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_20250314_151133
0 multin_zz1000_71001_barra_momentum_topG 64.64 50.49 223.78 -15.52 223.78 18.80 -319.52 -468.06 -430.10
1 multin_zz1000_71001_barra_size_topG 21.14 7.00 180.28 -59.02 180.28 -24.70 -363.01 -511.56 -473.60
2 multin_zz1000_71001_barra_liquidity_botG 13.20 -0.95 172.34 -66.96 172.34 -32.64 -370.95 -519.50 -481.54
3 multin_zz1000_71001_barra_growth_topG 6.99 -7.16 166.13 -73.17 166.13 -38.86 -377.17 -525.71 -487.75
4 multin_zz1000_71001_barra_nonlinearsize_topG 0.01 -14.13 159.15 -80.15 159.15 -45.83 -384.14 -532.69 -494.73
5 multin_zz1000_71001_barra_leverage_topG -3.20 -17.35 155.94 -83.36 155.94 -49.05 -387.36 -535.90 -497.95
6 multin_zz1000_71001_barra_btop_topG -4.79 -18.94 154.35 -84.95 154.35 -50.63 -388.95 -537.49 -499.53
7 multin_zz1000_71001_barra_residualvolatility_topG -10.53 -24.67 148.61 -90.69 148.61 -56.37 -394.68 -543.23 -505.27
8 multin_zz1000_71001_barra_earningsyield_topG -18.09 -32.24 141.05 -98.25 141.05 -63.93 -402.25 -550.79 -512.83
9 multin_zz1000_71001_barra_beta_botG -45.98 -60.13 113.16 -126.14 113.16 -91.83 -430.14 -578.68 -540.73