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_20241230_151559
0 multin_zz1000_71001_barra_size_topG 54.70 13.62 128.44 -34.11 11.76 174.79 315.74 280.76 310.05
1 multin_zz1000_71001_barra_earningsyield_topG 18.72 -22.36 92.46 -70.10 -24.23 138.81 279.76 244.78 274.06
2 multin_zz1000_71001_barra_beta_botG 8.42 -32.66 82.16 -80.40 -34.53 128.51 269.46 234.48 263.77
3 multin_zz1000_71001_barra_nonlinearsize_topG 3.37 -37.70 77.12 -85.44 -39.57 123.47 264.42 229.43 258.72
4 multin_zz1000_71001_barra_btop_topG -41.39 -82.46 32.36 -130.20 -84.33 78.71 219.66 184.68 213.96
5 multin_zz1000_71001_barra_liquidity_botG -48.50 -89.58 25.24 -137.32 -91.45 71.59 212.54 177.56 206.85
6 multin_zz1000_71001_barra_growth_topG -60.88 -101.96 12.86 -149.70 -103.82 59.21 200.16 165.18 194.47
7 multin_zz1000_71001_barra_momentum_topG -68.27 -109.35 5.47 -157.09 -111.22 51.82 192.77 157.79 187.08
8 multin_zz1000_71001_barra_leverage_topG -100.09 -141.16 -26.34 -188.90 -143.03 20.01 160.96 125.98 155.26
9 multin_zz1000_71001_barra_residualvolatility_topG -152.86 -193.94 -79.12 -241.68 -195.81 -32.77 108.18 73.20 102.49