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_20241225_151618
0 multin_zz1000_71001_barra_size_topG 67.18 48.13 187.35 -50.74 -47.54 225.61 444.06 528.43 512.42
1 multin_zz1000_71001_barra_earningsyield_topG 43.62 24.57 163.79 -74.31 -71.10 202.04 420.49 504.87 488.86
2 multin_zz1000_71001_barra_beta_botG 16.19 -2.85 136.36 -101.73 -98.53 174.62 393.07 477.45 461.43
3 multin_zz1000_71001_barra_btop_topG -1.29 -20.34 118.87 -119.22 -116.02 157.13 375.58 459.96 443.95
4 multin_zz1000_71001_barra_nonlinearsize_topG -2.27 -21.32 117.89 -120.20 -116.99 156.15 374.60 458.98 442.97
5 multin_zz1000_71001_barra_liquidity_botG -50.49 -69.54 69.67 -168.42 -165.21 107.93 326.38 410.76 394.75
6 multin_zz1000_71001_barra_leverage_topG -60.94 -79.99 59.22 -178.87 -175.66 97.48 315.93 400.31 384.30
7 multin_zz1000_71001_barra_growth_topG -83.89 -102.94 36.28 -201.82 -198.61 74.53 292.98 377.36 361.35
8 multin_zz1000_71001_barra_momentum_topG -136.06 -155.11 -15.90 -253.99 -250.79 22.36 240.81 325.19 309.18
9 multin_zz1000_71001_barra_residualvolatility_topG -201.86 -220.91 -81.70 -319.79 -316.58 -43.44 175.01 259.39 243.38