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_20250723_135549
0 multin_zz1000_71001_barra_size_topG 10.50 -6.40 24.22 -15.32 24.22 39.71 45.70 -14.25 -12.28
1 multin_zz1000_71001_barra_nonlinearsize_topG 7.58 -9.32 21.30 -18.25 21.30 36.79 42.77 -17.18 -15.20
2 multin_zz1000_71001_barra_liquidity_botG 4.62 -12.28 18.33 -21.21 18.34 33.83 39.81 -20.14 -18.16
3 multin_zz1000_71001_barra_btop_topG 4.51 -12.39 18.23 -21.31 18.23 33.72 39.71 -20.24 -18.27
4 multin_zz1000_71001_barra_earningsyield_topG -1.05 -17.95 12.67 -26.88 12.67 28.16 34.14 -25.81 -23.83
5 multin_zz1000_71001_barra_growth_topG -7.66 -24.56 6.06 -33.49 6.06 21.55 27.53 -32.42 -30.44
6 multin_zz1000_71001_barra_beta_botG -7.90 -24.80 5.82 -33.73 5.82 21.31 27.29 -32.66 -30.68
7 multin_zz1000_71001_barra_leverage_topG -14.76 -31.65 -1.04 -40.58 -1.04 14.46 20.44 -39.51 -37.54
8 multin_zz1000_71001_barra_momentum_topG -33.41 -50.31 -19.69 -59.24 -19.69 -4.20 1.78 -58.17 -56.19
9 multin_zz1000_71001_barra_residualvolatility_topG -57.87 -74.77 -44.15 -83.69 -44.15 -28.66 -22.68 -82.63 -80.65