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_20250422_151526
0 multin_zz1000_71001_barra_liquidity_botG 89.54 115.64 86.00 84.27 86.00 74.11 91.37 89.62 -19.96
1 multin_zz1000_71001_barra_btop_topG 84.05 110.15 80.51 78.78 80.51 68.62 85.88 84.13 -25.45
2 multin_zz1000_71001_barra_beta_botG 56.08 82.18 52.53 50.80 52.54 40.64 57.90 56.16 -53.42
3 multin_zz1000_71001_barra_earningsyield_topG 50.33 76.43 46.79 45.05 46.79 34.89 52.15 50.41 -59.17
4 multin_zz1000_71001_barra_leverage_topG 49.93 76.03 46.39 44.65 46.39 34.49 51.75 50.01 -59.57
5 multin_zz1000_71001_barra_size_topG -11.96 14.14 -15.50 -17.24 -15.50 -27.40 -10.14 -11.88 -121.46
6 multin_zz1000_71001_barra_nonlinearsize_topG -15.60 10.50 -19.14 -20.88 -19.14 -31.04 -13.78 -15.52 -125.10
7 multin_zz1000_71001_barra_growth_topG -18.13 7.97 -21.67 -23.40 -21.67 -33.56 -16.30 -18.05 -127.63
8 multin_zz1000_71001_barra_residualvolatility_topG -79.93 -53.83 -83.48 -85.21 -83.47 -95.37 -78.11 -79.85 -189.43
9 multin_zz1000_71001_barra_momentum_topG -131.04 -104.94 -134.59 -136.32 -134.59 -146.48 -129.22 -130.97 -240.55