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_20251027_151525
0 multin_zz1000_71001_barra_momentum_topG 47.62 -15.75 153.62 33.51 153.62 110.17 106.46 133.70 118.23
1 multin_zz1000_71001_barra_size_topG 33.59 -29.77 139.59 19.48 139.59 96.14 92.43 119.68 104.21
2 multin_zz1000_71001_barra_residualvolatility_topG 18.31 -45.06 124.31 4.20 124.31 80.86 77.15 104.39 88.92
3 multin_zz1000_71001_barra_nonlinearsize_topG -4.25 -67.62 101.75 -18.36 101.75 58.30 54.59 81.83 66.36
4 multin_zz1000_71001_barra_growth_topG -4.84 -68.21 101.16 -18.96 101.15 57.70 54.00 81.24 65.77
5 multin_zz1000_71001_barra_earningsyield_topG -32.47 -95.84 73.52 -46.59 73.52 30.07 26.36 53.61 38.14
6 multin_zz1000_71001_barra_btop_topG -38.23 -101.60 67.76 -52.35 67.76 24.31 20.60 47.85 32.38
7 multin_zz1000_71001_barra_leverage_topG -38.83 -102.20 67.17 -52.94 67.17 23.72 20.01 47.25 31.78
8 multin_zz1000_71001_barra_beta_botG -52.97 -116.34 53.03 -67.08 53.03 9.58 5.87 33.11 17.64
9 multin_zz1000_71001_barra_liquidity_botG -70.35 -133.72 35.65 -84.47 35.65 -7.81 -11.51 15.73 0.26