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_20250117_151539
0 multin_zz1000_71001_barra_nonlinearsize_topG -6.70 -15.58 72.45 27.09 62.95 68.89 73.32 77.10 104.93
1 multin_zz1000_71001_barra_size_topG -8.97 -17.84 70.19 24.82 60.68 66.62 71.05 74.84 102.67
2 multin_zz1000_71001_barra_growth_topG -24.44 -33.31 54.72 9.35 45.21 51.15 55.58 59.37 87.20
3 multin_zz1000_71001_barra_liquidity_botG -35.40 -44.27 43.76 -1.61 34.25 40.19 44.62 48.41 76.24
4 multin_zz1000_71001_barra_earningsyield_topG -37.87 -46.75 41.28 -4.08 31.78 37.72 42.15 45.93 73.76
5 multin_zz1000_71001_barra_beta_botG -46.47 -55.35 32.69 -12.68 23.18 29.12 33.55 37.33 65.16
6 multin_zz1000_71001_barra_btop_topG -76.35 -85.22 2.81 -42.56 -6.70 -0.76 3.67 7.46 35.29
7 multin_zz1000_71001_barra_leverage_topG -86.00 -94.88 -6.84 -52.21 -16.35 -10.41 -5.98 -2.20 25.63
8 multin_zz1000_71001_barra_momentum_topG -126.94 -135.82 -47.78 -93.15 -57.29 -51.35 -46.92 -43.14 -15.31
9 multin_zz1000_71001_barra_residualvolatility_topG -175.80 -184.68 -96.64 -142.01 -106.15 -100.21 -95.78 -91.99 -64.17