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_20250905_151516
0 multin_zz1000_71001_barra_momentum_topG 26.74 -4.67 312.82 97.75 312.82 82.55 -372.38 -356.69 -258.08
1 multin_zz1000_71001_barra_growth_topG 24.38 -7.04 310.46 95.39 310.46 80.19 -374.74 -359.06 -260.44
2 multin_zz1000_71001_barra_residualvolatility_topG -3.11 -34.53 282.97 67.90 282.97 52.70 -402.23 -386.54 -287.93
3 multin_zz1000_71001_barra_nonlinearsize_topG -12.63 -44.05 273.45 58.38 273.45 43.18 -411.75 -396.06 -297.45
4 multin_zz1000_71001_barra_size_topG -37.27 -68.69 248.81 33.74 248.81 18.54 -436.39 -420.70 -322.09
5 multin_zz1000_71001_barra_leverage_topG -94.04 -125.46 192.04 -23.03 192.04 -38.23 -493.16 -477.48 -378.86
6 multin_zz1000_71001_barra_liquidity_botG -139.99 -171.40 146.09 -68.98 146.09 -84.18 -539.11 -523.42 -424.81
7 multin_zz1000_71001_barra_earningsyield_topG -147.84 -179.25 138.24 -76.83 138.24 -92.03 -546.96 -531.27 -432.65
8 multin_zz1000_71001_barra_btop_topG -169.56 -200.98 116.52 -98.55 116.52 -113.75 -568.68 -553.00 -454.38
9 multin_zz1000_71001_barra_beta_botG -195.99 -227.41 90.09 -124.98 90.09 -140.18 -595.11 -579.43 -480.81