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_20250114_151526
0 multin_zz1000_71001_barra_momentum_topG 201.90 297.11 118.75 385.79 649.00 149.59 -404.25 -390.17 -439.88
1 multin_zz1000_71001_barra_residualvolatility_topG 178.07 273.27 94.91 361.95 625.16 125.76 -428.09 -414.00 -463.71
2 multin_zz1000_71001_barra_growth_topG 5.86 101.07 -77.29 189.75 452.96 -46.44 -600.29 -586.21 -635.91
3 multin_zz1000_71001_barra_nonlinearsize_topG -44.50 50.71 -127.65 139.39 402.60 -96.81 -650.65 -636.57 -686.28
4 multin_zz1000_71001_barra_leverage_topG -85.12 10.08 -168.28 98.77 361.97 -137.43 -691.28 -677.19 -726.90
5 multin_zz1000_71001_barra_liquidity_botG -93.44 1.76 -176.59 90.45 353.65 -145.75 -699.59 -685.51 -735.22
6 multin_zz1000_71001_barra_size_topG -123.43 -28.23 -206.59 60.46 323.66 -175.74 -729.59 -715.50 -765.21
7 multin_zz1000_71001_barra_btop_topG -136.27 -41.07 -219.43 47.62 310.82 -188.58 -742.43 -728.34 -778.05
8 multin_zz1000_71001_barra_earningsyield_topG -160.81 -65.61 -243.96 23.08 286.28 -213.12 -766.96 -752.88 -802.59
9 multin_zz1000_71001_barra_beta_botG -171.94 -76.73 -255.09 11.95 275.16 -224.25 -778.09 -764.01 -813.72