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_20250804_151520
0 multin_zz1000_71001_barra_momentum_topG 106.56 131.64 210.04 172.68 210.04 61.09 74.57 97.07 104.12
1 multin_zz1000_71001_barra_growth_topG 31.88 56.95 135.35 97.99 135.35 -13.60 -0.12 22.38 29.43
2 multin_zz1000_71001_barra_residualvolatility_topG 10.42 35.50 113.90 76.54 113.90 -35.05 -21.57 0.93 7.98
3 multin_zz1000_71001_barra_liquidity_botG -3.78 21.29 99.69 62.33 99.69 -49.26 -35.77 -13.28 -6.23
4 multin_zz1000_71001_barra_nonlinearsize_topG -4.14 20.93 99.33 61.97 99.33 -49.62 -36.14 -13.64 -6.59
5 multin_zz1000_71001_barra_beta_botG -36.65 -11.58 66.82 29.46 66.82 -82.13 -68.65 -46.15 -39.10
6 multin_zz1000_71001_barra_size_topG -45.86 -20.78 57.62 20.26 57.62 -91.33 -77.85 -55.35 -48.30
7 multin_zz1000_71001_barra_earningsyield_topG -47.08 -22.01 56.39 19.03 56.39 -92.56 -79.08 -56.58 -49.53
8 multin_zz1000_71001_barra_leverage_topG -58.57 -33.50 44.90 7.54 44.90 -104.05 -90.57 -68.07 -61.02
9 multin_zz1000_71001_barra_btop_topG -77.24 -52.17 26.23 -11.13 26.23 -122.72 -109.24 -86.74 -79.69