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_20250620_151727
0 multin_zz1000_71001_barra_earningsyield_topG 78.68 63.44 -1.32 -8.20 -1.32 65.35 153.86 147.26 193.21
1 multin_zz1000_71001_barra_beta_botG 74.53 59.29 -5.47 -12.35 -5.47 61.20 149.71 143.11 189.06
2 multin_zz1000_71001_barra_btop_topG 74.38 59.14 -5.62 -12.51 -5.62 61.05 149.56 142.96 188.91
3 multin_zz1000_71001_barra_liquidity_botG 63.95 48.71 -16.05 -22.93 -16.05 50.62 139.13 132.53 178.48
4 multin_zz1000_71001_barra_leverage_topG 53.95 38.71 -26.05 -32.94 -26.05 40.62 129.13 122.53 168.47
5 multin_zz1000_71001_barra_size_topG 43.04 27.80 -36.97 -43.85 -36.96 29.71 118.22 111.62 157.56
6 multin_zz1000_71001_barra_nonlinearsize_topG 7.69 -7.55 -72.32 -79.20 -72.32 -5.64 82.86 76.27 122.21
7 multin_zz1000_71001_barra_growth_topG -6.43 -21.67 -86.43 -93.32 -86.43 -19.76 68.75 62.15 108.10
8 multin_zz1000_71001_barra_residualvolatility_topG -51.40 -66.64 -131.40 -138.29 -131.40 -64.73 23.78 17.18 63.12
9 multin_zz1000_71001_barra_momentum_topG -64.68 -79.92 -144.68 -151.57 -144.68 -78.01 10.50 3.90 49.85