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_20250325_151804
0 multin_zz1000_71001_barra_liquidity_botG 155.68 117.89 79.72 84.51 79.72 62.70 -342.62 -527.87 -596.00
1 multin_zz1000_71001_barra_beta_botG 140.43 102.64 64.47 69.26 64.47 47.45 -357.87 -543.12 -611.25
2 multin_zz1000_71001_barra_earningsyield_topG 134.47 96.69 58.51 63.30 58.51 41.49 -363.83 -549.08 -617.21
3 multin_zz1000_71001_barra_btop_topG 121.52 83.74 45.56 50.35 45.56 28.54 -376.78 -562.03 -630.16
4 multin_zz1000_71001_barra_leverage_topG 100.92 63.13 24.96 29.74 24.96 7.93 -397.38 -582.63 -650.76
5 multin_zz1000_71001_barra_growth_topG 66.78 29.00 -9.18 -4.39 -9.18 -26.20 -431.52 -616.77 -684.90
6 multin_zz1000_71001_barra_size_topG 45.40 7.62 -30.56 -25.77 -30.55 -47.58 -452.89 -638.14 -706.27
7 multin_zz1000_71001_barra_nonlinearsize_topG 22.70 -15.09 -53.26 -48.48 -53.26 -70.28 -475.60 -660.85 -728.98
8 multin_zz1000_71001_barra_momentum_topG -152.12 -189.91 -228.08 -223.30 -228.08 -245.11 -650.42 -835.67 -903.80
9 multin_zz1000_71001_barra_residualvolatility_topG -157.75 -195.54 -233.71 -228.93 -233.71 -250.73 -656.05 -841.30 -909.43