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_20250207_151525
0 multin_zz1000_71001_barra_residualvolatility_topG 27.48 28.38 29.05 49.01 178.34 74.18 46.59 45.34 61.54
1 multin_zz1000_71001_barra_leverage_topG 23.43 24.33 25.00 44.96 174.29 70.13 42.54 41.29 57.49
2 multin_zz1000_71001_barra_momentum_topG 19.60 20.49 21.17 41.13 170.46 66.30 38.71 37.46 53.65
3 multin_zz1000_71001_barra_btop_topG 12.28 13.18 13.85 33.82 163.14 58.98 31.39 30.15 46.34
4 multin_zz1000_71001_barra_nonlinearsize_topG -0.50 0.39 1.07 21.03 150.36 46.20 18.61 17.36 33.55
5 multin_zz1000_71001_barra_size_topG -16.50 -15.60 -14.93 5.03 134.36 30.20 2.61 1.36 17.56
6 multin_zz1000_71001_barra_growth_topG -27.97 -27.07 -26.39 -6.43 122.89 18.73 -8.85 -10.10 6.09
7 multin_zz1000_71001_barra_earningsyield_topG -39.19 -38.29 -37.62 -17.66 111.67 7.51 -20.08 -21.33 -5.13
8 multin_zz1000_71001_barra_liquidity_botG -57.02 -56.12 -55.45 -35.49 93.84 -10.32 -37.91 -39.16 -22.96
9 multin_zz1000_71001_barra_beta_botG -75.15 -74.26 -73.58 -53.62 75.71 -28.45 -56.04 -57.29 -41.10