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_20251009_151521
0 multin_zz1000_71001_barra_size_topG 59.94 -24.34 158.67 11.10 158.68 134.40 164.68 160.64 169.29
1 multin_zz1000_71001_barra_btop_topG 24.02 -60.25 122.76 -24.82 122.76 98.49 128.77 124.72 133.38
2 multin_zz1000_71001_barra_nonlinearsize_topG 22.62 -61.65 121.36 -26.22 121.36 97.09 127.37 123.32 131.98
3 multin_zz1000_71001_barra_earningsyield_topG 22.62 -61.65 121.36 -26.22 121.36 97.09 127.37 123.32 131.98
4 multin_zz1000_71001_barra_leverage_topG 16.09 -68.18 114.83 -32.75 114.83 90.56 120.84 116.79 125.45
5 multin_zz1000_71001_barra_growth_topG -0.24 -84.51 98.50 -49.08 98.50 74.23 104.51 100.46 109.12
6 multin_zz1000_71001_barra_beta_botG -27.74 -112.01 71.00 -76.57 71.00 46.73 77.01 72.96 81.62
7 multin_zz1000_71001_barra_momentum_topG -40.04 -124.31 58.70 -88.88 58.70 34.43 64.71 60.66 69.32
8 multin_zz1000_71001_barra_liquidity_botG -46.09 -130.36 52.65 -94.93 52.65 28.37 58.65 54.61 63.26
9 multin_zz1000_71001_barra_residualvolatility_topG -50.84 -135.11 47.90 -99.68 47.90 23.62 53.90 49.86 58.51