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_20250127_151807
0 multin_zz1000_71001_barra_beta_botG 200.00 152.22 214.23 90.36 56.93 143.80 122.78 109.92 112.40
1 multin_zz1000_71001_barra_earningsyield_topG 180.74 132.95 194.96 71.09 37.66 124.53 103.52 90.66 93.14
2 multin_zz1000_71001_barra_liquidity_botG 156.31 108.52 170.54 46.66 13.23 100.10 79.09 66.23 68.71
3 multin_zz1000_71001_barra_btop_topG 140.89 93.10 155.11 31.24 -2.19 84.68 63.67 50.81 53.29
4 multin_zz1000_71001_barra_leverage_topG 93.16 45.37 107.38 -16.49 -49.92 36.95 15.94 3.08 5.56
5 multin_zz1000_71001_barra_size_topG 78.25 30.46 92.48 -31.40 -64.83 22.04 1.03 -11.83 -9.35
6 multin_zz1000_71001_barra_nonlinearsize_topG 38.32 -9.47 52.54 -71.33 -104.76 -17.89 -38.91 -51.76 -49.28
7 multin_zz1000_71001_barra_growth_topG -5.77 -53.56 8.45 -115.42 -148.85 -61.98 -82.99 -95.85 -93.37
8 multin_zz1000_71001_barra_momentum_topG -110.67 -158.45 -96.44 -220.32 -253.75 -166.88 -187.89 -200.75 -198.27
9 multin_zz1000_71001_barra_residualvolatility_topG -125.73 -173.51 -111.50 -235.37 -268.80 -181.93 -202.95 -215.80 -213.32