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_20241224_151539
0 multin_zz1000_71001_barra_earningsyield_topG 35.28 16.45 49.51 22.05 148.17 93.37 -36.82 -18.26 11.15
1 multin_zz1000_71001_barra_size_topG 13.10 -5.73 27.32 -0.13 125.98 71.18 -59.00 -40.45 -11.04
2 multin_zz1000_71001_barra_nonlinearsize_topG 7.39 -11.44 21.62 -5.84 120.28 65.48 -64.71 -46.15 -16.75
3 multin_zz1000_71001_barra_btop_topG 1.98 -16.85 16.21 -11.25 114.87 60.07 -70.12 -51.56 -22.15
4 multin_zz1000_71001_barra_growth_topG -4.57 -23.40 9.65 -17.80 108.31 53.51 -76.67 -58.12 -28.71
5 multin_zz1000_71001_barra_liquidity_botG -14.12 -32.95 0.10 -27.35 98.77 43.96 -86.22 -67.66 -38.26
6 multin_zz1000_71001_barra_leverage_topG -26.02 -44.85 -11.79 -39.25 86.87 32.07 -98.12 -79.56 -50.15
7 multin_zz1000_71001_barra_beta_botG -26.50 -45.33 -12.28 -39.73 86.39 31.58 -98.60 -80.05 -50.64
8 multin_zz1000_71001_barra_momentum_topG -57.63 -76.46 -43.41 -70.86 55.26 0.45 -129.73 -111.17 -81.77
9 multin_zz1000_71001_barra_residualvolatility_topG -120.41 -139.24 -106.18 -133.64 -7.52 -62.32 -192.50 -173.95 -144.54