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_20250506_151513
0 multin_zz1000_71001_barra_residualvolatility_topG 135.10 197.16 389.19 287.03 389.19 54.90 -327.04 -308.30 -340.63
1 multin_zz1000_71001_barra_momentum_topG 103.77 165.83 357.86 255.70 357.87 23.57 -358.37 -339.63 -371.96
2 multin_zz1000_71001_barra_growth_topG 67.26 129.32 321.35 219.19 321.35 -12.94 -394.88 -376.14 -408.47
3 multin_zz1000_71001_barra_leverage_topG -16.43 45.63 237.66 135.50 237.66 -96.63 -478.57 -459.83 -492.16
4 multin_zz1000_71001_barra_nonlinearsize_topG -26.70 35.36 227.39 125.22 227.39 -106.90 -488.84 -470.10 -502.44
5 multin_zz1000_71001_barra_liquidity_botG -41.75 20.32 212.35 110.18 212.35 -121.95 -503.88 -485.14 -517.48
6 multin_zz1000_71001_barra_btop_topG -74.39 -12.33 179.70 77.53 179.70 -154.59 -536.53 -517.79 -550.13
7 multin_zz1000_71001_barra_size_topG -98.23 -36.17 155.86 53.69 155.86 -178.43 -560.37 -541.63 -573.97
8 multin_zz1000_71001_barra_earningsyield_topG -104.31 -42.25 149.78 47.62 149.78 -184.51 -566.45 -547.71 -580.04
9 multin_zz1000_71001_barra_beta_botG -116.28 -54.22 137.81 35.65 137.82 -196.48 -578.42 -559.68 -592.01