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_20251028_151522
0 multin_zz1000_71001_barra_momentum_topG 41.18 73.67 22.45 75.30 22.45 -4.02 22.48 113.47 106.60
1 multin_zz1000_71001_barra_residualvolatility_topG 34.05 66.54 15.32 68.17 15.32 -11.15 15.36 106.35 99.48
2 multin_zz1000_71001_barra_liquidity_botG 26.01 58.51 7.28 60.14 7.28 -19.18 7.32 98.31 91.44
3 multin_zz1000_71001_barra_leverage_topG 12.99 45.48 -5.74 47.11 -5.74 -32.21 -5.71 85.29 78.42
4 multin_zz1000_71001_barra_beta_botG 10.58 43.07 -8.15 44.70 -8.15 -34.62 -8.12 82.87 76.00
5 multin_zz1000_71001_barra_growth_topG 9.96 42.45 -8.77 44.08 -8.77 -35.24 -8.74 82.25 75.38
6 multin_zz1000_71001_barra_nonlinearsize_topG 4.27 36.76 -14.46 38.39 -14.46 -40.93 -14.43 76.57 69.70
7 multin_zz1000_71001_barra_btop_topG -1.84 30.65 -20.57 32.28 -20.57 -47.04 -20.54 70.45 63.58
8 multin_zz1000_71001_barra_earningsyield_topG -23.41 9.08 -42.14 10.71 -42.14 -68.61 -42.11 48.88 42.01
9 multin_zz1000_71001_barra_size_topG -25.95 6.54 -44.68 8.17 -44.68 -71.15 -44.65 46.34 39.47