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_20251117_151522
0 multin_zz1000_71001_barra_residualvolatility_topG 24.77 52.79 54.62 121.22 54.62 22.15 241.32 324.40 370.45
1 multin_zz1000_71001_barra_leverage_topG 7.45 35.47 37.30 103.91 37.30 4.83 224.00 307.08 353.14
2 multin_zz1000_71001_barra_growth_topG -3.19 24.84 26.66 93.27 26.66 -5.81 213.36 296.44 342.50
3 multin_zz1000_71001_barra_momentum_topG -16.86 11.16 12.99 79.60 12.99 -19.48 199.69 282.77 328.83
4 multin_zz1000_71001_barra_nonlinearsize_topG -20.51 7.52 9.35 75.95 9.35 -23.12 196.05 279.13 325.18
5 multin_zz1000_71001_barra_btop_topG -38.53 -10.50 -8.68 57.93 -8.68 -41.14 178.02 261.11 307.16
6 multin_zz1000_71001_barra_size_topG -53.16 -25.13 -23.31 43.30 -23.31 -55.78 163.39 246.47 292.53
7 multin_zz1000_71001_barra_beta_botG -53.79 -25.77 -23.94 42.66 -23.94 -56.41 162.76 245.84 291.89
8 multin_zz1000_71001_barra_liquidity_botG -74.07 -46.05 -44.22 22.39 -44.22 -76.69 142.48 225.56 271.62
9 multin_zz1000_71001_barra_earningsyield_topG -95.94 -67.91 -66.09 0.52 -66.09 -98.56 120.61 203.69 249.75