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_20250624_151534
0 multin_zz1000_71001_barra_momentum_topG 63.05 92.39 253.64 132.61 253.64 20.50 -317.43 -362.26 -251.59
1 multin_zz1000_71001_barra_growth_topG 34.94 64.29 225.53 104.50 225.53 -7.61 -345.54 -390.37 -279.70
2 multin_zz1000_71001_barra_liquidity_botG 8.75 38.10 199.35 78.32 199.35 -33.79 -371.72 -416.55 -305.88
3 multin_zz1000_71001_barra_nonlinearsize_topG -10.77 18.58 179.83 58.80 179.83 -53.31 -391.24 -436.07 -325.40
4 multin_zz1000_71001_barra_leverage_topG -31.49 -2.14 159.10 38.08 159.10 -74.04 -411.96 -456.80 -346.13
5 multin_zz1000_71001_barra_btop_topG -42.48 -13.13 148.11 27.09 148.11 -85.03 -422.96 -467.79 -357.12
6 multin_zz1000_71001_barra_residualvolatility_topG -50.33 -20.98 140.27 19.24 140.26 -92.88 -430.80 -475.64 -364.96
7 multin_zz1000_71001_barra_size_topG -56.26 -26.91 134.34 13.31 134.33 -98.80 -436.73 -481.56 -370.89
8 multin_zz1000_71001_barra_earningsyield_topG -61.68 -32.33 128.92 7.89 128.92 -104.22 -442.15 -486.98 -376.31
9 multin_zz1000_71001_barra_beta_botG -127.40 -98.05 63.20 -57.83 63.20 -169.94 -507.87 -552.70 -442.03