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_20251107_151520
0 multin_zz1000_71001_barra_earningsyield_topG 50.12 61.69 38.61 67.30 38.61 45.00 133.58 118.32 108.73
1 multin_zz1000_71001_barra_leverage_topG 44.52 56.09 33.01 61.70 33.01 39.41 127.98 112.72 103.13
2 multin_zz1000_71001_barra_beta_botG 42.11 53.68 30.61 59.30 30.61 37.00 125.58 110.32 100.73
3 multin_zz1000_71001_barra_btop_topG 40.04 51.60 28.53 57.22 28.53 34.92 123.50 108.24 98.65
4 multin_zz1000_71001_barra_liquidity_botG 39.88 51.45 28.37 57.06 28.37 34.76 123.34 108.08 98.49
5 multin_zz1000_71001_barra_nonlinearsize_topG 3.27 14.84 -8.24 20.45 -8.24 -1.84 86.73 71.47 61.88
6 multin_zz1000_71001_barra_size_topG -5.64 5.93 -17.15 11.54 -17.15 -10.75 77.82 62.56 52.97
7 multin_zz1000_71001_barra_growth_topG -9.54 2.03 -21.05 7.64 -21.04 -14.65 73.92 58.66 49.07
8 multin_zz1000_71001_barra_residualvolatility_topG -33.64 -22.08 -45.15 -16.46 -45.15 -38.76 49.82 34.56 24.97
9 multin_zz1000_71001_barra_momentum_topG -90.79 -79.22 -102.30 -73.61 -102.30 -95.90 -7.33 -22.59 -32.18