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_20250811_151521
0 multin_zz1000_71001_barra_momentum_topG 22.13 71.23 180.23 133.15 180.23 19.94 -72.72 -52.88 -18.06
1 multin_zz1000_71001_barra_growth_topG 14.43 63.53 172.52 125.44 172.53 12.23 -80.43 -60.58 -25.76
2 multin_zz1000_71001_barra_residualvolatility_topG -5.55 43.55 152.55 105.47 152.55 -7.75 -100.40 -80.56 -45.74
3 multin_zz1000_71001_barra_nonlinearsize_topG -15.65 33.45 142.45 95.37 142.45 -17.85 -110.51 -90.66 -55.84
4 multin_zz1000_71001_barra_leverage_topG -46.80 2.30 111.30 64.22 111.30 -48.99 -141.65 -121.81 -86.99
5 multin_zz1000_71001_barra_liquidity_botG -53.06 -3.97 105.03 57.95 105.04 -55.26 -147.92 -128.08 -93.26
6 multin_zz1000_71001_barra_size_topG -69.96 -20.87 88.13 41.05 88.14 -72.16 -164.82 -144.97 -110.16
7 multin_zz1000_71001_barra_btop_topG -80.69 -31.59 77.41 30.33 77.41 -82.88 -175.54 -155.70 -120.88
8 multin_zz1000_71001_barra_earningsyield_topG -95.71 -46.61 62.39 15.31 62.39 -97.90 -190.56 -170.72 -135.90
9 multin_zz1000_71001_barra_beta_botG -128.29 -79.19 29.81 -17.28 29.81 -130.49 -223.15 -203.30 -168.48