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_20250917_151515
0 multin_zz1000_71001_barra_size_topG -12.30 -13.40 81.05 20.28 81.05 76.65 -36.64 -79.43 -35.65
1 multin_zz1000_71001_barra_nonlinearsize_topG -14.64 -15.74 78.71 17.93 78.71 74.31 -38.99 -81.77 -37.99
2 multin_zz1000_71001_barra_momentum_topG -15.86 -16.95 77.50 16.72 77.50 73.10 -40.20 -82.98 -39.20
3 multin_zz1000_71001_barra_earningsyield_topG -48.94 -50.04 44.41 -16.36 44.42 40.01 -73.28 -116.06 -72.28
4 multin_zz1000_71001_barra_growth_topG -53.03 -54.13 40.32 -20.45 40.32 35.92 -77.37 -120.16 -76.38
5 multin_zz1000_71001_barra_btop_topG -63.64 -64.74 29.71 -31.06 29.71 25.31 -87.98 -130.77 -86.99
6 multin_zz1000_71001_barra_leverage_topG -68.95 -70.05 24.41 -36.37 24.41 20.01 -93.29 -136.07 -92.29
7 multin_zz1000_71001_barra_residualvolatility_topG -73.36 -74.46 19.99 -40.78 19.99 15.59 -97.71 -140.49 -96.71
8 multin_zz1000_71001_barra_liquidity_botG -76.64 -77.74 16.71 -44.06 16.71 12.31 -100.98 -143.77 -99.98
9 multin_zz1000_71001_barra_beta_botG -102.16 -103.26 -8.80 -69.58 -8.80 -13.20 -126.50 -169.28 -125.50