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_20250113_151530
0 multin_zz1000_71001_barra_liquidity_botG 30.46 31.50 59.45 79.22 50.72 -7.47 -22.36 -20.50 -44.87
1 multin_zz1000_71001_barra_growth_topG 27.61 28.65 56.60 76.37 47.87 -10.32 -25.21 -23.35 -47.72
2 multin_zz1000_71001_barra_leverage_topG 14.44 15.48 43.43 63.20 34.70 -23.49 -38.37 -36.51 -60.89
3 multin_zz1000_71001_barra_nonlinearsize_topG 6.69 7.73 35.68 55.44 26.94 -31.24 -46.13 -44.27 -68.64
4 multin_zz1000_71001_barra_btop_topG -1.31 -0.27 27.68 47.45 18.95 -39.24 -54.13 -52.27 -76.64
5 multin_zz1000_71001_barra_earningsyield_topG -12.21 -11.18 16.77 36.54 8.04 -50.15 -65.03 -63.17 -87.55
6 multin_zz1000_71001_barra_size_topG -25.55 -24.52 3.44 23.20 -5.30 -63.48 -78.37 -76.51 -100.89
7 multin_zz1000_71001_barra_momentum_topG -43.15 -42.12 -14.16 5.60 -22.90 -81.08 -95.97 -94.11 -118.49
8 multin_zz1000_71001_barra_beta_botG -64.55 -63.52 -35.57 -15.80 -44.30 -102.49 -117.37 -115.51 -139.89
9 multin_zz1000_71001_barra_residualvolatility_topG -107.84 -106.81 -78.86 -59.09 -87.59 -145.78 -160.66 -158.80 -183.18