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_20251126_155056
0 multin_zz1000_71001_barra_momentum_topG 52.83 29.01 51.32 -12.37 51.32 120.92 245.63 260.54 301.98
1 multin_zz1000_71001_barra_size_topG 26.06 2.24 24.55 -39.15 24.55 94.15 218.86 233.77 275.21
2 multin_zz1000_71001_barra_residualvolatility_topG -6.30 -30.13 -7.81 -71.51 -7.82 61.78 186.49 201.40 242.85
3 multin_zz1000_71001_barra_btop_topG -16.52 -40.34 -18.03 -81.73 -18.03 51.57 176.27 191.19 232.63
4 multin_zz1000_71001_barra_earningsyield_topG -20.56 -44.39 -22.08 -85.77 -22.08 47.52 172.23 187.14 228.59
5 multin_zz1000_71001_barra_leverage_topG -21.72 -45.54 -23.23 -86.92 -23.23 46.37 171.08 185.99 227.43
6 multin_zz1000_71001_barra_nonlinearsize_topG -24.02 -47.84 -25.53 -89.22 -25.53 44.07 168.78 183.69 225.13
7 multin_zz1000_71001_barra_beta_botG -27.95 -51.77 -29.46 -93.15 -29.46 40.14 164.85 179.76 221.20
8 multin_zz1000_71001_barra_growth_topG -49.83 -73.65 -51.34 -115.03 -51.34 18.26 142.97 157.88 199.32
9 multin_zz1000_71001_barra_liquidity_botG -51.57 -75.39 -53.08 -116.78 -53.08 16.52 141.22 156.14 197.58