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_20250912_151520
0 multin_zz1000_71001_barra_leverage_topG 17.34 14.41 52.70 108.52 52.70 91.72 121.60 145.63 90.27
1 multin_zz1000_71001_barra_momentum_topG -8.19 -11.12 27.18 82.99 27.18 66.19 96.07 120.10 64.75
2 multin_zz1000_71001_barra_btop_topG -13.26 -16.20 22.10 77.92 22.10 61.11 91.00 115.03 59.67
3 multin_zz1000_71001_barra_residualvolatility_topG -24.25 -27.18 11.12 66.93 11.12 50.13 80.01 104.04 48.69
4 multin_zz1000_71001_barra_nonlinearsize_topG -26.79 -29.73 8.57 64.38 8.57 47.58 77.46 101.49 46.14
5 multin_zz1000_71001_barra_growth_topG -37.03 -39.96 -1.66 54.15 -1.66 37.35 67.23 91.26 35.91
6 multin_zz1000_71001_barra_size_topG -37.68 -40.62 -2.32 53.50 -2.32 36.69 66.57 90.60 35.25
7 multin_zz1000_71001_barra_liquidity_botG -55.48 -58.42 -20.12 35.69 -20.12 18.89 48.77 72.80 17.45
8 multin_zz1000_71001_barra_earningsyield_topG -57.22 -60.15 -21.85 33.96 -21.85 17.16 47.04 71.07 15.72
9 multin_zz1000_71001_barra_beta_botG -78.96 -81.90 -43.60 12.21 -43.60 -4.59 25.29 49.32 -6.03