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_20250103_235234
0 multin_zz1000_71001_barra_size_topG 129.36 39.75 272.09 -59.04 -177.77 287.10 739.10 712.59 656.21
1 multin_zz1000_71001_barra_earningsyield_topG 113.73 24.12 256.46 -74.67 -193.40 271.47 723.47 696.96 640.57
2 multin_zz1000_71001_barra_beta_botG 82.87 -6.73 225.60 -105.53 -224.25 240.61 692.61 666.10 609.72
3 multin_zz1000_71001_barra_nonlinearsize_topG 45.56 -44.05 188.29 -142.84 -261.57 203.29 655.30 628.79 572.40
4 multin_zz1000_71001_barra_liquidity_botG 22.78 -66.83 165.51 -165.62 -284.35 180.51 632.51 606.01 549.62
5 multin_zz1000_71001_barra_btop_topG 22.29 -67.32 165.02 -166.11 -284.83 180.03 632.03 605.52 549.14
6 multin_zz1000_71001_barra_leverage_topG -45.59 -135.20 97.14 -233.99 -352.72 112.15 564.15 537.64 481.26
7 multin_zz1000_71001_barra_growth_topG -78.08 -167.69 64.65 -266.48 -385.21 79.65 531.65 505.15 448.76
8 multin_zz1000_71001_barra_momentum_topG -203.98 -293.58 -61.25 -392.38 -511.10 -46.24 405.76 379.25 322.87
9 multin_zz1000_71001_barra_residualvolatility_topG -228.14 -317.75 -85.41 -416.54 -535.27 -70.40 381.60 355.09 298.71