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
barraStyle_20250114_151526
0 multin_zz1000_71001_barra_liquidity_topG 228.01 323.22 144.86 411.90 675.11 175.71 -378.14 -364.06 -413.76
1 multin_zz1000_71001_barra_momentum_topG 201.90 297.11 118.75 385.79 649.00 149.59 -404.25 -390.17 -439.88
2 multin_zz1000_71001_barra_residualvolatility_topG 178.07 273.27 94.91 361.95 625.16 125.76 -428.09 -414.00 -463.71
3 multin_zz1000_71001_barra_beta_topG 161.99 257.20 78.84 345.88 609.09 109.68 -444.16 -430.08 -479.78
4 multin_zz1000_71001_barra_btop_botG 97.77 192.98 14.62 281.66 544.87 45.46 -508.38 -494.30 -544.01
5 multin_zz1000_71001_barra_size_botG 70.80 166.00 -12.36 254.68 517.89 18.49 -535.36 -521.27 -570.98
6 multin_zz1000_71001_barra_nonlinearsize_botG 70.80 166.00 -12.36 254.68 517.89 18.49 -535.36 -521.27 -570.98
7 multin_zz1000_71001_barra_earningsyield_botG 65.23 160.43 -17.93 249.11 512.32 12.92 -540.93 -526.84 -576.55
8 multin_zz1000_71001_barra_leverage_botG 24.82 120.03 -58.33 208.71 471.92 -27.48 -581.33 -567.25 -616.95
9 multin_zz1000_71001_barra_growth_topG 5.86 101.07 -77.29 189.75 452.96 -46.44 -600.29 -586.21 -635.91
10 multin_zz1000_71001_barra_growth_botG -1.09 94.11 -84.25 182.79 446.00 -53.40 -607.25 -593.16 -642.87
11 multin_zz1000_71001_barra_nonlinearsize_topG -44.50 50.71 -127.65 139.39 402.60 -96.81 -650.65 -636.57 -686.28
12 multin_zz1000_71001_barra_momentum_botG -81.66 13.54 -164.82 102.23 365.43 -133.97 -687.82 -673.73 -723.44
13 multin_zz1000_71001_barra_leverage_topG -85.12 10.08 -168.28 98.77 361.97 -137.43 -691.28 -677.19 -726.90
14 multin_zz1000_71001_barra_liquidity_botG -93.44 1.76 -176.59 90.45 353.65 -145.75 -699.59 -685.51 -735.22
15 multin_zz1000_71001_barra_residualvolatility_botG -105.82 -10.61 -188.97 78.07 341.28 -158.12 -711.97 -697.89 -747.59
16 multin_zz1000_71001_barra_size_topG -123.43 -28.23 -206.59 60.46 323.66 -175.74 -729.59 -715.50 -765.21
17 multin_zz1000_71001_barra_btop_topG -136.27 -41.07 -219.43 47.62 310.82 -188.58 -742.43 -728.34 -778.05
18 multin_zz1000_71001_barra_earningsyield_topG -160.81 -65.61 -243.96 23.08 286.28 -213.12 -766.96 -752.88 -802.59
19 multin_zz1000_71001_barra_beta_botG -171.94 -76.73 -255.09 11.95 275.16 -224.25 -778.09 -764.01 -813.72