -80.39 -84.28 -77.43 -75.25 -62.94 -83.35 -149.98 -174.87 -88.91
9 multin_zz1000_71001_barra_beta_botG -83.62 -87.52 -80.66 -78.48 -66.18 -86.59 -153.22 -178.10 -92.14