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_20250911_151509
0 multin_zz1000_71001_barra_momentum_topG 16.38 -22.82 247.72 19.05 247.72 139.54 72.90 50.26 40.61
1 multin_zz1000_71001_barra_size_topG -3.14 -42.33 228.21 -0.46 228.21 120.03 53.39 30.74 21.09
2 multin_zz1000_71001_barra_nonlinearsize_topG -37.13 -76.33 194.22 -34.45 194.22 86.04 19.40 -3.25 -12.90
3 multin_zz1000_71001_barra_growth_topG -38.55 -77.75 192.80 -35.87 192.80 84.61 17.97 -4.67 -14.32
4 multin_zz1000_71001_barra_residualvolatility_topG -47.33 -86.53 184.01 -44.66 184.01 75.83 9.19 -13.46 -23.10
5 multin_zz1000_71001_barra_leverage_topG -130.56 -169.76 100.79 -127.89 100.79 -7.40 -74.04 -96.68 -106.33
6 multin_zz1000_71001_barra_btop_topG -134.22 -173.42 97.13 -131.55 97.13 -11.06 -77.70 -100.34 -109.99
7 multin_zz1000_71001_barra_earningsyield_topG -147.69 -186.88 83.66 -145.01 83.66 -24.52 -91.16 -113.81 -123.46
8 multin_zz1000_71001_barra_liquidity_botG -156.66 -195.86 74.69 -153.98 74.69 -33.49 -100.13 -122.78 -132.43
9 multin_zz1000_71001_barra_beta_botG -186.90 -226.10 44.45 -184.23 44.45 -63.74 -130.38 -153.02 -162.67