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_20250327_151530
0 multin_zz1000_71001_barra_size_topG 26.08 0.03 16.97 -16.87 16.97 92.91 46.31 -129.80 -178.40
1 multin_zz1000_71001_barra_liquidity_botG 1.65 -24.40 -7.46 -41.30 -7.46 68.48 21.87 -154.23 -202.83
2 multin_zz1000_71001_barra_nonlinearsize_topG -11.05 -37.10 -20.16 -54.00 -20.16 55.77 9.17 -166.93 -215.53
3 multin_zz1000_71001_barra_earningsyield_topG -26.21 -52.26 -35.32 -69.16 -35.32 40.62 -5.98 -182.09 -230.69
4 multin_zz1000_71001_barra_momentum_topG -29.74 -55.79 -38.85 -72.69 -38.85 37.09 -9.52 -185.62 -234.22
5 multin_zz1000_71001_barra_beta_botG -39.11 -65.16 -48.22 -82.06 -48.22 27.71 -18.89 -194.99 -243.59
6 multin_zz1000_71001_barra_growth_topG -40.25 -66.30 -49.36 -83.20 -49.36 26.57 -20.03 -196.13 -244.73
7 multin_zz1000_71001_barra_btop_topG -59.21 -85.26 -68.32 -102.16 -68.31 7.62 -38.98 -215.09 -263.68
8 multin_zz1000_71001_barra_leverage_topG -79.27 -105.32 -88.38 -122.22 -88.38 -12.45 -59.05 -235.15 -283.75
9 multin_zz1000_71001_barra_residualvolatility_topG -126.74 -152.79 -135.85 -169.69 -135.85 -59.91 -106.51 -282.62 -331.21