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_20250123_151545
0 multin_zz1000_71001_barra_btop_topG 89.17 84.40 69.18 28.10 49.97 33.54 41.28 17.67 30.70
1 multin_zz1000_71001_barra_earningsyield_topG 87.75 82.97 67.76 26.67 48.54 32.11 39.86 16.25 29.28
2 multin_zz1000_71001_barra_liquidity_botG 82.19 77.41 62.20 21.11 42.98 26.55 34.30 10.69 23.71
3 multin_zz1000_71001_barra_beta_botG 46.48 41.71 26.49 -14.59 7.28 -9.15 -1.41 -25.01 -11.99
4 multin_zz1000_71001_barra_size_topG 38.50 33.72 18.51 -22.58 -0.71 -17.14 -9.39 -33.00 -19.97
5 multin_zz1000_71001_barra_leverage_topG 33.39 28.62 13.40 -27.68 -5.81 -22.24 -14.50 -38.11 -25.08
6 multin_zz1000_71001_barra_growth_topG 25.48 20.71 5.49 -35.60 -13.72 -30.15 -22.41 -46.02 -32.99
7 multin_zz1000_71001_barra_nonlinearsize_topG 17.01 12.23 -2.98 -44.07 -22.20 -38.63 -30.88 -54.49 -41.46
8 multin_zz1000_71001_barra_momentum_topG -28.34 -33.11 -48.33 -89.41 -67.54 -83.97 -76.23 -99.84 -86.81
9 multin_zz1000_71001_barra_residualvolatility_topG -69.58 -74.35 -89.57 -130.66 -108.79 -125.21 -117.47 -141.08 -128.05