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_20250115_151530
0 multin_zz1000_71001_barra_momentum_topG 61.83 90.05 31.10 64.69 2.53 46.02 85.11 102.18 127.03
1 multin_zz1000_71001_barra_beta_botG 47.21 75.43 16.47 50.07 -12.09 31.39 70.48 87.55 112.40
2 multin_zz1000_71001_barra_residualvolatility_topG 45.01 73.23 14.28 47.88 -14.28 29.20 68.29 85.36 110.21
3 multin_zz1000_71001_barra_earningsyield_topG 41.06 69.28 10.33 43.92 -18.24 25.25 64.34 81.41 106.26
4 multin_zz1000_71001_barra_btop_topG 40.35 68.57 9.61 43.21 -18.95 24.53 63.62 80.69 105.54
5 multin_zz1000_71001_barra_liquidity_botG 30.95 59.17 0.22 33.81 -28.35 15.14 54.23 71.30 96.14
6 multin_zz1000_71001_barra_leverage_topG 28.88 57.11 -1.85 31.75 -30.41 13.07 52.16 69.23 94.08
7 multin_zz1000_71001_barra_nonlinearsize_topG 0.85 29.07 -29.89 3.71 -58.45 -14.97 24.12 41.19 66.04
8 multin_zz1000_71001_barra_growth_topG -5.99 22.23 -36.73 -3.13 -65.29 -21.81 17.28 34.35 59.20
9 multin_zz1000_71001_barra_size_topG -14.28 13.94 -45.02 -11.42 -73.58 -30.10 9.00 26.06 50.91