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_20241231_151607
0 multin_zz1000_71001_barra_beta_botG 188.87 178.91 179.87 44.92 -108.19 102.92 333.67 307.46 305.86
1 multin_zz1000_71001_barra_leverage_topG 124.98 115.01 115.98 -18.98 -172.08 39.02 269.77 243.56 241.96
2 multin_zz1000_71001_barra_earningsyield_topG 122.49 112.52 113.49 -21.47 -174.57 36.53 267.28 241.08 239.48
3 multin_zz1000_71001_barra_liquidity_botG 122.43 112.46 113.43 -21.53 -174.64 36.47 267.22 241.01 239.41
4 multin_zz1000_71001_barra_btop_topG 109.85 99.88 100.85 -34.11 -187.21 23.89 254.64 228.44 226.84
5 multin_zz1000_71001_barra_size_topG 83.43 73.47 74.43 -60.52 -213.63 -2.53 228.22 202.02 200.42
6 multin_zz1000_71001_barra_nonlinearsize_topG 18.34 8.37 9.33 -125.62 -278.73 -67.62 163.13 136.92 135.32
7 multin_zz1000_71001_barra_residualvolatility_topG 16.34 6.38 7.34 -127.61 -280.72 -69.62 161.14 134.93 133.33
8 multin_zz1000_71001_barra_growth_topG 12.33 2.36 3.32 -131.63 -284.74 -73.63 157.12 130.91 129.31
9 multin_zz1000_71001_barra_momentum_topG -7.28 -17.25 -16.29 -151.24 -304.35 -93.24 137.51 111.30 109.70