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_20251210_151520
0 multin_zz1000_71001_barra_nonlinearsize_topG 14.42 4.64 56.39 70.30 56.39 108.57 133.47 73.48 56.02
1 multin_zz1000_71001_barra_leverage_topG 10.94 1.17 52.91 66.82 52.91 105.09 129.99 70.01 52.55
2 multin_zz1000_71001_barra_size_topG 2.58 -7.20 44.55 58.46 44.55 96.73 121.62 61.64 44.18
3 multin_zz1000_71001_barra_btop_topG -8.45 -18.22 33.52 47.43 33.52 85.70 110.60 50.62 33.16
4 multin_zz1000_71001_barra_residualvolatility_topG -9.27 -19.05 32.70 46.61 32.70 84.88 109.78 49.79 32.34
5 multin_zz1000_71001_barra_earningsyield_topG -9.59 -19.37 32.38 46.29 32.38 84.56 109.45 49.47 32.01
6 multin_zz1000_71001_barra_beta_botG -12.51 -22.28 29.46 43.37 29.46 81.64 106.54 46.56 29.10
7 multin_zz1000_71001_barra_momentum_topG -21.89 -31.67 20.07 33.98 20.07 72.25 97.15 37.17 19.71
8 multin_zz1000_71001_barra_growth_topG -33.88 -43.65 8.09 22.00 8.09 60.27 85.17 25.19 7.73
9 multin_zz1000_71001_barra_liquidity_botG -52.98 -62.76 -11.02 2.89 -11.02 41.16 66.06 6.08 -11.38