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_20250704_222522
0 multin_zz1000_71001_barra_size_topG 47.98 17.93 1.02 -34.12 1.03 133.76 394.37 403.22 399.25
1 multin_zz1000_71001_barra_beta_botG 38.46 8.40 -8.50 -43.65 -8.50 124.23 384.84 393.69 389.72
2 multin_zz1000_71001_barra_btop_topG 30.77 0.71 -16.19 -51.34 -16.19 116.54 377.15 386.00 382.03
3 multin_zz1000_71001_barra_earningsyield_topG 15.46 -14.59 -31.50 -66.64 -31.50 101.23 361.85 370.69 366.73
4 multin_zz1000_71001_barra_nonlinearsize_topG 8.58 -21.48 -38.38 -73.52 -38.38 94.35 354.96 363.81 359.84
5 multin_zz1000_71001_barra_leverage_topG -6.84 -36.89 -53.80 -88.94 -53.80 78.93 339.55 348.39 344.43
6 multin_zz1000_71001_barra_liquidity_botG -16.91 -46.97 -63.87 -99.02 -63.87 68.86 329.47 338.32 334.35
7 multin_zz1000_71001_barra_momentum_topG -23.64 -53.70 -70.60 -105.74 -70.60 62.13 322.75 331.59 327.63
8 multin_zz1000_71001_barra_growth_topG -69.63 -99.68 -116.59 -151.73 -116.59 16.14 276.76 285.60 281.64
9 multin_zz1000_71001_barra_residualvolatility_topG -89.46 -119.51 -136.42 -171.56 -136.42 -3.69 256.93 265.77 261.81