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_20251225_151525
0 multin_zz1000_71001_barra_nonlinearsize_topG 2.50 20.85 101.56 82.24 101.56 2.98 -16.97 33.94 52.02
1 multin_zz1000_71001_barra_residualvolatility_topG 1.90 20.25 100.96 81.65 100.96 2.39 -17.57 33.34 51.43
2 multin_zz1000_71001_barra_growth_topG -3.41 14.94 95.65 76.33 95.65 -2.92 -22.88 28.03 46.11
3 multin_zz1000_71001_barra_momentum_topG -13.94 4.41 85.12 65.80 85.12 -13.45 -33.41 17.50 35.58
4 multin_zz1000_71001_barra_liquidity_botG -21.98 -3.63 77.08 57.76 77.08 -21.49 -41.45 9.46 27.54
5 multin_zz1000_71001_barra_leverage_topG -28.36 -10.00 70.70 51.39 70.70 -27.87 -47.83 3.08 21.17
6 multin_zz1000_71001_barra_btop_topG -39.79 -21.44 59.26 39.95 59.26 -39.31 -59.27 -8.36 9.73
7 multin_zz1000_71001_barra_earningsyield_topG -46.51 -28.16 52.54 33.23 52.54 -46.03 -65.99 -15.08 3.01
8 multin_zz1000_71001_barra_size_topG -48.47 -30.12 50.59 31.27 50.58 -47.99 -67.95 -17.04 1.05
9 multin_zz1000_71001_barra_beta_botG -51.81 -33.46 47.25 27.93 47.25 -51.33 -71.29 -20.38 -2.29