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_20251015_152401
0 multin_zz1000_71001_barra_momentum_topG 84.54 98.64 234.94 84.11 234.94 97.77 -18.77 -75.19 -105.55
1 multin_zz1000_71001_barra_residualvolatility_topG 10.99 25.10 161.40 10.57 161.40 24.23 -92.31 -148.73 -179.09
2 multin_zz1000_71001_barra_growth_topG -2.81 11.30 147.60 -3.23 147.60 10.43 -106.11 -162.53 -192.89
3 multin_zz1000_71001_barra_nonlinearsize_topG -17.69 -3.58 132.72 -18.11 132.72 -4.45 -120.99 -177.41 -207.77
4 multin_zz1000_71001_barra_size_topG -19.47 -5.37 130.94 -19.89 130.94 -6.23 -122.77 -179.19 -209.55
5 multin_zz1000_71001_barra_leverage_topG -47.91 -33.80 102.50 -48.33 102.50 -34.67 -151.21 -207.63 -237.99
6 multin_zz1000_71001_barra_earningsyield_topG -48.39 -34.28 102.02 -48.81 102.02 -35.15 -151.69 -208.11 -238.47
7 multin_zz1000_71001_barra_btop_topG -60.85 -46.75 89.55 -61.27 89.56 -47.62 -164.15 -220.57 -250.93
8 multin_zz1000_71001_barra_liquidity_botG -63.64 -49.53 86.77 -64.06 86.77 -50.40 -166.94 -223.36 -253.72
9 multin_zz1000_71001_barra_beta_botG -71.33 -57.23 79.07 -71.76 79.07 -58.10 -174.64 -231.05 -261.42