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_20250521_151538
0 multin_zz1000_71001_barra_size_topG 47.72 8.59 26.97 -24.39 26.97 115.03 233.88 214.31 325.27
1 multin_zz1000_71001_barra_beta_botG 47.10 7.97 26.35 -25.01 26.35 114.41 233.26 213.70 324.65
2 multin_zz1000_71001_barra_earningsyield_topG 41.84 2.70 21.08 -30.28 21.08 109.14 227.99 208.43 319.39
3 multin_zz1000_71001_barra_btop_topG 34.45 -4.68 13.70 -37.66 13.70 101.76 220.61 201.05 312.00
4 multin_zz1000_71001_barra_leverage_topG 10.69 -28.44 -10.06 -61.42 -10.06 78.00 196.85 177.29 288.24
5 multin_zz1000_71001_barra_nonlinearsize_topG -4.63 -43.76 -25.38 -76.74 -25.38 62.68 181.52 161.96 272.92
6 multin_zz1000_71001_barra_liquidity_botG -9.07 -48.21 -29.83 -81.19 -29.83 58.23 177.08 157.52 268.48
7 multin_zz1000_71001_barra_growth_topG -49.91 -89.04 -70.66 -122.02 -70.66 17.40 136.24 116.68 227.64
8 multin_zz1000_71001_barra_momentum_topG -63.02 -102.15 -83.77 -135.13 -83.77 4.29 123.14 103.57 214.53
9 multin_zz1000_71001_barra_residualvolatility_topG -78.78 -117.91 -99.53 -150.89 -99.53 -11.47 107.37 87.81 198.77