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_20250407_151817
0 multin_zz1000_71001_barra_beta_botG 321.57 137.10 -815.13 -159.33 -815.14 649.10 2381.61 2341.30 2324.75
1 multin_zz1000_71001_barra_size_topG 287.53 103.07 -849.17 -193.37 -849.17 615.06 2347.58 2307.27 2290.72
2 multin_zz1000_71001_barra_earningsyield_topG 226.54 42.08 -910.16 -254.36 -910.16 554.07 2286.59 2246.28 2229.73
3 multin_zz1000_71001_barra_btop_topG 208.88 24.41 -927.82 -272.02 -927.82 536.41 2268.92 2228.61 2212.07
4 multin_zz1000_71001_barra_leverage_topG 135.68 -48.78 -1001.02 -345.22 -1001.02 463.21 2195.73 2155.42 2138.87
5 multin_zz1000_71001_barra_liquidity_botG 62.11 -122.36 -1074.59 -418.79 -1074.59 389.64 2122.15 2081.84 2065.29
6 multin_zz1000_71001_barra_nonlinearsize_topG 46.40 -138.07 -1090.30 -434.50 -1090.30 373.93 2106.44 2066.13 2049.59
7 multin_zz1000_71001_barra_residualvolatility_topG -172.25 -356.72 -1308.95 -653.15 -1308.96 155.28 1887.79 1847.48 1830.93
8 multin_zz1000_71001_barra_growth_topG -188.80 -373.26 -1325.50 -669.70 -1325.50 138.73 1871.25 1830.94 1814.39
9 multin_zz1000_71001_barra_momentum_topG -271.18 -455.65 -1407.88 -752.08 -1407.89 56.35 1788.86 1748.55 1732.00