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_20250213_151521
0 multin_zz1000_71001_barra_leverage_topG 124.04 80.73 118.30 46.10 11.13 141.58 322.45 294.58 307.44
1 multin_zz1000_71001_barra_btop_topG 113.18 69.86 107.44 35.23 0.27 130.72 311.58 283.71 296.58
2 multin_zz1000_71001_barra_beta_botG 75.55 32.24 69.81 -2.39 -37.36 93.09 273.96 246.09 258.96
3 multin_zz1000_71001_barra_earningsyield_topG 71.95 28.64 66.21 -5.99 -40.96 89.49 270.36 242.48 255.35
4 multin_zz1000_71001_barra_size_topG 38.87 -4.44 33.13 -39.07 -74.04 56.41 237.28 209.40 222.27
5 multin_zz1000_71001_barra_residualvolatility_topG 36.45 -6.87 30.71 -41.50 -76.46 53.99 234.85 206.98 219.85
6 multin_zz1000_71001_barra_nonlinearsize_topG 24.66 -18.65 18.92 -53.28 -88.25 42.20 223.07 195.20 208.06
7 multin_zz1000_71001_barra_liquidity_botG 12.30 -31.02 6.56 -65.65 -100.61 29.84 210.70 182.83 195.70
8 multin_zz1000_71001_barra_growth_topG -15.71 -59.02 -21.45 -93.65 -128.62 1.83 182.70 154.82 167.69
9 multin_zz1000_71001_barra_momentum_topG -28.30 -71.61 -34.04 -106.24 -141.21 -10.76 170.11 142.24 155.10