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_20250721_151522
0 multin_zz1000_71001_barra_btop_topG 103.18 95.61 198.62 130.71 198.62 40.75 -251.24 -363.36 -324.33
1 multin_zz1000_71001_barra_leverage_topG 89.20 81.63 184.64 116.73 184.64 26.77 -265.22 -377.34 -338.31
2 multin_zz1000_71001_barra_liquidity_botG 82.00 74.44 177.44 109.53 177.44 19.58 -272.42 -384.53 -345.51
3 multin_zz1000_71001_barra_earningsyield_topG 78.69 71.12 174.13 106.22 174.13 16.26 -275.73 -387.85 -348.82
4 multin_zz1000_71001_barra_beta_botG 40.09 32.52 135.52 67.61 135.52 -22.34 -314.34 -426.45 -387.43
5 multin_zz1000_71001_barra_residualvolatility_topG 29.96 22.39 125.40 57.49 125.40 -32.47 -324.46 -436.57 -397.55
6 multin_zz1000_71001_barra_growth_topG 19.41 11.84 114.85 46.93 114.85 -43.02 -335.01 -447.13 -408.10
7 multin_zz1000_71001_barra_nonlinearsize_topG 18.70 11.14 114.14 46.23 114.14 -43.72 -335.72 -447.83 -408.81
8 multin_zz1000_71001_barra_momentum_topG 9.00 1.43 104.44 36.53 104.44 -53.43 -345.42 -457.54 -418.51
9 multin_zz1000_71001_barra_size_topG 7.39 -0.17 102.83 34.92 102.83 -55.03 -347.03 -459.14 -420.12