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_20250220_151512
0 multin_zz1000_71001_barra_momentum_topG 55.43 104.78 6.25 158.43 130.85 11.85 -111.08 -97.06 19.29
1 multin_zz1000_71001_barra_liquidity_botG 23.48 72.84 -25.70 126.49 98.90 -20.10 -143.02 -129.00 -12.66
2 multin_zz1000_71001_barra_growth_topG 20.45 69.81 -28.73 123.46 95.87 -23.13 -146.06 -132.04 -15.69
3 multin_zz1000_71001_barra_residualvolatility_topG 9.62 58.98 -39.56 112.63 85.04 -33.96 -156.88 -142.87 -26.52
4 multin_zz1000_71001_barra_nonlinearsize_topG -15.41 33.95 -64.59 87.60 60.01 -58.99 -181.91 -167.89 -51.55
5 multin_zz1000_71001_barra_earningsyield_topG -58.76 -9.40 -107.94 44.25 16.66 -102.34 -225.27 -211.25 -94.90
6 multin_zz1000_71001_barra_beta_botG -59.82 -10.47 -109.01 43.18 15.60 -103.41 -226.33 -212.31 -95.96
7 multin_zz1000_71001_barra_leverage_topG -65.50 -16.15 -114.68 37.50 9.92 -109.08 -232.01 -217.99 -101.64
8 multin_zz1000_71001_barra_size_topG -70.06 -20.70 -119.24 32.95 5.37 -113.64 -236.56 -222.54 -106.19
9 multin_zz1000_71001_barra_btop_topG -87.18 -37.83 -136.37 15.82 -11.76 -130.77 -253.69 -239.67 -123.32