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_20251222_151523
0 multin_zz1000_71001_barra_momentum_topG 69.62 58.96 181.20 84.70 181.20 157.43 138.21 111.24 87.29
1 multin_zz1000_71001_barra_size_topG -3.88 -14.53 107.70 11.21 107.70 83.93 64.71 37.74 13.79
2 multin_zz1000_71001_barra_nonlinearsize_topG -9.79 -20.44 101.80 5.30 101.80 78.02 58.80 31.83 7.89
3 multin_zz1000_71001_barra_growth_topG -21.04 -31.69 90.55 -5.95 90.54 66.77 47.55 20.58 -3.36
4 multin_zz1000_71001_barra_residualvolatility_topG -24.87 -35.53 86.71 -9.79 86.71 62.94 43.72 16.75 -7.20
5 multin_zz1000_71001_barra_leverage_topG -72.51 -83.17 39.07 -57.43 39.07 15.30 -3.92 -30.89 -54.84
6 multin_zz1000_71001_barra_btop_topG -91.19 -101.85 20.39 -76.10 20.39 -3.38 -22.60 -49.57 -73.52
7 multin_zz1000_71001_barra_earningsyield_topG -103.37 -114.02 8.22 -88.28 8.22 -15.56 -34.78 -61.74 -85.69
8 multin_zz1000_71001_barra_liquidity_botG -107.64 -118.30 3.94 -92.56 3.94 -19.83 -39.05 -66.02 -89.97
9 multin_zz1000_71001_barra_beta_botG -115.22 -125.88 -3.64 -100.14 -3.64 -27.41 -46.63 -73.60 -97.55