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_20251217_151536
0 multin_zz1000_71001_barra_momentum_topG 57.48 12.02 205.52 20.49 205.52 181.59 170.20 135.48 141.51
1 multin_zz1000_71001_barra_size_topG 28.87 -16.59 176.91 -8.12 176.91 152.98 141.59 106.87 112.90
2 multin_zz1000_71001_barra_nonlinearsize_topG -29.44 -74.90 118.59 -66.44 118.59 94.67 83.28 48.56 54.58
3 multin_zz1000_71001_barra_growth_topG -40.51 -85.97 107.52 -77.51 107.52 83.60 72.20 37.49 43.51
4 multin_zz1000_71001_barra_earningsyield_topG -75.68 -121.14 72.36 -112.67 72.36 48.43 37.04 2.32 8.35
5 multin_zz1000_71001_barra_btop_topG -96.13 -141.58 51.91 -133.12 51.91 27.98 16.59 -18.12 -12.10
6 multin_zz1000_71001_barra_leverage_topG -104.82 -150.28 43.21 -141.82 43.21 19.29 7.89 -26.82 -20.80
7 multin_zz1000_71001_barra_residualvolatility_topG -105.86 -151.32 42.17 -142.86 42.17 18.25 6.86 -27.86 -21.84
8 multin_zz1000_71001_barra_liquidity_botG -108.29 -153.75 39.74 -145.29 39.74 15.82 4.43 -30.29 -24.27
9 multin_zz1000_71001_barra_beta_botG -128.10 -173.56 19.93 -165.10 19.93 -3.99 -15.38 -50.10 -44.08