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_20251203_151523
0 multin_zz1000_71001_barra_earningsyield_topG 95.38 70.22 7.78 55.83 7.78 92.31 226.09 253.99 272.87
1 multin_zz1000_71001_barra_beta_botG 61.01 35.85 -26.59 21.46 -26.59 57.94 191.71 219.62 238.49
2 multin_zz1000_71001_barra_btop_topG 56.33 31.16 -31.28 16.77 -31.28 53.25 187.03 214.93 233.81
3 multin_zz1000_71001_barra_liquidity_botG 51.42 26.26 -36.19 11.86 -36.19 48.35 182.12 210.02 228.90
4 multin_zz1000_71001_barra_size_topG 33.88 8.72 -53.72 -5.67 -53.72 30.81 164.59 192.49 211.37
5 multin_zz1000_71001_barra_leverage_topG 24.10 -1.06 -63.50 -15.45 -63.50 21.03 154.81 182.71 201.58
6 multin_zz1000_71001_barra_nonlinearsize_topG 18.51 -6.65 -69.09 -21.05 -69.10 15.44 149.21 177.12 195.99
7 multin_zz1000_71001_barra_momentum_topG -11.92 -37.08 -99.52 -51.47 -99.52 -14.99 118.79 146.69 165.57
8 multin_zz1000_71001_barra_growth_topG -18.79 -43.95 -106.40 -58.35 -106.40 -21.86 111.91 139.81 158.69
9 multin_zz1000_71001_barra_residualvolatility_topG -42.19 -67.36 -129.80 -81.75 -129.80 -45.27 88.51 116.41 135.29