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_20250829_151542
0 multin_zz1000_71001_barra_momentum_topG 87.49 28.86 76.64 -5.93 76.63 126.78 153.33 166.27 133.92
1 multin_zz1000_71001_barra_size_topG 58.24 -0.39 47.38 -35.18 47.38 97.53 124.08 137.02 104.67
2 multin_zz1000_71001_barra_growth_topG 23.14 -35.49 12.28 -70.28 12.28 62.43 88.98 101.91 69.57
3 multin_zz1000_71001_barra_beta_botG 21.34 -37.28 10.49 -72.08 10.49 60.63 87.18 100.12 67.77
4 multin_zz1000_71001_barra_residualvolatility_topG 21.14 -37.49 10.28 -72.28 10.28 60.43 86.98 99.91 67.57
5 multin_zz1000_71001_barra_earningsyield_topG 17.79 -40.83 6.94 -75.63 6.94 57.08 83.63 96.57 64.22
6 multin_zz1000_71001_barra_nonlinearsize_topG 9.86 -48.77 -0.99 -83.56 -0.99 49.15 75.70 88.64 56.29
7 multin_zz1000_71001_barra_liquidity_botG -2.47 -61.10 -13.33 -95.89 -13.33 36.82 63.37 76.30 43.96
8 multin_zz1000_71001_barra_btop_topG -9.93 -68.56 -20.79 -103.35 -20.79 29.36 55.91 68.84 36.50
9 multin_zz1000_71001_barra_leverage_topG -10.00 -68.62 -20.85 -103.41 -20.85 29.29 55.85 68.78 36.43