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_20250409_151524
0 multin_zz1000_71001_barra_residualvolatility_topG 332.44 350.08 558.13 497.34 558.13 163.26 -761.08 -879.24 -995.05
1 multin_zz1000_71001_barra_momentum_topG 161.45 179.09 387.14 326.35 387.15 -7.73 -932.07 -1050.22 -1166.04
2 multin_zz1000_71001_barra_growth_topG 138.55 156.20 364.25 303.45 364.25 -30.63 -954.97 -1073.12 -1188.94
3 multin_zz1000_71001_barra_leverage_topG 3.81 21.46 229.51 168.72 229.51 -165.36 -1089.71 -1207.86 -1323.67
4 multin_zz1000_71001_barra_nonlinearsize_topG -9.06 8.59 216.64 155.85 216.64 -178.23 -1102.57 -1220.73 -1336.54
5 multin_zz1000_71001_barra_liquidity_botG -11.36 6.28 214.33 153.54 214.33 -180.54 -1104.88 -1223.03 -1338.85
6 multin_zz1000_71001_barra_btop_topG -44.22 -26.58 181.47 120.68 181.48 -213.40 -1137.74 -1255.89 -1371.71
7 multin_zz1000_71001_barra_size_topG -63.06 -45.41 162.64 101.84 162.64 -232.24 -1156.58 -1274.73 -1390.55
8 multin_zz1000_71001_barra_earningsyield_topG -124.70 -107.05 101.00 40.21 101.00 -293.87 -1218.22 -1336.37 -1452.18
9 multin_zz1000_71001_barra_beta_botG -139.62 -121.97 86.08 25.29 86.08 -308.79 -1233.14 -1351.29 -1467.10