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_20250410_151533
0 multin_zz1000_71001_barra_residualvolatility_topG 169.61 211.72 406.90 290.61 406.90 57.64 -482.88 -509.73 -619.08
1 multin_zz1000_71001_barra_momentum_topG 156.83 198.95 394.12 277.84 394.12 44.86 -495.65 -522.50 -631.86
2 multin_zz1000_71001_barra_growth_topG 58.45 100.57 295.74 179.46 295.74 -53.52 -594.03 -620.88 -730.23
3 multin_zz1000_71001_barra_liquidity_botG 29.67 71.79 266.96 150.67 266.96 -82.30 -622.82 -649.66 -759.02
4 multin_zz1000_71001_barra_leverage_topG 13.35 55.47 250.64 134.35 250.64 -98.62 -639.13 -665.98 -775.34
5 multin_zz1000_71001_barra_nonlinearsize_topG -12.90 29.22 224.39 108.10 224.39 -124.87 -665.39 -692.24 -801.59
6 multin_zz1000_71001_barra_btop_topG -21.96 20.16 215.33 99.04 215.33 -133.93 -674.45 -701.30 -810.65
7 multin_zz1000_71001_barra_earningsyield_topG -25.89 16.22 211.40 95.11 211.40 -137.86 -678.38 -705.23 -814.58
8 multin_zz1000_71001_barra_beta_botG -66.95 -24.83 170.35 54.06 170.35 -178.91 -719.43 -746.28 -855.63
9 multin_zz1000_71001_barra_size_topG -72.43 -30.31 164.86 48.57 164.86 -184.40 -724.91 -751.76 -861.12