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_20250324_151742
0 multin_zz1000_71001_barra_size_topG 76.42 11.18 8.20 -46.74 8.20 235.37 216.27 159.70 17.31
1 multin_zz1000_71001_barra_beta_botG 75.25 10.00 7.03 -47.91 7.03 234.19 215.10 158.53 16.14
2 multin_zz1000_71001_barra_earningsyield_topG 69.03 3.78 0.80 -54.14 0.80 227.97 208.87 152.30 9.91
3 multin_zz1000_71001_barra_nonlinearsize_topG 18.17 -47.08 -50.05 -104.99 -50.05 177.12 158.02 101.45 -40.94
4 multin_zz1000_71001_barra_btop_topG -13.24 -78.49 -81.47 -136.41 -81.47 145.70 126.60 70.03 -72.36
5 multin_zz1000_71001_barra_leverage_topG -39.12 -104.37 -107.35 -162.29 -107.35 119.82 100.72 44.16 -98.24
6 multin_zz1000_71001_barra_liquidity_botG -54.97 -120.22 -123.20 -178.14 -123.20 103.97 84.87 28.30 -114.09
7 multin_zz1000_71001_barra_growth_topG -56.26 -121.51 -124.48 -179.42 -124.48 102.69 83.59 27.02 -115.37
8 multin_zz1000_71001_barra_momentum_topG -82.40 -147.65 -150.62 -205.56 -150.62 76.54 57.45 0.88 -141.51
9 multin_zz1000_71001_barra_residualvolatility_topG -146.30 -211.54 -214.52 -269.46 -214.52 12.65 -6.45 -63.02 -205.41