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_20251103_151524
0 multin_zz1000_71001_barra_leverage_topG 54.86 92.48 96.33 69.14 96.33 6.46 42.21 53.70 82.61
1 multin_zz1000_71001_barra_btop_topG 47.68 85.30 89.15 61.96 89.15 -0.72 35.03 46.52 75.43
2 multin_zz1000_71001_barra_beta_botG 46.31 83.93 87.78 60.59 87.78 -2.09 33.66 45.16 74.06
3 multin_zz1000_71001_barra_liquidity_botG 30.08 67.70 71.55 44.36 71.55 -18.32 17.43 28.92 57.82
4 multin_zz1000_71001_barra_earningsyield_topG 20.04 57.66 61.51 34.32 61.52 -28.36 7.39 18.89 47.79
5 multin_zz1000_71001_barra_residualvolatility_topG 3.03 40.65 44.50 17.31 44.50 -45.37 -9.62 1.87 30.77
6 multin_zz1000_71001_barra_growth_topG 2.67 40.28 44.14 16.95 44.14 -45.74 -9.98 1.51 30.41
7 multin_zz1000_71001_barra_nonlinearsize_topG -11.88 25.74 29.59 2.40 29.59 -60.28 -24.53 -13.04 15.87
8 multin_zz1000_71001_barra_size_topG -18.98 18.64 22.49 -4.70 22.49 -67.38 -31.63 -20.14 8.77
9 multin_zz1000_71001_barra_momentum_topG -66.48 -28.86 -25.01 -52.20 -25.01 -114.88 -79.13 -67.64 -38.74