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_20250107_151518
0 multin_zz1000_71001_barra_momentum_topG 209.73 255.30 71.49 286.78 362.75 36.29 -324.56 -346.53 -392.84
1 multin_zz1000_71001_barra_residualvolatility_topG 209.21 254.77 70.96 286.25 362.22 35.76 -325.08 -347.05 -393.37
2 multin_zz1000_71001_barra_growth_topG 102.30 147.87 -35.94 179.35 255.31 -71.14 -431.99 -453.96 -500.27
3 multin_zz1000_71001_barra_leverage_topG -6.05 39.52 -144.29 71.00 146.97 -179.49 -540.34 -562.30 -608.62
4 multin_zz1000_71001_barra_nonlinearsize_topG -31.91 13.65 -170.16 45.13 121.10 -205.36 -566.20 -588.17 -634.49
5 multin_zz1000_71001_barra_liquidity_botG -38.66 6.91 -176.90 38.38 114.35 -212.11 -572.95 -594.92 -641.24
6 multin_zz1000_71001_barra_size_topG -51.57 -6.01 -189.82 25.47 101.44 -225.02 -585.86 -607.83 -654.15
7 multin_zz1000_71001_barra_btop_topG -55.26 -9.69 -193.50 21.79 97.76 -228.70 -589.55 -611.51 -657.83
8 multin_zz1000_71001_barra_beta_botG -104.36 -58.80 -242.60 -27.32 48.65 -277.81 -638.65 -660.62 -706.94
9 multin_zz1000_71001_barra_earningsyield_topG -105.70 -60.13 -243.94 -28.66 47.31 -279.14 -639.99 -661.96 -708.28