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_20250724_151524
0 multin_zz1000_71001_barra_nonlinearsize_topG 13.23 -0.30 153.32 85.54 153.32 36.92 -103.89 -116.86 -142.06
1 multin_zz1000_71001_barra_leverage_topG -0.44 -13.98 139.64 71.86 139.64 23.25 -117.57 -130.54 -155.74
2 multin_zz1000_71001_barra_growth_topG -9.87 -23.40 130.22 62.43 130.22 13.82 -127.00 -139.96 -165.16
3 multin_zz1000_71001_barra_size_topG -21.36 -34.89 118.72 50.94 118.72 2.33 -138.49 -151.46 -176.66
4 multin_zz1000_71001_barra_btop_topG -24.37 -37.90 115.71 47.93 115.72 -0.68 -141.50 -154.47 -179.67
5 multin_zz1000_71001_barra_residualvolatility_topG -27.16 -40.69 112.92 45.14 112.92 -3.47 -144.29 -157.26 -182.46
6 multin_zz1000_71001_barra_liquidity_botG -28.63 -42.16 111.46 43.67 111.46 -4.94 -145.76 -158.73 -183.92
7 multin_zz1000_71001_barra_earningsyield_topG -45.62 -59.15 94.46 26.68 94.46 -21.93 -162.75 -175.72 -200.92
8 multin_zz1000_71001_barra_momentum_topG -65.88 -79.42 74.20 6.42 74.20 -42.19 -183.01 -195.98 -221.18
9 multin_zz1000_71001_barra_beta_botG -70.73 -84.27 69.35 1.57 69.35 -47.05 -187.86 -200.83 -226.03