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_20250603_151520
0 multin_zz1000_71001_barra_residualvolatility_topG 61.37 93.39 135.75 107.47 135.75 29.73 -141.83 -117.42 -159.06
1 multin_zz1000_71001_barra_momentum_topG 21.13 53.16 95.52 67.24 95.52 -10.50 -182.06 -157.65 -199.30
2 multin_zz1000_71001_barra_growth_topG 18.10 50.13 92.48 64.21 92.49 -13.53 -185.09 -160.69 -202.33
3 multin_zz1000_71001_barra_beta_botG 9.32 41.35 83.71 55.43 83.71 -22.31 -193.87 -169.46 -211.10
4 multin_zz1000_71001_barra_liquidity_botG 3.86 35.88 78.24 49.97 78.24 -27.78 -199.34 -174.93 -216.57
5 multin_zz1000_71001_barra_nonlinearsize_topG -15.19 16.84 59.20 30.92 59.20 -46.82 -218.38 -193.97 -235.61
6 multin_zz1000_71001_barra_earningsyield_topG -27.24 4.79 47.15 18.87 47.15 -58.87 -230.43 -206.02 -247.66
7 multin_zz1000_71001_barra_btop_topG -30.47 1.55 43.91 15.63 43.91 -62.11 -233.67 -209.26 -250.90
8 multin_zz1000_71001_barra_leverage_topG -36.36 -4.34 38.02 9.75 38.02 -68.00 -239.56 -215.15 -256.79
9 multin_zz1000_71001_barra_size_topG -37.96 -5.93 36.43 8.15 36.43 -69.59 -241.15 -216.74 -258.38