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_20250701_151523
0 multin_zz1000_71001_barra_momentum_topG 47.29 40.98 74.80 54.44 74.80 48.23 -25.61 -129.30 -63.15
1 multin_zz1000_71001_barra_beta_botG 42.73 36.42 70.24 49.88 70.24 43.67 -30.17 -133.86 -67.71
2 multin_zz1000_71001_barra_earningsyield_topG 24.16 17.84 51.67 31.31 51.67 25.10 -48.74 -152.43 -86.28
3 multin_zz1000_71001_barra_liquidity_botG 19.16 12.85 46.67 26.31 46.67 20.10 -53.74 -157.43 -91.28
4 multin_zz1000_71001_barra_btop_topG 15.99 9.67 43.49 23.14 43.49 16.93 -56.91 -160.61 -94.45
5 multin_zz1000_71001_barra_residualvolatility_topG 13.53 7.21 41.04 20.68 41.03 14.47 -59.37 -163.06 -96.91
6 multin_zz1000_71001_barra_leverage_topG 5.25 -1.07 32.75 12.40 32.75 6.19 -67.66 -171.35 -105.19
7 multin_zz1000_71001_barra_size_topG -0.14 -6.46 27.36 7.01 27.36 0.80 -73.04 -176.74 -110.58
8 multin_zz1000_71001_barra_nonlinearsize_topG -10.75 -17.06 16.76 -3.59 16.76 -9.80 -83.65 -187.34 -121.19
9 multin_zz1000_71001_barra_growth_topG -19.34 -25.66 8.16 -12.19 8.16 -18.40 -92.24 -195.94 -129.78