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_20251219_151522
0 multin_zz1000_71001_barra_leverage_topG 94.74 73.62 173.03 131.36 173.03 -11.07 -95.75 -34.69 -48.75
1 multin_zz1000_71001_barra_residualvolatility_topG 91.00 69.88 169.30 127.62 169.30 -14.81 -99.49 -38.42 -52.48
2 multin_zz1000_71001_barra_btop_topG 65.69 44.57 143.99 102.31 143.99 -40.12 -124.80 -63.74 -77.79
3 multin_zz1000_71001_barra_beta_botG 52.20 31.08 130.50 88.82 130.50 -53.61 -138.29 -77.22 -91.28
4 multin_zz1000_71001_barra_liquidity_botG 45.29 24.17 123.58 81.91 123.58 -60.52 -145.20 -84.14 -98.20
5 multin_zz1000_71001_barra_momentum_topG 36.91 15.78 115.20 73.53 115.20 -68.90 -153.58 -92.52 -106.58
6 multin_zz1000_71001_barra_growth_topG 36.90 15.78 115.20 73.52 115.20 -68.91 -153.59 -92.53 -106.58
7 multin_zz1000_71001_barra_earningsyield_topG 17.04 -4.08 95.34 53.66 95.34 -88.77 -173.44 -112.38 -126.44
8 multin_zz1000_71001_barra_nonlinearsize_topG 15.29 -5.83 93.59 51.91 93.59 -90.52 -175.20 -114.14 -128.19
9 multin_zz1000_71001_barra_size_topG -7.05 -28.17 71.24 29.57 71.25 -112.86 -197.54 -136.48 -150.53