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_20250519_151611
0 multin_zz1000_71001_barra_leverage_topG 99.18 134.78 144.00 170.51 144.00 27.46 17.25 -28.84 -83.83
1 multin_zz1000_71001_barra_btop_topG 70.08 105.68 114.90 141.42 114.90 -1.64 -11.85 -57.93 -112.93
2 multin_zz1000_71001_barra_liquidity_botG 69.67 105.27 114.49 141.01 114.49 -2.05 -12.25 -58.34 -113.34
3 multin_zz1000_71001_barra_residualvolatility_topG 48.99 84.59 93.80 120.32 93.80 -22.73 -32.94 -79.03 -134.03
4 multin_zz1000_71001_barra_beta_botG 31.26 66.86 76.07 102.59 76.07 -40.46 -50.67 -96.76 -151.76
5 multin_zz1000_71001_barra_growth_topG 24.90 60.50 69.72 96.24 69.72 -46.82 -57.02 -103.11 -158.11
6 multin_zz1000_71001_barra_nonlinearsize_topG 2.59 38.19 47.41 73.93 47.41 -69.13 -79.34 -125.42 -180.42
7 multin_zz1000_71001_barra_earningsyield_topG -8.05 27.55 36.77 63.28 36.77 -79.77 -89.98 -136.07 -191.06
8 multin_zz1000_71001_barra_momentum_topG -14.87 20.73 29.95 56.47 29.95 -86.59 -96.80 -142.89 -197.88
9 multin_zz1000_71001_barra_size_topG -38.28 -2.68 6.53 33.05 6.53 -110.00 -120.21 -166.30 -221.30