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_20250606_151523
0 multin_zz1000_71001_barra_liquidity_botG 78.84 69.06 55.27 62.07 55.27 0.55 -36.22 -22.43 -90.35
1 multin_zz1000_71001_barra_btop_topG 56.08 46.29 32.51 39.30 32.51 -22.21 -58.98 -45.20 -113.11
2 multin_zz1000_71001_barra_beta_botG 50.06 40.28 26.49 33.29 26.50 -28.23 -65.00 -51.21 -119.13
3 multin_zz1000_71001_barra_leverage_topG 46.16 36.37 22.59 29.38 22.59 -32.14 -68.90 -55.12 -123.03
4 multin_zz1000_71001_barra_earningsyield_topG 45.56 35.77 21.99 28.78 21.99 -32.74 -69.51 -55.72 -123.64
5 multin_zz1000_71001_barra_size_topG 21.31 11.53 -2.26 4.54 -2.26 -56.98 -93.75 -79.96 -147.88
6 multin_zz1000_71001_barra_growth_topG 13.64 3.86 -9.93 -3.14 -9.93 -64.65 -101.42 -87.63 -155.55
7 multin_zz1000_71001_barra_nonlinearsize_topG -5.53 -15.32 -29.10 -22.31 -29.10 -83.83 -120.60 -106.81 -174.73
8 multin_zz1000_71001_barra_residualvolatility_topG -8.08 -17.86 -31.65 -24.85 -31.65 -86.37 -123.14 -109.35 -177.27
9 multin_zz1000_71001_barra_momentum_topG -12.46 -22.24 -36.03 -29.23 -36.03 -90.75 -127.52 -113.73 -181.65