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_20251112_151524
0 multin_zz1000_71001_barra_liquidity_botG 78.66 69.39 11.29 8.44 11.29 34.83 73.06 -2.37 -77.73
1 multin_zz1000_71001_barra_beta_botG 75.76 66.50 8.40 5.55 8.40 31.94 70.17 -5.26 -80.62
2 multin_zz1000_71001_barra_earningsyield_topG 68.98 59.71 1.62 -1.23 1.62 25.16 63.39 -12.04 -87.40
3 multin_zz1000_71001_barra_btop_topG 43.53 34.26 -23.84 -26.69 -23.84 -0.30 37.94 -37.50 -112.86
4 multin_zz1000_71001_barra_size_topG 21.62 12.35 -45.75 -48.60 -45.75 -22.21 16.02 -59.41 -134.77
5 multin_zz1000_71001_barra_residualvolatility_topG 5.78 -3.49 -61.59 -64.44 -61.59 -38.05 0.18 -75.25 -150.61
6 multin_zz1000_71001_barra_growth_topG 4.17 -5.10 -63.20 -66.05 -63.20 -39.66 -1.43 -76.86 -152.22
7 multin_zz1000_71001_barra_leverage_topG 2.06 -7.21 -65.31 -68.16 -65.31 -41.77 -3.53 -78.96 -154.33
8 multin_zz1000_71001_barra_nonlinearsize_topG -1.55 -10.82 -68.92 -71.77 -68.92 -45.38 -7.14 -82.57 -157.94
9 multin_zz1000_71001_barra_momentum_topG -10.74 -20.01 -78.11 -80.95 -78.10 -54.56 -16.33 -91.76 -167.12