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_20250326_151641
0 multin_zz1000_71001_barra_liquidity_botG 77.90 113.02 119.29 151.37 119.29 -27.41 -73.09 -135.47 -163.22
1 multin_zz1000_71001_barra_momentum_topG 68.46 103.58 109.85 141.93 109.85 -36.85 -82.53 -144.91 -172.66
2 multin_zz1000_71001_barra_residualvolatility_topG 64.50 99.62 105.89 137.97 105.90 -40.80 -86.48 -148.87 -176.62
3 multin_zz1000_71001_barra_leverage_topG 50.72 85.85 92.11 124.20 92.12 -54.58 -100.26 -162.64 -190.40
4 multin_zz1000_71001_barra_growth_topG 41.19 76.31 82.58 114.66 82.58 -64.12 -109.80 -172.18 -199.93
5 multin_zz1000_71001_barra_btop_topG 24.07 59.19 65.46 97.54 65.46 -81.24 -126.92 -189.30 -217.05
6 multin_zz1000_71001_barra_nonlinearsize_topG -12.77 22.35 28.62 60.70 28.62 -118.08 -163.76 -226.14 -253.89
7 multin_zz1000_71001_barra_earningsyield_topG -13.33 21.79 28.06 60.14 28.06 -118.63 -164.32 -226.70 -254.45
8 multin_zz1000_71001_barra_beta_botG -34.41 0.72 6.99 39.07 6.99 -139.71 -185.39 -247.77 -275.53
9 multin_zz1000_71001_barra_size_topG -45.01 -9.89 -3.62 28.46 -3.62 -150.31 -196.00 -258.38 -286.13