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_20250522_151535
0 multin_zz1000_71001_barra_size_topG 49.12 36.51 -56.60 -43.71 -56.60 118.39 530.05 419.63 427.41
1 multin_zz1000_71001_barra_beta_botG 14.13 1.52 -91.59 -78.70 -91.59 83.40 495.05 384.64 392.42
2 multin_zz1000_71001_barra_earningsyield_topG 12.53 -0.09 -93.20 -80.30 -93.19 81.80 493.45 383.03 390.82
3 multin_zz1000_71001_barra_nonlinearsize_topG 0.51 -12.10 -105.21 -92.32 -105.21 69.78 481.44 371.02 378.81
4 multin_zz1000_71001_barra_btop_topG -4.59 -17.20 -110.31 -97.42 -110.31 64.68 476.34 365.92 373.71
5 multin_zz1000_71001_barra_liquidity_botG -15.79 -28.40 -121.51 -108.62 -121.51 53.48 465.13 354.72 362.50
6 multin_zz1000_71001_barra_momentum_topG -17.41 -30.02 -123.13 -110.24 -123.13 51.86 463.51 353.10 360.88
7 multin_zz1000_71001_barra_growth_topG -39.68 -52.29 -145.40 -132.50 -145.39 29.60 441.25 330.83 338.62
8 multin_zz1000_71001_barra_leverage_topG -48.83 -61.44 -154.55 -141.66 -154.55 20.45 432.10 321.68 329.47
9 multin_zz1000_71001_barra_residualvolatility_topG -175.18 -187.79 -280.90 -268.01 -280.90 -105.91 305.75 195.33 203.12