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_20250305_152315
0 multin_zz1000_71001_barra_momentum_topG 71.45 113.78 121.48 84.67 121.48 124.75 -51.41 -92.08 -40.42
1 multin_zz1000_71001_barra_residualvolatility_topG 25.52 67.85 75.56 38.74 75.56 78.82 -97.34 -138.01 -86.35
2 multin_zz1000_71001_barra_growth_topG -13.09 29.24 36.95 0.13 36.95 40.21 -135.95 -176.62 -124.96
3 multin_zz1000_71001_barra_nonlinearsize_topG -24.11 18.22 25.92 -10.89 25.92 29.19 -146.97 -187.64 -135.98
4 multin_zz1000_71001_barra_size_topG -25.53 16.81 24.51 -12.31 24.51 27.77 -148.39 -189.06 -137.40
5 multin_zz1000_71001_barra_earningsyield_topG -65.39 -23.05 -15.35 -52.17 -15.35 -12.09 -188.25 -228.91 -177.25
6 multin_zz1000_71001_barra_beta_botG -66.42 -24.08 -16.38 -53.19 -16.38 -13.11 -189.28 -229.94 -178.28
7 multin_zz1000_71001_barra_btop_topG -89.45 -47.12 -39.42 -76.23 -39.42 -36.15 -212.31 -252.98 -201.32
8 multin_zz1000_71001_barra_leverage_topG -95.23 -52.89 -45.19 -82.00 -45.19 -41.93 -218.09 -258.75 -207.09
9 multin_zz1000_71001_barra_liquidity_botG -116.10 -73.77 -66.07 -102.88 -66.07 -62.80 -238.96 -279.63 -227.97