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_20250312_151609
0 multin_zz1000_71001_barra_residualvolatility_topG 53.14 80.97 75.99 108.38 75.98 22.12 -95.17 -199.26 -211.03
1 multin_zz1000_71001_barra_momentum_topG 52.50 80.34 75.35 107.74 75.35 21.49 -95.81 -199.90 -211.67
2 multin_zz1000_71001_barra_growth_topG 17.05 44.88 39.90 72.29 39.89 -13.97 -131.26 -235.35 -247.12
3 multin_zz1000_71001_barra_leverage_topG 10.39 38.23 33.24 65.63 33.24 -20.63 -137.92 -242.01 -253.78
4 multin_zz1000_71001_barra_btop_topG 2.73 30.57 25.58 57.97 25.58 -28.28 -145.58 -249.67 -261.44
5 multin_zz1000_71001_barra_nonlinearsize_topG -6.06 21.77 16.79 49.18 16.78 -37.08 -154.38 -258.46 -270.23
6 multin_zz1000_71001_barra_earningsyield_topG -13.88 13.96 8.97 41.36 8.97 -44.90 -162.19 -266.28 -278.05
7 multin_zz1000_71001_barra_beta_botG -17.30 10.53 5.54 37.93 5.54 -48.32 -165.62 -269.70 -281.47
8 multin_zz1000_71001_barra_liquidity_botG -17.69 10.14 5.15 37.54 5.15 -48.71 -166.01 -270.09 -281.86
9 multin_zz1000_71001_barra_size_topG -40.74 -12.90 -17.89 14.50 -17.89 -71.75 -189.05 -293.14 -304.91