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_20250714_151521
0 multin_zz1000_71001_barra_liquidity_botG 78.17 94.64 88.23 71.22 88.23 -15.08 -102.76 -94.36 -121.13
1 multin_zz1000_71001_barra_momentum_topG 70.53 87.00 80.59 63.58 80.59 -22.72 -110.40 -102.00 -128.77
2 multin_zz1000_71001_barra_growth_topG 52.18 68.65 62.24 45.23 62.24 -41.07 -128.74 -120.35 -147.11
3 multin_zz1000_71001_barra_earningsyield_topG 46.53 63.00 56.59 39.57 56.59 -46.73 -134.40 -126.00 -152.77
4 multin_zz1000_71001_barra_beta_botG 40.76 57.23 50.82 33.81 50.82 -52.49 -140.17 -131.77 -158.54
5 multin_zz1000_71001_barra_residualvolatility_topG 16.05 32.52 26.11 9.10 26.11 -77.20 -164.88 -156.48 -183.25
6 multin_zz1000_71001_barra_leverage_topG 12.33 28.80 22.39 5.38 22.39 -80.92 -168.59 -160.19 -186.96
7 multin_zz1000_71001_barra_btop_topG 8.36 24.83 18.42 1.41 18.42 -84.89 -172.57 -164.17 -190.94
8 multin_zz1000_71001_barra_size_topG 4.67 21.14 14.73 -2.28 14.73 -88.58 -176.25 -167.85 -194.62
9 multin_zz1000_71001_barra_nonlinearsize_topG 0.11 16.58 10.17 -6.84 10.17 -93.14 -180.81 -172.42 -199.18