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_20251212_151525
0 multin_zz1000_71001_barra_nonlinearsize_topG 28.26 -26.43 103.09 50.92 103.10 146.45 90.67 133.31 150.80
1 multin_zz1000_71001_barra_size_topG 24.87 -29.82 99.70 47.53 99.70 143.05 87.28 129.92 147.41
2 multin_zz1000_71001_barra_growth_topG 8.08 -46.61 82.92 30.74 82.92 126.27 70.50 113.13 130.62
3 multin_zz1000_71001_barra_momentum_topG 6.00 -48.70 80.83 28.65 80.83 124.18 68.41 111.05 128.53
4 multin_zz1000_71001_barra_earningsyield_topG -42.68 -97.38 32.15 -20.03 32.15 75.50 19.73 62.37 79.85
5 multin_zz1000_71001_barra_residualvolatility_topG -61.63 -116.33 13.20 -38.98 13.20 56.55 0.78 43.41 60.90
6 multin_zz1000_71001_barra_leverage_topG -79.07 -133.76 -4.24 -56.41 -4.23 39.11 -16.66 25.98 43.47
7 multin_zz1000_71001_barra_btop_topG -85.90 -140.59 -11.07 -63.25 -11.07 32.28 -23.49 19.15 36.64
8 multin_zz1000_71001_barra_liquidity_botG -89.66 -144.36 -14.83 -67.01 -14.83 28.52 -27.25 15.38 32.87
9 multin_zz1000_71001_barra_beta_botG -110.23 -164.93 -35.40 -87.58 -35.40 7.95 -47.82 -5.19 12.30