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_20251120_152215
0 multin_zz1000_71001_barra_btop_topG 23.55 46.11 -32.36 14.51 -32.36 35.67 142.77 88.12 105.45
1 multin_zz1000_71001_barra_earningsyield_topG 21.43 43.98 -34.48 12.39 -34.48 33.55 140.65 85.99 103.33
2 multin_zz1000_71001_barra_liquidity_botG 8.44 30.99 -47.47 -0.60 -47.47 20.56 127.66 73.00 90.34
3 multin_zz1000_71001_barra_beta_botG -2.06 20.49 -57.97 -11.10 -57.98 10.06 117.16 62.50 79.84
4 multin_zz1000_71001_barra_size_topG -6.15 16.41 -62.06 -15.18 -62.06 5.98 113.08 58.42 75.75
5 multin_zz1000_71001_barra_nonlinearsize_topG -9.06 13.50 -64.97 -18.09 -64.97 3.07 110.17 55.51 72.84
6 multin_zz1000_71001_barra_leverage_topG -9.30 13.25 -65.21 -18.34 -65.21 2.82 109.92 55.26 72.60
7 multin_zz1000_71001_barra_growth_topG -32.76 -10.20 -88.67 -41.79 -88.67 -20.64 86.46 31.81 49.14
8 multin_zz1000_71001_barra_momentum_topG -33.71 -11.16 -89.62 -42.75 -89.63 -21.59 85.51 30.85 48.19
9 multin_zz1000_71001_barra_residualvolatility_topG -81.20 -58.64 -137.11 -90.23 -137.11 -69.08 38.02 -16.63 0.70