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_20250206_151525
0 multin_zz1000_71001_barra_momentum_topG 78.47 110.95 71.67 223.17 350.73 145.77 -35.28 -2.10 -30.44
1 multin_zz1000_71001_barra_residualvolatility_topG 30.54 63.02 23.74 175.24 302.80 97.85 -83.21 -50.02 -78.36
2 multin_zz1000_71001_barra_growth_topG 12.96 45.44 6.16 157.66 285.22 80.26 -100.79 -67.61 -95.95
3 multin_zz1000_71001_barra_nonlinearsize_topG -24.57 7.91 -31.37 120.13 247.69 42.74 -138.32 -105.13 -133.47
4 multin_zz1000_71001_barra_leverage_topG -120.21 -87.73 -127.01 24.49 152.05 -52.91 -233.96 -200.78 -229.12
5 multin_zz1000_71001_barra_size_topG -128.46 -95.98 -135.26 16.24 143.80 -61.15 -242.21 -209.03 -237.36
6 multin_zz1000_71001_barra_liquidity_botG -138.04 -105.56 -144.84 6.66 134.22 -70.74 -251.79 -218.61 -246.95
7 multin_zz1000_71001_barra_earningsyield_topG -174.56 -142.08 -181.36 -29.86 97.70 -107.26 -288.31 -255.13 -283.47
8 multin_zz1000_71001_barra_btop_topG -189.30 -156.82 -196.10 -44.59 82.96 -121.99 -303.05 -269.86 -298.20
9 multin_zz1000_71001_barra_beta_botG -214.11 -181.63 -220.91 -69.40 58.15 -146.80 -327.86 -294.67 -323.01