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_20250121_151511
0 multin_zz1000_71001_barra_momentum_topG 15.29 30.38 47.67 56.01 66.14 116.93 165.67 167.27 227.66
1 multin_zz1000_71001_barra_residualvolatility_topG -10.12 4.97 22.26 30.60 40.73 91.51 140.26 141.86 202.25
2 multin_zz1000_71001_barra_nonlinearsize_topG -15.90 -0.81 16.48 24.83 34.96 85.74 134.49 136.09 196.48
3 multin_zz1000_71001_barra_size_topG -25.03 -9.94 7.35 15.69 25.83 76.61 125.36 126.96 187.35
4 multin_zz1000_71001_barra_growth_topG -52.86 -37.78 -20.48 -12.14 -2.01 48.77 97.52 99.12 159.51
5 multin_zz1000_71001_barra_liquidity_botG -90.16 -75.07 -57.78 -49.44 -39.30 11.48 60.23 61.82 122.22
6 multin_zz1000_71001_barra_earningsyield_topG -95.38 -80.29 -63.00 -54.66 -44.53 6.26 55.00 56.60 116.99
7 multin_zz1000_71001_barra_beta_botG -98.02 -82.93 -65.64 -57.30 -47.17 3.61 52.36 53.96 114.35
8 multin_zz1000_71001_barra_btop_topG -110.57 -95.49 -78.19 -69.85 -59.72 -8.94 39.81 41.41 101.80
9 multin_zz1000_71001_barra_leverage_topG -116.88 -101.79 -84.50 -76.16 -66.03 -15.25 33.50 35.10 95.49