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_20250708_151524
0 multin_zz1000_71001_barra_growth_topG 19.84 14.95 143.18 58.40 143.18 32.45 -125.35 -123.40 -54.56
1 multin_zz1000_71001_barra_nonlinearsize_topG -4.83 -9.72 118.51 33.73 118.51 7.78 -150.02 -148.07 -79.23
2 multin_zz1000_71001_barra_size_topG -15.08 -19.97 108.26 23.48 108.26 -2.48 -160.27 -158.33 -89.49
3 multin_zz1000_71001_barra_leverage_topG -22.62 -27.51 100.72 15.94 100.72 -10.01 -167.81 -165.86 -97.03
4 multin_zz1000_71001_barra_btop_topG -31.05 -35.95 92.28 7.51 92.28 -18.45 -176.24 -174.30 -105.46
5 multin_zz1000_71001_barra_liquidity_botG -35.86 -40.75 87.48 2.70 87.48 -23.26 -181.05 -179.11 -110.27
6 multin_zz1000_71001_barra_momentum_topG -39.12 -44.01 84.22 -0.56 84.22 -26.52 -184.31 -182.37 -113.53
7 multin_zz1000_71001_barra_earningsyield_topG -40.87 -45.77 82.46 -2.31 82.47 -28.27 -186.06 -184.12 -115.28
8 multin_zz1000_71001_barra_residualvolatility_topG -47.38 -52.28 75.95 -8.82 75.95 -34.78 -192.57 -190.63 -121.79
9 multin_zz1000_71001_barra_beta_botG -100.95 -105.84 22.39 -62.38 22.39 -88.34 -246.13 -244.19 -175.35