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_20241226_151548
0 multin_zz1000_71001_barra_growth_topG 45.73 76.77 -11.21 150.25 157.55 -12.69 -218.96 -237.25 -252.22
1 multin_zz1000_71001_barra_residualvolatility_topG 40.44 71.48 -16.50 144.96 152.26 -17.99 -224.26 -242.55 -257.52
2 multin_zz1000_71001_barra_momentum_topG 14.84 45.88 -42.10 119.36 126.66 -43.58 -249.86 -268.14 -283.11
3 multin_zz1000_71001_barra_liquidity_botG -30.78 0.25 -87.73 73.73 81.03 -89.21 -295.48 -313.77 -328.74
4 multin_zz1000_71001_barra_nonlinearsize_topG -34.90 -3.86 -91.84 69.62 76.92 -93.32 -299.60 -317.88 -332.85
5 multin_zz1000_71001_barra_size_topG -63.98 -32.94 -120.92 40.54 47.84 -122.40 -328.67 -346.96 -361.93
6 multin_zz1000_71001_barra_leverage_topG -75.02 -43.99 -131.97 29.50 36.79 -133.45 -339.72 -358.01 -372.98
7 multin_zz1000_71001_barra_earningsyield_topG -89.40 -58.36 -146.34 15.12 22.41 -147.83 -354.10 -372.39 -387.36
8 multin_zz1000_71001_barra_btop_topG -96.39 -65.35 -153.33 8.13 15.42 -154.82 -361.09 -379.38 -394.35
9 multin_zz1000_71001_barra_beta_botG -98.41 -67.37 -155.35 6.11 13.41 -156.83 -363.10 -381.39 -396.36