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_20250526_151532
0 multin_zz1000_71001_barra_residualvolatility_topG 129.10 162.81 196.35 254.90 196.35 49.79 -218.23 -228.03 -251.17
1 multin_zz1000_71001_barra_growth_topG 59.70 93.41 126.96 185.50 126.95 -19.61 -287.63 -297.43 -320.57
2 multin_zz1000_71001_barra_leverage_topG 26.80 60.52 94.06 152.60 94.06 -52.51 -320.53 -330.33 -353.46
3 multin_zz1000_71001_barra_momentum_topG 14.52 48.23 81.77 140.32 81.77 -64.79 -332.81 -342.61 -365.75
4 multin_zz1000_71001_barra_liquidity_botG 3.41 37.12 70.67 129.21 70.66 -75.90 -343.92 -353.72 -376.86
5 multin_zz1000_71001_barra_nonlinearsize_topG -11.23 22.48 56.02 114.56 56.02 -90.54 -358.56 -368.37 -391.50
6 multin_zz1000_71001_barra_btop_topG -16.37 17.34 50.88 109.43 50.88 -95.68 -363.70 -373.50 -396.64
7 multin_zz1000_71001_barra_beta_botG -41.97 -8.25 25.29 83.83 25.29 -121.28 -389.29 -399.10 -422.23
8 multin_zz1000_71001_barra_earningsyield_topG -47.96 -14.24 19.30 77.84 19.30 -127.27 -395.28 -405.09 -428.22
9 multin_zz1000_71001_barra_size_topG -58.11 -24.40 9.14 67.69 9.14 -137.42 -405.44 -415.24 -438.38