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_20250110_151541
0 multin_zz1000_71001_barra_size_topG 59.27 -5.29 140.84 -43.55 -158.25 156.73 408.06 384.16 421.76
1 multin_zz1000_71001_barra_earningsyield_topG 32.68 -31.88 114.25 -70.13 -184.83 130.14 381.47 357.58 395.17
2 multin_zz1000_71001_barra_nonlinearsize_topG 29.81 -34.75 111.38 -73.00 -187.70 127.28 378.61 354.71 392.31
3 multin_zz1000_71001_barra_beta_botG 16.19 -48.37 97.75 -86.63 -201.33 113.65 364.98 341.08 378.68
4 multin_zz1000_71001_barra_liquidity_botG 10.42 -54.14 91.99 -92.39 -207.09 107.88 359.21 335.32 372.91
5 multin_zz1000_71001_barra_btop_topG -9.45 -74.01 72.11 -112.27 -226.97 88.01 339.34 315.44 353.04
6 multin_zz1000_71001_barra_growth_topG -50.44 -115.00 31.13 -153.25 -267.95 47.02 298.36 274.46 312.06
7 multin_zz1000_71001_barra_momentum_topG -52.63 -117.19 28.94 -155.44 -270.14 44.84 296.17 272.27 309.87
8 multin_zz1000_71001_barra_leverage_topG -57.95 -122.51 23.62 -160.76 -275.46 39.51 290.85 266.95 304.55
9 multin_zz1000_71001_barra_residualvolatility_topG -173.65 -238.21 -92.08 -276.47 -391.17 -76.19 175.14 151.24 188.84