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_20250421_151546
0 multin_zz1000_71001_barra_momentum_topG 120.68 178.99 327.34 292.33 327.34 157.33 73.44 133.14 86.85
1 multin_zz1000_71001_barra_growth_topG -3.81 54.50 202.85 167.84 202.85 32.83 -51.05 8.65 -37.64
2 multin_zz1000_71001_barra_residualvolatility_topG -11.80 46.52 194.86 159.86 194.86 24.85 -59.04 0.67 -45.63
3 multin_zz1000_71001_barra_nonlinearsize_topG -15.27 43.04 191.39 156.38 191.39 21.37 -62.51 -2.81 -49.10
4 multin_zz1000_71001_barra_liquidity_botG -98.53 -40.22 108.12 73.12 108.12 -61.89 -145.77 -86.07 -132.37
5 multin_zz1000_71001_barra_leverage_topG -99.52 -41.21 107.13 72.13 107.13 -62.88 -146.76 -87.06 -133.36
6 multin_zz1000_71001_barra_size_topG -101.32 -43.00 105.34 70.34 105.34 -64.67 -148.56 -88.86 -135.15
7 multin_zz1000_71001_barra_beta_botG -113.66 -55.35 92.99 57.99 92.99 -77.02 -160.90 -101.20 -147.50
8 multin_zz1000_71001_barra_earningsyield_topG -125.71 -67.39 80.95 45.95 80.95 -89.06 -172.95 -113.24 -159.54
9 multin_zz1000_71001_barra_btop_topG -143.75 -85.43 62.91 27.91 62.91 -107.10 -190.99 -131.28 -177.58