name quantile count index_bp mkt_bp
mkt_20241223_151718
0 bot_ret_quantile 0.01 - - -
1 ths_micro_ret_quantile 0.01 - - -
2 wind_micro_ret_quantile 0.01 - - -
3 subbot_ret_quantile 1.0 - - -
4 zz2000_ret_quantile 0.41 - - -
5 zz1000_ret_quantile 0.67 - - -
6 zz500_ret_quantile 0.79 - - -
7 hs300_ret_quantile 0.9 - - -
8 sz50_ret_quantile 0.93 - - -
9 gei_ret_quantile 0.85 - - -
10 retOverBot_stock_num - 4935.0 - -
11 retOverTHSMicro_stock_num - 4926.0 - -
12 retOverWINDMicro_stock_num - 4921.0 - -
13 retOverSubbot_stock_num - 1639.0 - -
14 retOverZZ2000_stock_num - 2947.0 - -
15 retOverZZ1000_stock_num - 1639.0 - -
16 retOverZZ500_stock_num - 1062.0 - -
17 retOverHS300_stock_num - 486.0 - -
18 retOverSZ50_stock_num - 351.0 - -
19 retOverGEI_stock_num - 766.0 - -
20 bot_ret - - -1167.3 -
21 ths_micro_ret - - -1116.7 -
22 wind_micro_ret - - -1085.1 -
23 subbot_ret - - -562.1 -
24 zz2000_ret - - -485.3 -
25 zz1000_ret - - -278.1 -
26 zz500_ret - - -164.9 -
27 hs300_ret - - 18.6 -
28 sz50_ret - - 88.0 -
29 gei_ret - - -92.9 -
30 shci_ret - - -46.9 -
31 szci_ret - - -98.6 -
32 q75_ret - - - -201.8
33 all_mean - - - -403.8
34 q25_ret - - - -616.2