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_20250512_151520
0 multin_zz1000_71001_barra_momentum_topG 67.69 81.05 206.00 90.66 206.00 58.15 -131.04 -72.11 -73.63
1 multin_zz1000_71001_barra_residualvolatility_topG 48.92 62.27 187.22 71.89 187.22 39.38 -149.82 -90.88 -92.41
2 multin_zz1000_71001_barra_growth_topG 40.01 53.37 178.31 62.98 178.32 30.47 -158.72 -99.79 -101.32
3 multin_zz1000_71001_barra_nonlinearsize_topG 8.66 22.02 146.97 31.64 146.97 -0.87 -190.07 -131.13 -132.66
4 multin_zz1000_71001_barra_size_topG -12.52 0.84 125.78 10.45 125.79 -22.06 -211.25 -152.32 -153.85
5 multin_zz1000_71001_barra_earningsyield_topG -46.24 -32.88 92.07 -23.27 92.07 -55.78 -244.97 -186.03 -187.56
6 multin_zz1000_71001_barra_leverage_topG -56.47 -43.11 81.84 -33.50 81.84 -66.01 -255.20 -196.26 -197.79
7 multin_zz1000_71001_barra_liquidity_botG -66.31 -52.95 72.00 -43.34 72.00 -75.85 -265.04 -206.11 -207.63
8 multin_zz1000_71001_barra_btop_topG -72.28 -58.93 66.02 -49.31 66.02 -81.82 -271.02 -212.08 -213.61
9 multin_zz1000_71001_barra_beta_botG -109.08 -95.72 29.23 -86.11 29.23 -118.62 -307.81 -248.87 -250.40