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_20250321_153242
0 multin_zz1000_71001_barra_btop_topG 143.27 91.99 -56.60 96.02 -56.60 135.67 472.35 492.31 546.27
1 multin_zz1000_71001_barra_earningsyield_topG 141.69 90.41 -58.18 94.43 -58.18 134.09 470.77 490.73 544.69
2 multin_zz1000_71001_barra_beta_botG 141.10 89.82 -58.77 93.84 -58.77 133.50 470.18 490.13 544.09
3 multin_zz1000_71001_barra_liquidity_botG 110.76 59.48 -89.11 63.51 -89.11 103.16 439.84 459.80 513.76
4 multin_zz1000_71001_barra_leverage_topG 110.16 58.88 -89.71 62.91 -89.71 102.56 439.24 459.20 513.16
5 multin_zz1000_71001_barra_size_topG 57.16 5.88 -142.71 9.90 -142.71 49.56 386.24 406.19 460.15
6 multin_zz1000_71001_barra_nonlinearsize_topG 22.37 -28.91 -177.50 -24.88 -177.50 14.77 351.45 371.41 425.37
7 multin_zz1000_71001_barra_growth_topG -15.95 -67.23 -215.82 -63.20 -215.82 -23.55 313.13 333.09 387.05
8 multin_zz1000_71001_barra_residualvolatility_topG -106.81 -158.09 -306.68 -154.06 -306.68 -114.41 222.27 242.23 296.19
9 multin_zz1000_71001_barra_momentum_topG -130.20 -181.48 -330.07 -177.46 -330.07 -137.80 198.88 218.84 272.80