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_20250722_151521
0 multin_zz1000_71001_barra_earningsyield_topG 109.96 63.51 144.92 65.50 144.92 140.91 -139.11 -186.61 -244.01
1 multin_zz1000_71001_barra_btop_topG 100.01 53.56 134.97 55.55 134.97 130.96 -149.06 -196.56 -253.96
2 multin_zz1000_71001_barra_leverage_topG 84.20 37.74 119.15 39.73 119.15 115.14 -164.88 -212.37 -269.78
3 multin_zz1000_71001_barra_beta_botG 74.38 27.93 109.34 29.92 109.34 105.33 -174.69 -222.19 -279.59
4 multin_zz1000_71001_barra_liquidity_botG 69.21 22.75 104.16 24.75 104.17 100.15 -179.86 -227.36 -284.77
5 multin_zz1000_71001_barra_size_topG 55.22 8.76 90.17 10.75 90.17 86.16 -193.86 -241.35 -298.76
6 multin_zz1000_71001_barra_nonlinearsize_topG 30.24 -16.21 65.19 -14.22 65.20 61.18 -218.83 -266.33 -323.74
7 multin_zz1000_71001_barra_growth_topG -9.16 -55.62 25.79 -53.63 25.79 21.78 -258.24 -305.73 -363.14
8 multin_zz1000_71001_barra_residualvolatility_topG -21.03 -67.48 13.93 -65.49 13.93 9.92 -270.10 -317.60 -375.00
9 multin_zz1000_71001_barra_momentum_topG -76.46 -122.92 -41.51 -120.93 -41.51 -45.52 -325.53 -373.03 -430.44