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_20250108_151526
0 multin_zz1000_71001_barra_residualvolatility_topG 172.48 162.22 87.74 139.81 121.17 133.83 170.91 167.05 171.90
1 multin_zz1000_71001_barra_momentum_topG 149.16 138.90 64.41 116.48 97.85 110.51 147.59 143.73 148.58
2 multin_zz1000_71001_barra_beta_botG 79.53 69.27 -5.22 46.85 28.21 40.88 77.95 74.09 78.95
3 multin_zz1000_71001_barra_size_topG 31.97 21.71 -52.78 -0.71 -19.35 -6.68 30.39 26.53 31.39
4 multin_zz1000_71001_barra_leverage_topG 31.72 21.46 -53.02 -0.95 -19.59 -6.93 30.15 26.29 31.15
5 multin_zz1000_71001_barra_btop_topG 17.44 7.18 -67.31 -15.24 -33.87 -21.21 15.87 12.01 16.86
6 multin_zz1000_71001_barra_liquidity_botG 12.07 1.81 -72.67 -20.60 -39.24 -26.58 10.50 6.64 11.50
7 multin_zz1000_71001_barra_earningsyield_topG 6.97 -3.29 -77.77 -25.70 -44.34 -31.67 5.40 1.54 6.40
8 multin_zz1000_71001_barra_nonlinearsize_topG 6.70 -3.56 -78.04 -25.97 -44.61 -31.94 5.13 1.27 6.13
9 multin_zz1000_71001_barra_growth_topG 5.52 -4.74 -79.22 -27.16 -45.79 -33.13 3.95 0.09 4.94