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_20250414_151542
0 multin_zz1000_71001_barra_residualvolatility_topG 128.24 174.59 260.20 233.41 260.20 28.21 -305.33 -405.85 -566.37
1 multin_zz1000_71001_barra_momentum_topG 87.64 134.00 219.61 192.81 219.61 -12.38 -345.93 -446.44 -606.96
2 multin_zz1000_71001_barra_leverage_topG 49.97 96.33 181.93 155.14 181.93 -50.06 -383.60 -484.11 -644.64
3 multin_zz1000_71001_barra_growth_topG 30.39 76.75 162.35 135.56 162.35 -69.64 -403.18 -503.70 -664.22
4 multin_zz1000_71001_barra_liquidity_botG 24.75 71.11 156.71 129.92 156.71 -75.28 -408.82 -509.34 -669.86
5 multin_zz1000_71001_barra_btop_topG 15.20 61.56 147.16 120.37 147.16 -84.83 -418.37 -518.89 -679.41
6 multin_zz1000_71001_barra_nonlinearsize_topG 3.05 49.41 135.02 108.22 135.02 -96.97 -430.52 -531.03 -691.55
7 multin_zz1000_71001_barra_beta_botG -0.12 46.23 131.84 105.05 131.84 -100.15 -433.70 -534.21 -694.73
8 multin_zz1000_71001_barra_earningsyield_topG -10.82 35.54 121.14 94.35 121.14 -110.85 -444.39 -544.91 -705.43
9 multin_zz1000_71001_barra_size_topG -63.06 -16.71 68.90 42.11 68.90 -163.09 -496.64 -597.15 -757.67