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_20251029_151544
0 multin_zz1000_71001_barra_beta_topG 51.72 -19.05 171.07 53.18 171.08 181.36 -284.69 -357.63 -508.79
1 multin_zz1000_71001_barra_size_topG 42.41 -28.36 161.77 43.88 161.77 172.05 -294.00 -366.94 -518.10
2 multin_zz1000_71001_barra_momentum_topG 25.03 -45.74 144.39 26.50 144.39 154.67 -311.37 -384.32 -535.47
3 multin_zz1000_71001_barra_nonlinearsize_topG 18.24 -52.53 137.59 19.71 137.60 147.88 -318.17 -391.11 -542.27
4 multin_zz1000_71001_barra_residualvolatility_topG 12.33 -58.44 131.69 13.80 131.69 141.98 -324.07 -397.02 -548.17
5 multin_zz1000_71001_barra_btop_botG 7.29 -63.48 126.65 8.76 126.65 136.93 -329.11 -402.06 -553.21
6 multin_zz1000_71001_barra_growth_topG -21.29 -92.06 98.07 -19.82 98.07 108.35 -357.69 -430.64 -581.79
7 multin_zz1000_71001_barra_liquidity_topG -27.69 -98.46 91.67 -26.22 91.67 101.96 -364.09 -437.04 -588.19
8 multin_zz1000_71001_barra_earningsyield_botG -50.45 -121.22 68.90 -48.98 68.91 79.19 -386.86 -459.80 -610.96
9 multin_zz1000_71001_barra_size_botG -59.47 -130.25 59.88 -58.01 59.88 70.17 -395.88 -468.82 -619.98
10 multin_zz1000_71001_barra_nonlinearsize_botG -59.47 -130.25 59.88 -58.01 59.88 70.17 -395.88 -468.82 -619.98
11 multin_zz1000_71001_barra_earningsyield_topG -60.72 -131.49 58.64 -59.25 58.64 68.92 -397.12 -470.07 -621.22
12 multin_zz1000_71001_barra_leverage_topG -63.24 -134.01 56.12 -61.77 56.12 66.40 -399.64 -472.59 -623.74
13 multin_zz1000_71001_barra_btop_topG -78.94 -149.71 40.42 -77.47 40.42 50.71 -415.34 -488.29 -639.44
14 multin_zz1000_71001_barra_leverage_botG -86.57 -157.34 32.79 -85.10 32.79 43.08 -422.97 -495.92 -647.07
15 multin_zz1000_71001_barra_momentum_botG -97.20 -167.98 22.15 -95.74 22.15 32.44 -433.61 -506.56 -657.71
16 multin_zz1000_71001_barra_liquidity_botG -99.65 -170.42 19.71 -98.18 19.71 29.99 -436.06 -509.00 -660.15
17 multin_zz1000_71001_barra_beta_botG -120.11 -190.88 -0.75 -118.64 -0.75 9.53 -456.52 -529.46 -680.61
18 multin_zz1000_71001_barra_residualvolatility_botG -121.31 -192.08 -1.95 -119.84 -1.95 8.33 -457.72 -530.66 -681.81
19 multin_zz1000_71001_barra_growth_botG -130.18 -200.95 -10.83 -128.72 -10.82 -0.54 -466.59 -539.53 -690.69