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_20250306_152548
0 multin_zz1000_71001_barra_residualvolatility_topG 64.35 110.60 97.92 145.43 255.05 144.57 216.76 278.16 318.47
1 multin_zz1000_71001_barra_momentum_topG 38.44 84.69 72.01 119.51 229.13 118.66 190.85 252.24 292.55
2 multin_zz1000_71001_barra_nonlinearsize_topG -34.11 12.14 -0.55 46.96 156.58 46.11 118.30 179.69 220.00
3 multin_zz1000_71001_barra_growth_topG -38.98 7.27 -5.41 42.09 151.71 41.24 113.43 174.82 215.13
4 multin_zz1000_71001_barra_size_topG -71.54 -25.30 -37.98 9.53 119.15 8.68 80.86 142.26 182.57
5 multin_zz1000_71001_barra_liquidity_botG -100.43 -54.19 -66.87 -19.36 90.26 -20.21 51.97 113.37 153.68
6 multin_zz1000_71001_barra_leverage_topG -115.04 -68.79 -81.48 -33.97 75.65 -34.82 37.37 98.76 139.07
7 multin_zz1000_71001_barra_btop_topG -126.48 -80.23 -92.91 -45.40 64.21 -46.26 25.93 87.33 127.64
8 multin_zz1000_71001_barra_earningsyield_topG -133.77 -87.52 -100.20 -52.69 56.93 -53.55 18.64 80.04 120.35
9 multin_zz1000_71001_barra_beta_botG -183.65 -137.40 -150.09 -102.58 7.04 -103.43 -31.24 30.15 70.46