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_20250711_151521
0 multin_zz1000_71001_barra_momentum_topG -1.18 9.71 81.85 51.86 81.85 55.73 50.52 15.36 35.42
1 multin_zz1000_71001_barra_residualvolatility_topG -14.49 -3.60 68.54 38.55 68.53 42.42 37.21 2.05 22.11
2 multin_zz1000_71001_barra_growth_topG -17.35 -6.46 65.68 35.69 65.68 39.56 34.35 -0.81 19.25
3 multin_zz1000_71001_barra_nonlinearsize_topG -18.18 -7.28 64.86 34.87 64.85 38.74 33.53 -1.63 18.42
4 multin_zz1000_71001_barra_size_topG -24.23 -13.34 58.80 28.81 58.80 32.68 27.47 -7.69 12.37
5 multin_zz1000_71001_barra_btop_topG -48.54 -37.64 34.49 4.51 34.49 8.38 3.16 -32.00 -11.94
6 multin_zz1000_71001_barra_leverage_topG -50.06 -39.16 32.97 2.99 32.97 6.85 1.64 -33.52 -13.46
7 multin_zz1000_71001_barra_liquidity_botG -59.22 -48.33 23.81 -6.18 23.81 -2.31 -7.52 -42.68 -22.62
8 multin_zz1000_71001_barra_earningsyield_topG -83.59 -72.69 -0.55 -30.54 -0.56 -26.67 -31.88 -67.04 -46.99
9 multin_zz1000_71001_barra_beta_botG -84.70 -73.80 -1.67 -31.65 -1.67 -27.79 -33.00 -68.16 -48.10