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_20250509_151602
0 multin_zz1000_71001_barra_beta_botG 115.23 82.35 -5.24 11.62 -5.24 91.54 88.52 54.87 52.62
1 multin_zz1000_71001_barra_earningsyield_topG 90.08 57.20 -30.39 -13.54 -30.39 66.38 63.37 29.72 27.47
2 multin_zz1000_71001_barra_liquidity_botG 71.46 38.59 -49.00 -32.15 -49.00 47.77 44.76 11.11 8.86
3 multin_zz1000_71001_barra_btop_topG 69.16 36.29 -51.30 -34.45 -51.30 45.47 42.46 8.81 6.56
4 multin_zz1000_71001_barra_size_topG 52.78 19.91 -67.68 -50.83 -67.68 29.09 26.08 -7.57 -9.82
5 multin_zz1000_71001_barra_leverage_topG 30.06 -2.82 -90.41 -73.56 -90.41 6.37 3.35 -30.30 -32.55
6 multin_zz1000_71001_barra_nonlinearsize_topG 5.70 -27.18 -114.77 -97.91 -114.77 -17.99 -21.01 -54.66 -56.91
7 multin_zz1000_71001_barra_residualvolatility_topG 0.87 -32.00 -119.60 -102.74 -119.60 -22.82 -25.84 -59.48 -61.73
8 multin_zz1000_71001_barra_growth_topG -2.16 -35.04 -122.63 -105.77 -122.63 -25.85 -28.87 -62.52 -64.77
9 multin_zz1000_71001_barra_momentum_topG -71.16 -104.04 -191.63 -174.78 -191.63 -94.85 -97.87 -131.52 -133.77