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_20250515_151521
0 multin_zz1000_71001_barra_beta_botG 165.23 142.87 0.29 92.22 0.29 27.78 -213.24 -199.18 -332.45
1 multin_zz1000_71001_barra_liquidity_botG 158.79 136.43 -6.16 85.77 -6.15 21.33 -219.68 -205.62 -338.89
2 multin_zz1000_71001_barra_residualvolatility_topG 144.85 122.49 -20.09 71.84 -20.09 7.40 -233.62 -219.56 -352.83
3 multin_zz1000_71001_barra_btop_topG 95.29 72.93 -69.65 22.28 -69.65 -42.16 -283.18 -269.12 -402.39
4 multin_zz1000_71001_barra_earningsyield_topG 93.68 71.32 -71.26 20.67 -71.26 -43.77 -284.79 -270.73 -403.99
5 multin_zz1000_71001_barra_leverage_topG 83.22 60.86 -81.72 10.21 -81.72 -54.23 -295.24 -281.18 -414.45
6 multin_zz1000_71001_barra_growth_topG 72.85 50.49 -92.09 -0.16 -92.09 -64.60 -305.62 -291.56 -424.82
7 multin_zz1000_71001_barra_size_topG 40.37 18.01 -124.58 -32.65 -124.57 -97.09 -338.10 -324.04 -457.31
8 multin_zz1000_71001_barra_momentum_topG 34.73 12.37 -130.21 -38.28 -130.21 -102.72 -343.74 -329.67 -462.94
9 multin_zz1000_71001_barra_nonlinearsize_topG 23.29 0.93 -141.66 -49.73 -141.65 -114.16 -355.18 -341.12 -474.39