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_20250317_152151
0 multin_zz1000_71001_barra_residualvolatility_topG 57.95 66.12 86.41 108.18 86.41 -3.36 -312.19 -334.19 -255.65
1 multin_zz1000_71001_barra_liquidity_botG 50.36 58.53 78.81 100.59 78.82 -10.95 -319.79 -341.78 -263.25
2 multin_zz1000_71001_barra_growth_topG 44.64 52.81 73.10 94.87 73.10 -16.67 -325.50 -347.50 -268.96
3 multin_zz1000_71001_barra_momentum_topG 41.53 49.71 69.99 91.77 69.99 -19.78 -328.61 -350.61 -272.07
4 multin_zz1000_71001_barra_leverage_topG 39.90 48.07 68.36 90.13 68.36 -21.41 -330.24 -352.24 -273.70
5 multin_zz1000_71001_barra_btop_topG 31.42 39.59 59.88 81.65 59.88 -29.89 -338.72 -360.72 -282.18
6 multin_zz1000_71001_barra_earningsyield_topG 21.46 29.63 49.92 71.69 49.92 -39.85 -348.68 -370.68 -292.14
7 multin_zz1000_71001_barra_beta_botG 11.90 20.07 40.36 62.13 40.36 -49.41 -358.24 -380.24 -301.70
8 multin_zz1000_71001_barra_nonlinearsize_topG 6.96 15.13 35.42 57.19 35.42 -54.35 -363.18 -385.18 -306.64
9 multin_zz1000_71001_barra_size_topG -22.89 -14.72 5.57 27.34 5.57 -84.20 -393.03 -415.03 -336.49