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_20250918_151521
0 multin_zz1000_71001_barra_momentum_topG 37.22 14.70 -64.67 51.08 -64.67 111.47 119.40 64.64 5.15
1 multin_zz1000_71001_barra_residualvolatility_topG 15.15 -7.37 -86.74 29.01 -86.74 89.40 97.32 42.56 -16.92
2 multin_zz1000_71001_barra_size_topG 9.62 -12.90 -92.27 23.48 -92.27 83.87 91.80 37.04 -22.45
3 multin_zz1000_71001_barra_nonlinearsize_topG -2.75 -25.27 -104.64 11.11 -104.64 71.50 79.42 24.66 -34.82
4 multin_zz1000_71001_barra_growth_topG -17.08 -39.60 -118.97 -3.21 -118.96 57.17 65.10 10.34 -49.14
5 multin_zz1000_71001_barra_beta_botG -43.14 -65.66 -145.03 -29.27 -145.02 31.11 39.04 -15.72 -75.20
6 multin_zz1000_71001_barra_liquidity_botG -46.88 -69.40 -148.77 -33.01 -148.76 27.37 35.30 -19.46 -78.94
7 multin_zz1000_71001_barra_earningsyield_topG -54.98 -77.50 -156.87 -41.12 -156.87 19.27 27.20 -27.56 -87.05
8 multin_zz1000_71001_barra_leverage_topG -57.31 -79.83 -159.20 -43.45 -159.20 16.94 24.87 -29.89 -89.38
9 multin_zz1000_71001_barra_btop_topG -75.38 -97.90 -177.27 -61.52 -177.27 -1.13 6.79 -47.97 -107.45