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_20250429_151527
0 multin_zz1000_71001_barra_momentum_topG 96.27 129.43 140.11 162.27 140.11 -1.14 -202.67 -238.05 -120.09
1 multin_zz1000_71001_barra_liquidity_botG 79.64 112.80 123.48 145.64 123.48 -17.77 -219.29 -254.68 -136.72
2 multin_zz1000_71001_barra_growth_topG 59.42 92.57 103.26 125.41 103.26 -37.99 -239.52 -274.90 -156.94
3 multin_zz1000_71001_barra_residualvolatility_topG 23.42 56.58 67.26 89.42 67.26 -73.99 -275.51 -310.90 -192.94
4 multin_zz1000_71001_barra_nonlinearsize_topG -12.34 20.82 31.50 53.66 31.50 -109.75 -311.27 -346.65 -228.70
5 multin_zz1000_71001_barra_leverage_topG -13.81 19.35 30.03 52.19 30.03 -111.22 -312.74 -348.13 -230.17
6 multin_zz1000_71001_barra_btop_topG -22.60 10.55 21.24 43.40 21.24 -120.01 -321.54 -356.92 -238.96
7 multin_zz1000_71001_barra_earningsyield_topG -32.26 0.90 11.58 33.74 11.58 -129.67 -331.19 -366.57 -248.62
8 multin_zz1000_71001_barra_beta_botG -47.72 -14.56 -3.88 18.28 -3.88 -145.13 -346.66 -382.04 -264.08
9 multin_zz1000_71001_barra_size_topG -53.57 -20.41 -9.73 12.43 -9.73 -150.98 -352.50 -387.88 -269.93