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_20250304_151649
0 multin_zz1000_71001_barra_growth_topG 35.47 82.66 32.67 179.09 173.37 -12.19 -536.57 -533.15 -549.52
1 multin_zz1000_71001_barra_momentum_topG 13.24 60.43 10.44 156.86 151.14 -34.42 -558.80 -555.38 -571.75
2 multin_zz1000_71001_barra_residualvolatility_topG -11.05 36.14 -13.85 132.57 126.85 -58.71 -583.09 -579.67 -596.04
3 multin_zz1000_71001_barra_liquidity_botG -13.34 33.86 -16.13 130.29 124.56 -60.99 -585.37 -581.96 -598.33
4 multin_zz1000_71001_barra_nonlinearsize_topG -29.21 17.98 -32.01 114.41 108.69 -76.87 -601.25 -597.83 -614.20
5 multin_zz1000_71001_barra_size_topG -72.96 -25.76 -75.75 70.67 64.94 -120.61 -644.99 -641.58 -657.95
6 multin_zz1000_71001_barra_earningsyield_topG -93.21 -46.01 -96.00 50.42 44.69 -140.86 -665.24 -661.83 -678.20
7 multin_zz1000_71001_barra_leverage_topG -96.84 -49.65 -99.64 46.78 41.06 -144.49 -668.87 -665.46 -681.83
8 multin_zz1000_71001_barra_beta_botG -108.70 -61.51 -111.50 34.92 29.20 -156.35 -680.73 -677.32 -693.69
9 multin_zz1000_71001_barra_btop_topG -112.61 -65.42 -115.41 31.01 25.28 -160.27 -684.65 -681.23 -697.60