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_20250523_151620
0 multin_zz1000_71001_barra_liquidity_botG 55.85 17.64 -64.24 11.07 -64.24 25.54 127.93 149.05 195.37
1 multin_zz1000_71001_barra_earningsyield_topG 50.99 12.77 -69.11 6.20 -69.11 20.67 123.06 144.19 190.51
2 multin_zz1000_71001_barra_beta_botG 45.24 7.02 -74.86 0.45 -74.86 14.92 117.31 138.44 184.75
3 multin_zz1000_71001_barra_size_topG 35.69 -2.52 -84.41 -9.09 -84.41 5.38 107.77 128.89 175.21
4 multin_zz1000_71001_barra_growth_topG 32.27 -5.94 -87.82 -12.51 -87.82 1.96 104.35 125.47 171.79
5 multin_zz1000_71001_barra_momentum_topG 24.90 -13.32 -95.20 -19.89 -95.20 -5.41 96.97 118.10 164.42
6 multin_zz1000_71001_barra_nonlinearsize_topG 18.69 -19.53 -101.41 -26.10 -101.41 -11.63 90.76 111.88 158.20
7 multin_zz1000_71001_barra_btop_topG 9.32 -28.90 -110.78 -35.47 -110.78 -21.00 81.39 102.52 148.83
8 multin_zz1000_71001_barra_leverage_topG 4.00 -34.21 -116.10 -40.78 -116.10 -26.31 76.08 97.20 143.52
9 multin_zz1000_71001_barra_residualvolatility_topG -1.14 -39.36 -121.24 -45.93 -121.24 -31.46 70.93 92.05 138.37