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_20250310_151555
0 multin_zz1000_71001_barra_liquidity_botG 80.08 101.70 103.14 136.68 103.14 -19.19 -286.43 -364.53 -240.03
1 multin_zz1000_71001_barra_growth_topG 53.09 74.71 76.15 109.69 76.15 -46.18 -313.42 -391.52 -267.02
2 multin_zz1000_71001_barra_earningsyield_topG 32.46 54.08 55.52 89.06 55.52 -66.81 -334.05 -412.15 -287.65
3 multin_zz1000_71001_barra_leverage_topG 30.07 51.68 53.13 86.66 53.13 -69.20 -336.44 -414.55 -290.04
4 multin_zz1000_71001_barra_beta_botG 25.05 46.67 48.11 81.64 48.11 -74.22 -341.46 -419.56 -295.06
5 multin_zz1000_71001_barra_btop_topG 9.37 30.98 32.42 65.96 32.43 -89.90 -357.14 -435.25 -310.74
6 multin_zz1000_71001_barra_nonlinearsize_topG -0.09 21.53 22.97 56.51 22.97 -99.36 -366.60 -444.70 -320.20
7 multin_zz1000_71001_barra_residualvolatility_topG -4.33 17.29 18.73 52.27 18.74 -103.60 -370.83 -448.94 -324.43
8 multin_zz1000_71001_barra_momentum_topG -28.67 -7.05 -5.61 27.93 -5.61 -127.94 -395.18 -473.28 -348.78
9 multin_zz1000_71001_barra_size_topG -35.82 -14.20 -12.76 20.78 -12.76 -135.09 -402.33 -480.43 -355.93