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_20250609_151522
0 multin_zz1000_71001_barra_residualvolatility_topG 97.49 126.19 204.95 173.85 204.95 56.30 -94.31 -139.01 -110.41
1 multin_zz1000_71001_barra_momentum_topG 27.65 56.35 135.11 104.00 135.11 -13.54 -164.15 -208.85 -180.25
2 multin_zz1000_71001_barra_growth_topG 13.66 42.36 121.13 90.02 121.12 -27.53 -178.13 -222.84 -194.23
3 multin_zz1000_71001_barra_liquidity_botG -9.49 19.21 97.97 66.87 97.97 -50.68 -201.28 -245.99 -217.38
4 multin_zz1000_71001_barra_leverage_topG -12.54 16.16 94.92 63.81 94.92 -53.73 -204.34 -249.04 -220.44
5 multin_zz1000_71001_barra_nonlinearsize_topG -13.06 15.64 94.40 63.30 94.40 -54.25 -204.85 -249.56 -220.95
6 multin_zz1000_71001_barra_earningsyield_topG -33.21 -4.51 74.26 43.15 74.26 -74.40 -225.00 -269.71 -241.10
7 multin_zz1000_71001_barra_size_topG -34.59 -5.89 72.87 41.77 72.87 -75.78 -226.38 -271.09 -242.48
8 multin_zz1000_71001_barra_btop_topG -34.83 -6.13 72.63 41.53 72.63 -76.02 -226.62 -271.33 -242.72
9 multin_zz1000_71001_barra_beta_botG -50.77 -22.07 56.70 25.59 56.70 -91.96 -242.56 -287.27 -258.66