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_20250610_151613
0 multin_zz1000_71001_barra_beta_botG 93.01 83.90 3.06 49.52 3.06 93.01 73.26 155.22 224.05
1 multin_zz1000_71001_barra_residualvolatility_topG 64.13 55.03 -25.82 20.65 -25.82 64.14 44.38 126.35 195.18
2 multin_zz1000_71001_barra_earningsyield_topG 58.75 49.65 -31.20 15.27 -31.20 58.76 39.00 120.97 189.80
3 multin_zz1000_71001_barra_btop_topG 40.56 31.45 -49.39 -2.93 -49.39 40.57 20.81 102.77 171.61
4 multin_zz1000_71001_barra_leverage_topG 31.64 22.53 -58.31 -11.84 -58.31 31.65 11.89 93.85 162.69
5 multin_zz1000_71001_barra_liquidity_botG 27.56 18.45 -62.39 -15.93 -62.39 27.57 7.81 89.77 158.61
6 multin_zz1000_71001_barra_size_topG 16.31 7.20 -73.65 -27.18 -73.64 16.31 -3.45 78.52 147.35
7 multin_zz1000_71001_barra_nonlinearsize_topG 9.10 -0.00 -80.85 -34.38 -80.85 9.11 -10.65 71.32 140.15
8 multin_zz1000_71001_barra_growth_topG -8.59 -17.70 -98.54 -52.08 -98.54 -8.59 -28.34 53.62 122.45
9 multin_zz1000_71001_barra_momentum_topG -29.74 -38.84 -119.69 -73.22 -119.69 -29.73 -49.49 32.48 101.31