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_20250313_151525
0 multin_zz1000_71001_barra_beta_botG 177.05 102.74 21.91 64.77 21.91 115.03 -37.26 -98.33 -205.38
1 multin_zz1000_71001_barra_earningsyield_topG 160.31 86.00 5.17 48.02 5.16 98.29 -54.01 -115.07 -222.12
2 multin_zz1000_71001_barra_btop_topG 144.20 69.89 -10.95 31.91 -10.95 82.18 -70.12 -131.18 -238.23
3 multin_zz1000_71001_barra_liquidity_botG 139.84 65.54 -15.30 27.56 -15.30 77.83 -74.47 -135.54 -242.59
4 multin_zz1000_71001_barra_leverage_topG 111.78 37.47 -43.37 -0.51 -43.37 49.76 -102.54 -163.60 -270.65
5 multin_zz1000_71001_barra_size_topG 75.15 0.84 -79.99 -37.13 -79.99 13.13 -139.16 -200.23 -307.28
6 multin_zz1000_71001_barra_growth_topG 22.57 -51.74 -132.57 -89.71 -132.57 -39.45 -191.74 -252.81 -359.86
7 multin_zz1000_71001_barra_nonlinearsize_topG 18.78 -55.53 -136.37 -93.51 -136.37 -43.24 -195.54 -256.60 -363.65
8 multin_zz1000_71001_barra_residualvolatility_topG -78.30 -152.61 -233.45 -190.59 -233.45 -140.32 -292.62 -353.68 -460.73
9 multin_zz1000_71001_barra_momentum_topG -129.37 -203.68 -284.51 -241.65 -284.51 -191.39 -343.68 -404.75 -511.80