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_20251209_151524
0 multin_zz1000_71001_barra_momentum_topG 26.07 38.06 -28.36 21.18 -28.36 55.53 253.28 267.40 285.81
1 multin_zz1000_71001_barra_nonlinearsize_topG -11.83 0.16 -66.27 -16.72 -66.27 17.62 215.38 229.50 247.91
2 multin_zz1000_71001_barra_size_topG -13.67 -1.67 -68.10 -18.55 -68.10 15.79 213.54 227.66 246.08
3 multin_zz1000_71001_barra_growth_topG -15.27 -3.28 -69.71 -20.16 -69.71 14.18 211.94 226.05 244.47
4 multin_zz1000_71001_barra_beta_botG -17.28 -5.28 -71.71 -22.16 -71.71 12.18 209.93 224.05 242.47
5 multin_zz1000_71001_barra_residualvolatility_topG -18.51 -6.52 -72.95 -23.40 -72.95 10.94 208.70 222.82 241.23
6 multin_zz1000_71001_barra_leverage_topG -30.32 -18.33 -84.76 -35.21 -84.76 -0.87 196.89 211.01 229.42
7 multin_zz1000_71001_barra_liquidity_botG -39.10 -27.11 -93.54 -43.99 -93.53 -9.64 188.11 202.23 220.64
8 multin_zz1000_71001_barra_earningsyield_topG -41.60 -29.61 -96.03 -46.49 -96.03 -12.14 185.61 199.73 218.14
9 multin_zz1000_71001_barra_btop_topG -50.19 -38.19 -104.62 -55.07 -104.62 -20.73 177.02 191.14 209.56