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_20241220_151619
0 multin_zz1000_71001_barra_momentum_topG 84.41 158.06 56.96 224.22 189.15 8.75 -221.74 -237.91 -254.76
1 multin_zz1000_71001_barra_growth_topG 57.47 131.12 30.02 197.28 162.21 -18.19 -248.68 -264.85 -281.70
2 multin_zz1000_71001_barra_residualvolatility_topG 48.79 122.44 21.34 188.61 153.53 -26.86 -257.36 -273.52 -290.37
3 multin_zz1000_71001_barra_liquidity_botG -5.12 68.53 -32.57 134.70 99.62 -80.77 -311.27 -327.43 -344.28
4 multin_zz1000_71001_barra_nonlinearsize_topG -34.15 39.50 -61.60 105.67 70.59 -109.80 -340.30 -356.46 -373.31
5 multin_zz1000_71001_barra_size_topG -94.91 -21.26 -122.36 44.90 9.82 -170.57 -401.06 -417.23 -434.08
6 multin_zz1000_71001_barra_leverage_topG -96.83 -23.18 -124.28 42.99 7.91 -172.48 -402.98 -419.15 -436.00
7 multin_zz1000_71001_barra_earningsyield_topG -101.80 -28.15 -129.25 38.01 2.94 -177.46 -407.95 -424.12 -440.97
8 multin_zz1000_71001_barra_beta_botG -108.22 -34.57 -135.67 31.60 -3.48 -183.87 -414.37 -430.54 -447.39
9 multin_zz1000_71001_barra_btop_topG -125.38 -51.73 -152.83 14.44 -20.64 -201.04 -431.53 -447.70 -464.55