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_20251023_151521
0 multin_zz1000_71001_barra_earningsyield_topG 72.87 49.48 67.89 39.63 67.89 30.89 86.75 46.67 109.28
1 multin_zz1000_71001_barra_btop_topG 66.30 42.92 61.32 33.06 61.32 24.32 80.18 40.10 102.71
2 multin_zz1000_71001_barra_liquidity_botG 60.90 37.52 55.92 27.66 55.92 18.93 74.78 34.70 97.31
3 multin_zz1000_71001_barra_beta_botG 56.29 32.90 51.31 23.04 51.31 14.31 70.16 30.08 92.70
4 multin_zz1000_71001_barra_leverage_topG 54.10 30.71 49.12 20.85 49.12 12.12 67.97 27.90 90.51
5 multin_zz1000_71001_barra_size_topG 15.45 -7.93 10.47 -17.79 10.47 -26.53 29.33 -10.75 51.86
6 multin_zz1000_71001_barra_nonlinearsize_topG 7.69 -15.69 2.72 -25.55 2.72 -34.28 21.57 -18.51 44.11
7 multin_zz1000_71001_barra_growth_topG -8.92 -32.30 -13.90 -42.16 -13.90 -50.90 4.96 -35.12 27.49
8 multin_zz1000_71001_barra_residualvolatility_topG -91.30 -114.68 -96.27 -124.54 -96.27 -133.27 -77.42 -117.50 -54.88
9 multin_zz1000_71001_barra_momentum_topG -94.40 -117.78 -99.38 -127.64 -99.38 -136.38 -80.52 -120.60 -57.99