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_20250106_151516
0 multin_zz1000_71001_barra_liquidity_botG 67.45 41.98 127.40 55.05 41.30 94.72 38.05 36.63 2.22
1 multin_zz1000_71001_barra_earningsyield_topG 40.07 14.60 100.01 27.66 13.92 67.33 10.67 9.25 -25.17
2 multin_zz1000_71001_barra_btop_topG 14.70 -10.77 74.64 2.29 -11.46 41.96 -14.71 -16.12 -50.54
3 multin_zz1000_71001_barra_size_topG 3.92 -21.55 63.87 -8.48 -22.23 31.19 -25.48 -26.90 -61.31
4 multin_zz1000_71001_barra_nonlinearsize_topG -15.19 -40.66 44.75 -27.60 -41.34 12.07 -44.59 -46.01 -80.43
5 multin_zz1000_71001_barra_beta_botG -25.61 -51.08 34.33 -38.02 -51.76 1.65 -55.01 -56.43 -90.85
6 multin_zz1000_71001_barra_growth_topG -36.28 -61.75 23.66 -48.69 -62.44 -9.02 -65.69 -67.10 -101.52
7 multin_zz1000_71001_barra_leverage_topG -49.12 -74.59 10.82 -61.53 -75.27 -21.86 -78.53 -79.94 -114.36
8 multin_zz1000_71001_barra_momentum_topG -134.31 -159.78 -74.37 -146.72 -160.47 -107.05 -163.72 -165.13 -199.55
9 multin_zz1000_71001_barra_residualvolatility_topG -243.38 -268.85 -183.44 -255.79 -269.53 -216.12 -272.79 -274.20 -308.62