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_20251118_151529
0 multin_zz1000_71001_barra_liquidity_botG 10.64 24.73 -89.41 -26.61 -89.41 5.64 116.69 209.56 213.03
1 multin_zz1000_71001_barra_size_topG -0.57 13.52 -100.62 -37.83 -100.62 -5.57 105.48 198.34 201.82
2 multin_zz1000_71001_barra_growth_topG -12.76 1.33 -112.80 -50.01 -112.81 -17.76 93.29 186.16 189.63
3 multin_zz1000_71001_barra_momentum_topG -18.14 -4.05 -118.19 -55.39 -118.19 -23.14 87.91 180.78 184.25
4 multin_zz1000_71001_barra_nonlinearsize_topG -19.99 -5.89 -120.03 -57.24 -120.03 -24.98 86.07 178.93 182.41
5 multin_zz1000_71001_barra_earningsyield_topG -24.87 -10.78 -124.92 -62.13 -124.92 -29.87 81.18 174.04 177.52
6 multin_zz1000_71001_barra_beta_botG -28.24 -14.15 -128.29 -65.50 -128.29 -33.24 77.81 170.67 174.15
7 multin_zz1000_71001_barra_btop_topG -69.31 -55.21 -169.35 -106.56 -169.35 -74.30 36.75 129.61 133.08
8 multin_zz1000_71001_barra_leverage_topG -80.49 -66.39 -180.53 -117.74 -180.53 -85.48 25.57 118.43 121.91
9 multin_zz1000_71001_barra_residualvolatility_topG -95.41 -81.31 -195.45 -132.66 -195.45 -100.40 10.65 103.51 106.98