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_20250516_151541
0 multin_zz1000_71001_barra_residualvolatility_topG 58.36 76.21 81.14 128.27 81.14 11.35 -25.14 -22.21 4.57
1 multin_zz1000_71001_barra_momentum_topG 42.57 60.42 65.35 112.47 65.35 -4.44 -40.93 -38.00 -11.22
2 multin_zz1000_71001_barra_growth_topG 33.96 51.82 56.75 103.87 56.75 -13.04 -49.53 -46.60 -19.82
3 multin_zz1000_71001_barra_liquidity_botG 23.09 40.94 45.88 93.00 45.88 -23.92 -60.40 -57.48 -30.69
4 multin_zz1000_71001_barra_leverage_topG -5.01 12.84 17.77 64.90 17.77 -52.02 -88.50 -85.58 -58.80
5 multin_zz1000_71001_barra_nonlinearsize_topG -5.20 12.65 17.59 64.71 17.59 -52.20 -88.69 -85.77 -58.98
6 multin_zz1000_71001_barra_earningsyield_topG -15.86 1.99 6.93 54.05 6.93 -62.86 -99.35 -96.43 -69.64
7 multin_zz1000_71001_barra_beta_botG -32.34 -14.49 -9.55 37.57 -9.55 -79.35 -115.83 -112.91 -86.12
8 multin_zz1000_71001_barra_btop_topG -38.02 -20.17 -15.24 31.89 -15.23 -85.03 -121.51 -118.59 -91.80
9 multin_zz1000_71001_barra_size_topG -39.71 -21.85 -16.92 30.20 -16.92 -86.71 -123.20 -120.27 -93.49