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_20250806_151523
0 multin_zz1000_71001_barra_momentum_topG 42.31 63.88 150.11 124.60 150.11 67.99 -0.43 -10.25 7.08
1 multin_zz1000_71001_barra_growth_topG 9.41 30.98 117.21 91.70 117.21 35.09 -33.33 -43.14 -25.82
2 multin_zz1000_71001_barra_nonlinearsize_topG -16.63 4.93 91.17 65.66 91.16 9.05 -59.37 -69.19 -51.86
3 multin_zz1000_71001_barra_residualvolatility_topG -22.78 -1.21 85.02 59.52 85.02 2.91 -65.52 -75.33 -58.01
4 multin_zz1000_71001_barra_size_topG -38.01 -16.45 69.78 44.28 69.78 -12.33 -80.76 -90.57 -73.24
5 multin_zz1000_71001_barra_liquidity_botG -56.95 -35.39 50.85 25.34 50.85 -31.27 -99.69 -109.51 -92.18
6 multin_zz1000_71001_barra_earningsyield_topG -64.71 -43.14 43.09 17.58 43.09 -39.03 -107.45 -117.26 -99.94
7 multin_zz1000_71001_barra_leverage_topG -70.68 -49.12 37.11 11.61 37.11 -45.00 -113.43 -123.24 -105.91
8 multin_zz1000_71001_barra_btop_topG -81.40 -59.84 26.40 0.89 26.40 -55.72 -124.14 -133.96 -116.63
9 multin_zz1000_71001_barra_beta_botG -94.45 -72.89 13.35 -12.16 13.34 -68.77 -137.19 -147.01 -129.68