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_20250604_151522
0 multin_zz1000_71001_barra_momentum_topG 27.78 40.12 117.81 73.33 117.81 5.00 -74.91 -46.49 -92.83
1 multin_zz1000_71001_barra_liquidity_botG 20.91 33.25 110.94 66.46 110.94 -1.87 -81.78 -53.36 -99.70
2 multin_zz1000_71001_barra_leverage_topG 15.70 28.04 105.73 61.25 105.73 -7.07 -86.99 -58.56 -104.91
3 multin_zz1000_71001_barra_growth_topG 7.21 19.55 97.24 52.76 97.24 -15.57 -95.48 -67.06 -113.40
4 multin_zz1000_71001_barra_btop_topG 6.38 18.73 96.42 51.94 96.42 -16.39 -96.31 -67.88 -114.23
5 multin_zz1000_71001_barra_residualvolatility_topG 0.70 13.04 90.73 46.25 90.73 -22.08 -101.99 -73.57 -119.91
6 multin_zz1000_71001_barra_earningsyield_topG -2.40 9.94 87.63 43.15 87.63 -25.18 -105.09 -76.67 -123.01
7 multin_zz1000_71001_barra_nonlinearsize_topG -4.91 7.43 85.12 40.64 85.12 -27.69 -107.60 -79.18 -125.52
8 multin_zz1000_71001_barra_size_topG -18.28 -5.94 71.75 27.27 71.76 -41.05 -120.97 -92.54 -138.89
9 multin_zz1000_71001_barra_beta_botG -27.27 -14.93 62.76 18.28 62.76 -50.05 -129.96 -101.54 -147.88