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_20250312_151609
0 multin_zz1000_71001_barra_liquidity_topG 70.58 98.42 93.43 125.82 93.43 39.56 -77.73 -181.82 -193.59
1 multin_zz1000_71001_barra_beta_topG 60.77 88.61 83.62 116.01 83.62 29.76 -87.54 -191.63 -203.40
2 multin_zz1000_71001_barra_growth_botG 58.13 85.97 80.98 113.37 80.98 27.12 -90.18 -194.27 -206.04
3 multin_zz1000_71001_barra_residualvolatility_topG 53.14 80.97 75.99 108.38 75.98 22.12 -95.17 -199.26 -211.03
4 multin_zz1000_71001_barra_momentum_topG 52.50 80.34 75.35 107.74 75.35 21.49 -95.81 -199.90 -211.67
5 multin_zz1000_71001_barra_nonlinearsize_botG 46.60 74.43 69.44 101.83 69.44 15.58 -101.72 -205.80 -217.57
6 multin_zz1000_71001_barra_size_botG 46.60 74.43 69.44 101.83 69.44 15.58 -101.72 -205.80 -217.57
7 multin_zz1000_71001_barra_growth_topG 17.05 44.88 39.90 72.29 39.89 -13.97 -131.26 -235.35 -247.12
8 multin_zz1000_71001_barra_residualvolatility_botG 15.81 43.64 38.65 71.04 38.65 -15.21 -132.51 -236.59 -248.36
9 multin_zz1000_71001_barra_earningsyield_botG 13.37 41.21 36.22 68.61 36.22 -17.64 -134.94 -239.03 -250.80
10 multin_zz1000_71001_barra_btop_botG 11.55 39.38 34.39 66.78 34.39 -19.47 -136.77 -240.85 -252.62
11 multin_zz1000_71001_barra_leverage_topG 10.39 38.23 33.24 65.63 33.24 -20.63 -137.92 -242.01 -253.78
12 multin_zz1000_71001_barra_leverage_botG 8.75 36.59 31.60 63.99 31.60 -22.26 -139.56 -243.65 -255.42
13 multin_zz1000_71001_barra_btop_topG 2.73 30.57 25.58 57.97 25.58 -28.28 -145.58 -249.67 -261.44
14 multin_zz1000_71001_barra_nonlinearsize_topG -6.06 21.77 16.79 49.18 16.78 -37.08 -154.38 -258.46 -270.23
15 multin_zz1000_71001_barra_earningsyield_topG -13.88 13.96 8.97 41.36 8.97 -44.90 -162.19 -266.28 -278.05
16 multin_zz1000_71001_barra_beta_botG -17.30 10.53 5.54 37.93 5.54 -48.32 -165.62 -269.70 -281.47
17 multin_zz1000_71001_barra_liquidity_botG -17.69 10.14 5.15 37.54 5.15 -48.71 -166.01 -270.09 -281.86
18 multin_zz1000_71001_barra_momentum_botG -29.98 -2.14 -7.13 25.26 -7.13 -60.99 -178.29 -282.38 -294.15
19 multin_zz1000_71001_barra_size_topG -40.74 -12.90 -17.89 14.50 -17.89 -71.75 -189.05 -293.14 -304.91