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_20250605_151525
0 multin_zz1000_71001_barra_momentum_topG 15.52 33.50 89.36 65.38 89.35 61.91 98.76 17.63 -61.30
1 multin_zz1000_71001_barra_growth_topG 5.33 23.30 79.16 55.18 79.16 51.71 88.56 7.43 -71.50
2 multin_zz1000_71001_barra_nonlinearsize_topG -19.03 -1.05 54.81 30.83 54.80 27.36 64.21 -16.92 -95.85
3 multin_zz1000_71001_barra_size_topG -29.43 -11.45 44.40 20.42 44.40 16.96 53.80 -27.32 -106.25
4 multin_zz1000_71001_barra_liquidity_botG -81.28 -63.31 -7.45 -31.43 -7.45 -34.90 1.95 -79.18 -158.11
5 multin_zz1000_71001_barra_leverage_topG -82.34 -64.37 -8.51 -32.49 -8.51 -35.96 0.89 -80.24 -159.17
6 multin_zz1000_71001_barra_earningsyield_topG -89.61 -71.63 -15.78 -39.76 -15.78 -43.22 -6.38 -87.50 -166.43
7 multin_zz1000_71001_barra_btop_topG -97.83 -79.86 -24.00 -47.98 -24.00 -51.45 -14.60 -95.73 -174.66
8 multin_zz1000_71001_barra_residualvolatility_topG -114.96 -96.98 -41.12 -65.10 -41.13 -68.57 -31.72 -112.85 -191.78
9 multin_zz1000_71001_barra_beta_botG -142.86 -124.88 -69.03 -93.01 -69.03 -96.47 -59.63 -140.75 -219.68