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_20250520_151529
0 multin_zz1000_71001_barra_residualvolatility_topG 100.84 137.53 183.50 126.19 183.50 23.89 -353.99 -428.02 -451.40
1 multin_zz1000_71001_barra_growth_topG 27.22 63.90 109.88 52.57 109.88 -49.74 -427.61 -501.65 -525.02
2 multin_zz1000_71001_barra_momentum_topG 18.70 55.39 101.36 44.05 101.36 -58.25 -436.13 -510.16 -533.54
3 multin_zz1000_71001_barra_liquidity_botG 18.39 55.07 101.04 43.73 101.05 -58.57 -436.44 -510.48 -533.85
4 multin_zz1000_71001_barra_beta_botG -3.36 33.32 79.29 21.98 79.29 -80.32 -458.20 -532.23 -555.61
5 multin_zz1000_71001_barra_leverage_topG -14.34 22.34 68.31 11.00 68.32 -91.30 -469.18 -543.21 -566.58
6 multin_zz1000_71001_barra_nonlinearsize_topG -21.18 15.50 61.47 4.16 61.47 -98.14 -476.02 -550.05 -573.43
7 multin_zz1000_71001_barra_earningsyield_topG -23.45 13.24 59.21 1.90 59.21 -100.40 -478.28 -552.31 -575.69
8 multin_zz1000_71001_barra_size_topG -34.77 1.92 47.89 -9.42 47.89 -111.72 -489.60 -563.63 -587.01
9 multin_zz1000_71001_barra_btop_topG -47.79 -11.11 34.86 -22.45 34.86 -124.75 -502.63 -576.66 -600.04