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_20250210_151536
0 multin_zz1000_71001_barra_residualvolatility_topG 160.82 192.29 70.40 264.57 289.63 52.17 -37.60 -0.75 -8.15
1 multin_zz1000_71001_barra_momentum_topG 75.43 106.90 -14.99 179.18 204.24 -33.22 -123.00 -86.14 -93.54
2 multin_zz1000_71001_barra_leverage_topG 52.91 84.38 -37.51 156.66 181.72 -55.74 -145.51 -108.65 -116.05
3 multin_zz1000_71001_barra_growth_topG 47.88 79.35 -42.54 151.64 176.70 -60.77 -150.54 -113.68 -121.08
4 multin_zz1000_71001_barra_liquidity_botG 17.90 49.37 -72.52 121.65 146.71 -90.75 -180.52 -143.67 -151.06
5 multin_zz1000_71001_barra_btop_topG 1.05 32.52 -89.37 104.81 129.87 -107.60 -197.37 -160.51 -167.91
6 multin_zz1000_71001_barra_nonlinearsize_topG -19.79 11.68 -110.21 83.96 109.02 -128.44 -218.21 -181.36 -188.76
7 multin_zz1000_71001_barra_size_topG -70.09 -38.62 -160.51 33.66 58.72 -178.74 -268.51 -231.65 -239.05
8 multin_zz1000_71001_barra_beta_botG -75.33 -43.86 -165.75 28.42 53.48 -183.98 -273.75 -236.89 -244.29
9 multin_zz1000_71001_barra_earningsyield_topG -85.97 -54.50 -176.39 17.78 42.84 -194.62 -284.39 -247.54 -254.93