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_20250116_151521
0 multin_zz1000_71001_barra_residualvolatility_topG 49.61 53.07 24.64 83.15 96.81 48.43 52.10 129.76 113.54
1 multin_zz1000_71001_barra_leverage_topG 43.58 47.05 18.61 77.12 90.78 42.40 46.08 123.73 107.52
2 multin_zz1000_71001_barra_btop_topG 35.37 38.83 10.40 68.91 82.57 34.19 37.86 115.52 99.30
3 multin_zz1000_71001_barra_beta_botG 19.41 22.88 -5.56 52.95 66.61 18.23 21.90 99.56 83.34
4 multin_zz1000_71001_barra_earningsyield_topG 16.74 20.20 -8.23 50.28 63.94 15.56 19.23 96.89 80.67
5 multin_zz1000_71001_barra_momentum_topG 11.28 14.75 -13.69 44.82 58.48 10.10 13.77 91.43 75.21
6 multin_zz1000_71001_barra_size_topG -9.47 -6.00 -34.43 24.08 37.74 -10.65 -6.97 70.68 54.47
7 multin_zz1000_71001_barra_liquidity_botG -17.65 -14.18 -42.62 15.89 29.56 -18.83 -15.15 62.50 46.29
8 multin_zz1000_71001_barra_growth_topG -31.27 -27.80 -56.24 2.27 15.94 -32.45 -28.77 48.88 32.67
9 multin_zz1000_71001_barra_nonlinearsize_topG -35.89 -32.43 -60.86 -2.35 11.31 -37.07 -33.40 44.26 28.04