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_20241223_151718
0 multin_zz1000_71001_barra_size_topG 171.72 58.60 379.00 -124.92 -106.33 455.79 978.81 1010.34 1061.01
1 multin_zz1000_71001_barra_earningsyield_topG 136.68 23.56 343.96 -159.96 -141.37 420.76 943.77 975.30 1025.97
2 multin_zz1000_71001_barra_beta_botG 73.11 -40.02 280.39 -223.54 -204.95 357.18 880.20 911.72 962.40
3 multin_zz1000_71001_barra_btop_topG 50.32 -62.80 257.60 -246.32 -227.73 334.40 857.41 888.94 939.61
4 multin_zz1000_71001_barra_nonlinearsize_topG 23.17 -89.95 230.45 -273.47 -254.88 307.25 830.26 861.79 912.46
5 multin_zz1000_71001_barra_leverage_topG -44.63 -157.75 162.65 -341.27 -322.68 239.45 762.46 793.99 844.66
6 multin_zz1000_71001_barra_liquidity_botG -78.94 -192.06 128.34 -375.58 -356.99 205.13 728.15 759.68 810.35
7 multin_zz1000_71001_barra_momentum_topG -157.58 -270.70 49.71 -454.22 -435.63 126.50 649.52 681.04 731.72
8 multin_zz1000_71001_barra_growth_topG -158.57 -271.69 48.71 -455.21 -436.62 125.51 648.52 680.05 730.72
9 multin_zz1000_71001_barra_residualvolatility_topG -288.38 -401.50 -81.10 -585.02 -566.43 -4.30 518.72 550.24 600.92