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_20251224_151514
0 multin_zz1000_71001_barra_residualvolatility_topG 17.14 36.52 170.06 138.69 170.06 60.93 73.94 118.32 145.18
1 multin_zz1000_71001_barra_momentum_topG -3.56 15.82 149.36 117.99 149.36 40.22 53.24 97.61 124.48
2 multin_zz1000_71001_barra_nonlinearsize_topG -13.77 5.62 139.16 107.78 139.16 30.02 43.03 87.41 114.28
3 multin_zz1000_71001_barra_growth_topG -14.03 5.35 138.89 107.52 138.89 29.76 42.77 87.15 114.01
4 multin_zz1000_71001_barra_leverage_topG -52.21 -32.83 100.71 69.34 100.71 -8.42 4.59 48.97 75.83
5 multin_zz1000_71001_barra_size_topG -62.08 -42.69 90.85 59.48 90.85 -18.29 -5.27 39.10 65.97
6 multin_zz1000_71001_barra_btop_topG -79.92 -60.53 73.00 41.63 73.01 -36.13 -23.12 21.26 48.12
7 multin_zz1000_71001_barra_liquidity_botG -84.86 -65.48 68.06 36.69 68.06 -41.07 -28.06 16.32 43.18
8 multin_zz1000_71001_barra_earningsyield_topG -91.37 -71.99 61.55 30.18 61.55 -47.58 -34.57 9.81 36.67
9 multin_zz1000_71001_barra_beta_botG -109.37 -89.98 43.56 12.19 43.56 -65.58 -52.57 -8.19 18.68