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_20250205_151519
0 multin_zz1000_71001_barra_growth_topG 124.08 139.05 47.65 241.51 185.40 -2.08 -131.88 -83.42 -27.40
1 multin_zz1000_71001_barra_residualvolatility_topG 66.45 81.42 -9.97 183.88 127.77 -59.71 -189.51 -141.05 -85.03
2 multin_zz1000_71001_barra_momentum_topG 40.21 55.18 -36.21 157.64 101.53 -85.95 -215.75 -167.29 -111.27
3 multin_zz1000_71001_barra_nonlinearsize_topG -7.50 7.47 -83.92 109.93 53.82 -133.66 -263.46 -215.00 -158.98
4 multin_zz1000_71001_barra_leverage_topG -19.38 -4.40 -95.80 98.06 41.94 -145.54 -275.33 -226.88 -170.85
5 multin_zz1000_71001_barra_liquidity_botG -40.71 -25.74 -117.13 76.72 20.61 -166.87 -296.67 -248.21 -192.19
6 multin_zz1000_71001_barra_btop_topG -70.81 -55.84 -147.23 46.62 -9.49 -196.97 -326.77 -278.31 -222.28
7 multin_zz1000_71001_barra_size_topG -78.92 -63.95 -155.34 38.51 -17.60 -205.08 -334.88 -286.42 -230.40
8 multin_zz1000_71001_barra_earningsyield_topG -146.26 -131.29 -222.69 -28.83 -84.95 -272.43 -402.22 -353.76 -297.74
9 multin_zz1000_71001_barra_beta_botG -158.95 -143.98 -235.38 -41.52 -97.63 -285.11 -414.91 -366.45 -310.43