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_20250408_151756
0 multin_zz1000_71001_barra_residualvolatility_topG 230.95 217.12 289.76 141.93 289.76 117.47 -726.28 -827.02 -911.03
1 multin_zz1000_71001_barra_beta_botG 125.51 111.68 184.32 36.49 184.32 12.03 -831.72 -932.46 -1016.48
2 multin_zz1000_71001_barra_growth_topG 74.68 60.85 133.49 -14.35 133.49 -38.80 -882.56 -983.29 -1067.31
3 multin_zz1000_71001_barra_earningsyield_topG 69.25 55.42 128.06 -19.78 128.06 -44.23 -887.99 -988.72 -1072.74
4 multin_zz1000_71001_barra_liquidity_botG 67.28 53.45 126.09 -21.75 126.09 -46.20 -889.96 -990.69 -1074.71
5 multin_zz1000_71001_barra_leverage_topG 58.23 44.41 117.04 -30.79 117.05 -55.25 -899.00 -999.73 -1083.75
6 multin_zz1000_71001_barra_btop_topG 55.03 41.21 113.84 -33.99 113.85 -58.45 -902.20 -1002.93 -1086.95
7 multin_zz1000_71001_barra_size_topG 48.61 34.79 107.43 -40.41 107.43 -64.86 -908.62 -1009.35 -1093.37
8 multin_zz1000_71001_barra_nonlinearsize_topG 37.36 23.53 96.17 -51.67 96.17 -76.12 -919.88 -1020.61 -1104.63
9 multin_zz1000_71001_barra_momentum_topG -147.32 -161.15 -88.51 -236.35 -88.51 -260.80 -1104.56 -1205.29 -1289.31