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_20250623_151525
0 multin_zz1000_71001_barra_residualvolatility_topG 98.71 161.32 232.76 195.43 232.76 3.85 -169.61 -185.32 -162.50
1 multin_zz1000_71001_barra_growth_topG 34.22 96.83 168.28 130.95 168.28 -60.64 -234.09 -249.81 -226.98
2 multin_zz1000_71001_barra_momentum_topG 7.96 70.57 142.01 104.68 142.01 -86.90 -260.36 -276.07 -253.25
3 multin_zz1000_71001_barra_liquidity_botG 1.72 64.34 135.78 98.45 135.78 -93.13 -266.59 -282.30 -259.48
4 multin_zz1000_71001_barra_leverage_topG -3.42 59.19 130.64 93.31 130.64 -98.28 -271.73 -287.45 -264.62
5 multin_zz1000_71001_barra_nonlinearsize_topG -22.49 40.13 111.57 74.24 111.57 -117.34 -290.80 -306.51 -283.69
6 multin_zz1000_71001_barra_btop_topG -24.14 38.47 109.92 72.59 109.92 -119.00 -292.45 -308.17 -285.34
7 multin_zz1000_71001_barra_earningsyield_topG -63.50 -0.89 70.55 33.22 70.55 -158.36 -331.82 -347.53 -324.70
8 multin_zz1000_71001_barra_beta_botG -74.86 -12.25 59.20 21.87 59.19 -169.72 -343.18 -358.89 -336.06
9 multin_zz1000_71001_barra_size_topG -77.25 -14.63 56.81 19.48 56.81 -172.10 -345.56 -361.27 -338.45