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_20250307_151508
0 multin_zz1000_71001_barra_earningsyield_topG 52.82 65.20 10.50 38.35 10.50 36.46 -89.24 -90.73 -58.91
1 multin_zz1000_71001_barra_beta_botG 48.80 61.18 6.47 34.32 6.47 32.44 -93.27 -94.75 -62.94
2 multin_zz1000_71001_barra_liquidity_botG 25.34 37.72 -16.99 10.87 -16.99 8.98 -116.72 -118.21 -86.39
3 multin_zz1000_71001_barra_growth_topG 9.13 21.51 -33.19 -5.34 -33.19 -7.22 -132.93 -134.42 -102.60
4 multin_zz1000_71001_barra_nonlinearsize_topG 6.40 18.78 -35.93 -8.07 -35.93 -9.96 -135.66 -137.15 -105.34
5 multin_zz1000_71001_barra_size_topG 0.87 13.25 -41.46 -13.60 -41.46 -15.49 -141.19 -142.68 -110.87
6 multin_zz1000_71001_barra_btop_topG -9.23 3.15 -51.56 -23.70 -51.56 -25.59 -151.29 -152.78 -120.96
7 multin_zz1000_71001_barra_momentum_topG -10.55 1.83 -52.87 -25.02 -52.88 -26.91 -152.61 -154.10 -122.28
8 multin_zz1000_71001_barra_leverage_topG -15.69 -3.31 -58.02 -30.17 -58.02 -32.05 -157.76 -159.24 -127.43
9 multin_zz1000_71001_barra_residualvolatility_topG -77.36 -64.99 -119.69 -91.84 -119.69 -93.72 -219.43 -220.92 -189.10