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_20250218_151527
0 multin_zz1000_71001_barra_beta_botG 128.91 87.25 184.75 -8.93 -96.36 146.79 338.53 284.93 252.77
1 multin_zz1000_71001_barra_earningsyield_topG 115.20 73.54 171.04 -22.65 -110.07 133.08 324.82 271.22 239.06
2 multin_zz1000_71001_barra_size_topG 70.51 28.86 126.35 -67.33 -154.75 88.39 280.14 226.54 194.38
3 multin_zz1000_71001_barra_liquidity_botG 54.83 13.18 110.67 -83.01 -170.43 72.71 264.46 210.86 178.70
4 multin_zz1000_71001_barra_btop_topG 53.56 11.91 109.40 -84.28 -171.70 71.44 263.19 209.59 177.43
5 multin_zz1000_71001_barra_nonlinearsize_topG 35.91 -5.74 91.75 -101.93 -189.35 53.79 245.54 191.94 159.78
6 multin_zz1000_71001_barra_leverage_topG 7.88 -33.78 63.72 -129.96 -217.38 25.76 217.50 163.91 131.75
7 multin_zz1000_71001_barra_growth_topG -16.49 -58.14 39.36 -154.33 -241.75 1.40 193.14 139.54 107.38
8 multin_zz1000_71001_barra_momentum_topG -74.65 -116.31 -18.81 -212.49 -299.92 -56.77 134.97 81.37 49.21
9 multin_zz1000_71001_barra_residualvolatility_topG -131.94 -173.59 -76.10 -269.78 -357.20 -114.06 77.69 24.09 -8.07