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_20250124_151526
0 multin_zz1000_71001_barra_momentum_topG -14.14 53.72 26.43 86.77 168.73 83.53 -37.98 -38.11 -45.16
1 multin_zz1000_71001_barra_nonlinearsize_topG -35.67 32.19 4.90 65.25 147.20 62.00 -59.51 -59.63 -66.69
2 multin_zz1000_71001_barra_growth_topG -51.22 16.63 -10.66 49.69 131.64 46.44 -75.06 -75.19 -82.24
3 multin_zz1000_71001_barra_residualvolatility_topG -59.58 8.28 -19.01 41.33 123.28 38.09 -83.42 -83.55 -90.60
4 multin_zz1000_71001_barra_size_topG -82.40 -14.55 -41.84 18.51 100.46 15.26 -106.24 -106.37 -113.42
5 multin_zz1000_71001_barra_earningsyield_topG -99.89 -32.03 -59.33 1.02 82.97 -2.23 -123.73 -123.86 -130.91
6 multin_zz1000_71001_barra_liquidity_botG -127.26 -59.40 -86.70 -26.35 55.60 -29.60 -151.10 -151.23 -158.28
7 multin_zz1000_71001_barra_beta_botG -141.04 -73.18 -100.48 -40.13 41.82 -43.38 -164.88 -165.01 -172.06
8 multin_zz1000_71001_barra_btop_topG -142.14 -74.28 -101.58 -41.23 40.72 -44.48 -165.98 -166.11 -173.16
9 multin_zz1000_71001_barra_leverage_topG -142.46 -74.60 -101.89 -41.55 40.40 -44.80 -166.30 -166.43 -173.48