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_20250514_151550
0 multin_zz1000_71001_barra_residualvolatility_topG 107.52 93.09 123.24 3.33 123.24 117.64 12.84 -42.10 -110.69
1 multin_zz1000_71001_barra_btop_topG 63.79 49.36 79.51 -40.40 79.51 73.91 -30.89 -85.83 -154.42
2 multin_zz1000_71001_barra_size_topG 42.91 28.48 58.63 -61.28 58.63 53.03 -51.77 -106.71 -175.30
3 multin_zz1000_71001_barra_leverage_topG 31.39 16.96 47.11 -72.80 47.11 41.50 -63.30 -118.23 -186.82
4 multin_zz1000_71001_barra_beta_botG 29.73 15.31 45.45 -74.45 45.45 39.85 -64.95 -119.88 -188.47
5 multin_zz1000_71001_barra_earningsyield_topG 21.18 6.75 36.90 -83.01 36.90 31.30 -73.51 -128.44 -197.03
6 multin_zz1000_71001_barra_momentum_topG 11.33 -3.09 27.05 -92.85 27.05 21.45 -83.35 -138.28 -206.88
7 multin_zz1000_71001_barra_nonlinearsize_topG 3.07 -11.35 18.80 -101.11 18.80 13.19 -91.61 -146.54 -215.13
8 multin_zz1000_71001_barra_liquidity_botG -20.33 -34.76 -4.61 -124.52 -4.61 -10.21 -115.01 -169.95 -238.54
9 multin_zz1000_71001_barra_growth_topG -20.86 -35.28 -5.13 -125.04 -5.13 -10.74 -115.54 -170.47 -239.06