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_20250408_151756
0 multin_zz1000_71001_barra_beta_topG 391.93 378.10 450.74 302.90 450.74 278.45 -565.30 -666.04 -750.06
1 multin_zz1000_71001_barra_residualvolatility_topG 230.95 217.12 289.76 141.93 289.76 117.47 -726.28 -827.02 -911.03
2 multin_zz1000_71001_barra_nonlinearsize_botG 215.11 201.29 273.92 126.09 273.92 101.63 -742.12 -842.86 -926.87
3 multin_zz1000_71001_barra_size_botG 215.11 201.28 273.92 126.09 273.92 101.63 -742.12 -842.86 -926.87
4 multin_zz1000_71001_barra_residualvolatility_botG 196.22 182.39 255.03 107.20 255.03 82.74 -761.01 -861.75 -945.76
5 multin_zz1000_71001_barra_leverage_botG 165.17 151.34 223.98 76.14 223.98 51.69 -792.07 -892.80 -976.82
6 multin_zz1000_71001_barra_momentum_botG 132.33 118.50 191.14 43.30 191.14 18.85 -824.90 -925.64 -1009.66
7 multin_zz1000_71001_barra_beta_botG 125.51 111.68 184.32 36.49 184.32 12.03 -831.72 -932.46 -1016.48
8 multin_zz1000_71001_barra_btop_botG 119.90 106.07 178.71 30.88 178.71 6.42 -837.33 -938.07 -1022.09
9 multin_zz1000_71001_barra_earningsyield_botG 109.67 95.84 168.48 20.64 168.48 -3.81 -847.56 -948.30 -1032.32
10 multin_zz1000_71001_barra_growth_topG 74.68 60.85 133.49 -14.35 133.49 -38.80 -882.56 -983.29 -1067.31
11 multin_zz1000_71001_barra_earningsyield_topG 69.25 55.42 128.06 -19.78 128.06 -44.23 -887.99 -988.72 -1072.74
12 multin_zz1000_71001_barra_liquidity_botG 67.28 53.45 126.09 -21.75 126.09 -46.20 -889.96 -990.69 -1074.71
13 multin_zz1000_71001_barra_leverage_topG 58.23 44.41 117.04 -30.79 117.05 -55.25 -899.00 -999.73 -1083.75
14 multin_zz1000_71001_barra_btop_topG 55.03 41.21 113.84 -33.99 113.85 -58.45 -902.20 -1002.93 -1086.95
15 multin_zz1000_71001_barra_size_topG 48.61 34.79 107.43 -40.41 107.43 -64.86 -908.62 -1009.35 -1093.37
16 multin_zz1000_71001_barra_nonlinearsize_topG 37.36 23.53 96.17 -51.67 96.17 -76.12 -919.88 -1020.61 -1104.63
17 multin_zz1000_71001_barra_growth_botG 8.12 -5.70 66.94 -80.90 66.94 -105.35 -949.11 -1049.84 -1133.86
18 multin_zz1000_71001_barra_liquidity_topG -34.57 -48.39 24.24 -123.59 24.25 -148.05 -991.80 -1092.53 -1176.55
19 multin_zz1000_71001_barra_momentum_topG -147.32 -161.15 -88.51 -236.35 -88.51 -260.80 -1104.56 -1205.29 -1289.31