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_20250508_152219
0 multin_zz1000_71001_barra_growth_topG 25.33 61.35 106.08 44.93 106.08 -50.10 -246.89 -204.04 -130.31
1 multin_zz1000_71001_barra_liquidity_botG 11.14 47.16 91.89 30.74 91.88 -64.29 -261.08 -218.23 -144.50
2 multin_zz1000_71001_barra_momentum_topG 1.55 37.58 82.30 21.15 82.30 -73.87 -270.66 -227.81 -154.09
3 multin_zz1000_71001_barra_earningsyield_topG -12.69 23.33 68.06 6.91 68.06 -88.11 -284.91 -242.05 -168.33
4 multin_zz1000_71001_barra_residualvolatility_topG -13.21 22.81 67.54 6.39 67.54 -88.64 -285.43 -242.58 -168.85
5 multin_zz1000_71001_barra_leverage_topG -14.58 21.44 66.17 5.02 66.17 -90.01 -286.80 -243.95 -170.22
6 multin_zz1000_71001_barra_nonlinearsize_topG -17.72 18.30 63.03 1.88 63.03 -93.14 -289.93 -247.08 -173.36
7 multin_zz1000_71001_barra_btop_topG -25.85 10.17 54.90 -6.25 54.89 -101.28 -298.07 -255.22 -181.49
8 multin_zz1000_71001_barra_size_topG -38.02 -2.00 42.73 -18.42 42.72 -113.45 -310.24 -267.39 -193.66
9 multin_zz1000_71001_barra_beta_botG -74.94 -38.92 5.81 -55.34 5.81 -150.36 -347.15 -304.30 -230.58