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_20250102_151525
0 multin_zz1000_71001_barra_residualvolatility_topG 220.82 262.21 100.29 236.87 -51.90 91.89 292.47 267.10 256.81
1 multin_zz1000_71001_barra_momentum_topG 96.31 137.71 -24.22 112.36 -176.41 -32.62 167.96 142.59 132.30
2 multin_zz1000_71001_barra_beta_botG 89.03 130.42 -31.50 105.08 -183.69 -39.90 160.67 135.31 125.02
3 multin_zz1000_71001_barra_liquidity_botG 86.88 128.28 -33.64 102.93 -185.84 -42.04 158.53 133.17 122.87
4 multin_zz1000_71001_barra_leverage_topG 79.59 120.98 -40.94 95.64 -193.13 -49.34 151.23 125.87 115.58
5 multin_zz1000_71001_barra_earningsyield_topG 63.59 104.99 -56.94 79.64 -209.13 -65.34 135.24 109.87 99.58
6 multin_zz1000_71001_barra_btop_topG 56.97 98.37 -63.55 73.03 -215.74 -71.95 128.62 103.26 92.96
7 multin_zz1000_71001_barra_growth_topG 32.99 74.39 -87.54 49.04 -239.73 -95.94 104.64 79.28 68.98
8 multin_zz1000_71001_barra_nonlinearsize_topG -4.30 37.09 -124.83 11.75 -277.02 -133.23 67.34 41.98 31.69
9 multin_zz1000_71001_barra_size_topG -29.58 11.82 -150.10 -13.53 -302.30 -158.51 42.07 16.71 6.41