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_20250423_151525
0 multin_zz1000_71001_barra_momentum_topG 218.45 260.96 280.99 269.29 280.99 180.63 14.68 -37.39 61.24
1 multin_zz1000_71001_barra_growth_topG 39.29 81.79 101.82 90.12 101.83 1.47 -164.49 -216.56 -117.93
2 multin_zz1000_71001_barra_nonlinearsize_topG -8.61 33.89 53.92 42.22 53.92 -46.43 -212.39 -264.46 -165.83
3 multin_zz1000_71001_barra_residualvolatility_topG -11.49 31.01 51.05 39.34 51.05 -49.31 -215.26 -267.34 -168.70
4 multin_zz1000_71001_barra_liquidity_botG -24.90 17.60 37.63 25.93 37.64 -62.72 -228.68 -280.75 -182.11
5 multin_zz1000_71001_barra_earningsyield_topG -28.13 14.37 34.40 22.70 34.40 -65.95 -231.91 -283.98 -185.35
6 multin_zz1000_71001_barra_size_topG -39.81 2.69 22.73 11.03 22.73 -77.63 -243.58 -295.66 -197.02
7 multin_zz1000_71001_barra_leverage_topG -72.48 -29.98 -9.94 -21.65 -9.94 -110.30 -276.25 -328.33 -229.69
8 multin_zz1000_71001_barra_btop_topG -78.89 -36.39 -16.36 -28.06 -16.36 -116.71 -282.67 -334.74 -236.11
9 multin_zz1000_71001_barra_beta_botG -123.18 -80.68 -60.64 -72.35 -60.64 -161.00 -326.95 -379.03 -280.39