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_20251113_151541
0 multin_zz1000_71001_barra_residualvolatility_topG 46.63 32.61 186.82 63.84 186.82 89.46 18.94 60.48 59.08
1 multin_zz1000_71001_barra_momentum_topG 31.96 17.94 172.15 49.18 172.15 74.79 4.27 45.82 44.41
2 multin_zz1000_71001_barra_nonlinearsize_topG -6.06 -20.08 134.13 11.16 134.13 36.77 -33.74 7.80 6.39
3 multin_zz1000_71001_barra_size_topG -11.99 -26.01 128.20 5.23 128.20 30.84 -39.67 1.87 0.46
4 multin_zz1000_71001_barra_growth_topG -14.60 -28.62 125.59 2.61 125.59 28.23 -42.29 -0.74 -2.15
5 multin_zz1000_71001_barra_leverage_topG -21.21 -35.23 118.97 -4.00 118.97 21.61 -48.90 -7.36 -8.76
6 multin_zz1000_71001_barra_btop_topG -55.27 -69.29 84.91 -38.06 84.91 -12.45 -82.96 -41.42 -42.82
7 multin_zz1000_71001_barra_beta_botG -73.14 -87.17 67.04 -55.93 67.04 -30.32 -100.83 -59.29 -60.70
8 multin_zz1000_71001_barra_earningsyield_topG -80.43 -94.45 59.76 -63.22 59.76 -37.60 -108.12 -66.57 -67.98
9 multin_zz1000_71001_barra_liquidity_botG -82.04 -96.06 58.14 -64.83 58.14 -39.22 -109.73 -68.19 -69.59